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Tags
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7240
1
null
null
21
23580
I do not know if this has been asked before, but I do not found anything about it. My question is if anyone can provide a good reference to learn how to obtain the proportion of variance explained by each one of the fixed and random factors in a mixed-effects model.
Proportion of explained variance in a mixed-effects model
CC BY-SA 2.5
null
2011-02-15T09:11:10.857
2022-04-03T03:14:27.767
null
null
221
[ "mixed-model", "variance" ]
7241
2
null
7240
13
null
I can provide some references: Xu, R. (2003). Measuring explained variation in linear mixed effects models. Statistics in Medicine, 22, 3527-3541. [DOI:10.1002/sim.1572](http://dx.doi.org/10.1002/sim.1572) Edwards, L. J., Muller, K. E., Wolfinger, R. D., Qaqish, B. F., & Schabenberger, O. (2008). An $R^2$ statistic for...
null
CC BY-SA 3.0
null
2011-02-15T10:27:16.157
2017-03-28T21:01:05.427
2017-03-28T21:01:05.427
1934
1934
null
7243
2
null
7233
5
null
As @suncooolsu has already pointed out, we need more information. Residuals are often used when it comes to identifying outliers and to gain a better understanding of the appropriateness of a certain model (here: FEM vs REM). Given your "Std Residual", I would say that a REM seems more appropriate. However, you definit...
null
CC BY-SA 2.5
null
2011-02-15T13:01:56.817
2011-02-15T14:29:12.967
2011-02-15T14:29:12.967
449
307
null
7244
1
7245
null
6
5620
Lets say I have a website which gets 100 hits per day (mu = 100). Yesterday my website got 130 hits (x = 130). If I assume a Poisson distribution, then the probability of getting 130 hits is: ``` > dpois(130, 100) [1] 0.0005752527 # about 0.06% ``` So this tells me that getting 130 hits is quite unusual for my website...
Poisson distribution and statistical significance
CC BY-SA 2.5
null
2011-02-15T13:48:07.757
2011-02-15T15:35:20.957
null
null
3253
[ "r", "distributions", "statistical-significance", "poisson-distribution" ]
7245
2
null
7244
8
null
There are two points to make: - It is not the specific value of 130 that is unusual, but that it is much larger than 100. If you got more than 130 hits, that would have been even more surprising. So we usually look at the P(X>=130), not just P(X=130). By your logic even 100 hits would be unusual, because dpois(100,100...
null
CC BY-SA 2.5
null
2011-02-15T14:15:43.147
2011-02-15T14:15:43.147
null
null
279
null
7246
1
null
null
7
884
It seems non-convexity of loss function is not such a problem for [boosting with a normalized sigmoid loss function](http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.19.2603&rep=rep1&type=pdf). Do you know any further work showing better results with this kind of boosting than [Adaboost](http://en.wikipedia.org...
Normalized sigmoid loss function for boosting?
CC BY-SA 4.0
null
2011-02-15T14:22:27.763
2021-01-11T15:18:55.843
2021-01-11T15:18:55.843
22452
1351
[ "boosting", "loss-functions" ]
7247
2
null
7244
3
null
First, note that `dpois(130, 100)` will give you the probability of exactly 130 hits if you are assuming that the true rate is 100. That probability is indeed very low. However, in the usual hypothesis testing framework, what we calculate is the probability of the observed outcome or an even more extreme outcome. You c...
null
CC BY-SA 2.5
null
2011-02-15T14:24:58.077
2011-02-15T15:35:20.957
2011-02-15T15:35:20.957
1934
1934
null
7249
1
11361
null
7
1918
I was wondering if there is a free tool to build a decision tree in interactive fashion like in SAS Enterprise Mining. I'm used to work with Weka. But nothing fits to my needs. I would like that before splitting every node, the program asks to user which attribute (maybe from a list of the "best" attributes) to choose....
Interactive decision trees
CC BY-SA 2.5
null
2011-02-15T15:52:09.717
2013-08-11T21:16:09.673
2011-02-15T17:21:45.207
null
2719
[ "sas", "cart", "weka" ]
7250
1
7273
null
10
9158
I'm having difficulty understanding one or two aspects of the cluster package. I'm following the example from [Quick-R](http://www.statmethods.net/advstats/cluster.html) closely, but don't understand one or two aspects of the analysis. I've included the code that I am using for this particular example. ``` ## Libraries...
Using the stats package in R for kmeans clustering
CC BY-SA 2.5
null
2011-02-15T16:02:30.703
2016-02-16T08:46:41.250
2011-02-22T19:05:52.250
2635
2635
[ "r", "clustering" ]
7251
1
null
null
6
1081
Framework. Fix $\alpha\in ]0,1[$. Imagine you have $n$ $\alpha$-quantile forecast methodologies that give you, at time $t$ for look ahead time $t+h$, an estimation of the quantile of wind power. Formally, for $i=1,\dots,n$, you know how to produce $\hat{q}_{t+h|t}^{(i)}$ at time $t$ for look ahead time $t+h$ an estimat...
How to make a combination (aggregation) of quantile forecast?
CC BY-SA 2.5
null
2011-02-15T16:09:10.773
2017-05-11T17:39:13.173
2017-05-11T17:39:13.173
53690
223
[ "time-series", "forecasting", "quantiles", "aggregation", "forecast-combination" ]
7252
2
null
7236
0
null
I think no extra package is needed for the task, just use the basic `sample` function, e.g.: Get sample from the first group: ``` sample <- sample(data[data$"Care Type" == "Acute Care",], size = 25) ``` Get the choosen IDs out of the orig. dataset (making a backup could be a good idea before that): ``` data <- data[se...
null
CC BY-SA 2.5
null
2011-02-15T16:12:24.807
2011-02-15T16:12:24.807
null
null
2714
null
7253
2
null
7249
6
null
Try the examples under dendrogram. You can make it as interactive as you want. ``` require(graphics); require(utils) hc <- hclust(dist(USArrests), "ave") (dend1 <- as.dendrogram(hc)) # "print()" method str(dend1) # "str()" method str(dend1, max = 2) # only the first two sub-levels op <- par(mfrow= c(2,2), ...
null
CC BY-SA 3.0
null
2011-02-15T16:41:24.487
2011-05-31T19:42:30.857
2011-05-31T19:42:30.857
2775
2775
null
7255
2
null
4364
10
null
This is not a characterization but a conjecture, which dates back from 1917 and is due to Cantelli: > If $f$ is a positive function on $\mathbb{R}$ and $X$ and $Y$ are $N(0,1)$ independent random variables such that $X+f(X)Y$ is normal, then $f$ is a constant almost everywhere. Mentioned by Gérard Letac [here](http...
null
CC BY-SA 2.5
null
2011-02-15T17:43:50.737
2011-02-15T18:07:59.233
2017-04-13T12:58:32.177
-1
2592
null
7256
1
7283
null
8
2746
I am working on binary classification problem. Data set is very large and highly imbalanced. Data dimensionality is also very high. Now I want to balance data by under-sampling the majority class, and I also want to reduce data dimensionality by applying PCA, etc... So my question is that which one should be applied f...
Which one should be applied first: data sampling or dimensionality reduction?
CC BY-SA 2.5
null
2011-02-15T18:20:56.520
2011-02-16T20:14:40.750
2011-02-15T19:03:27.827
null
2534
[ "classification", "sampling", "dataset" ]
7257
1
null
null
14
2049
I'm trying to understand how Boltzmann machines work, but I'm not quite sure how weights are learned, and haven't been able to find a clear description. Is the following correct? (Also, pointers to any good Boltzmann machine explanations would also be great.) We have a set of visible units (e.g., corresponding to black...
Learning weights in a Boltzmann machine
CC BY-SA 2.5
null
2011-02-15T18:39:29.390
2015-01-07T14:19:29.467
2011-02-15T20:35:20.667
1106
1106
[ "neural-networks" ]
7258
1
null
null
5
160
As I have written in my question "[How much undersampling should be done?](https://stats.stackexchange.com/questions/7209/how-much-undersampling-should-be-done)", I want to predict defaults, where a default is per se really unlikely (average ~ 0.3 percent). My models are not affected by the unequal distribution: It's a...
Information content of examples and undersampling
CC BY-SA 2.5
null
2011-02-15T18:50:27.707
2011-03-10T09:26:59.513
2017-04-13T12:44:33.310
-1
2549
[ "sampling" ]
7259
1
7309
null
4
3845
I have a data-table that has about 26000 rows and about 35 columns. The columns are paired, so the values in columns 6 and 7 (for example) are related to each other, so are 8 and 9 and so on. There are 23 different types of annotations in the table, which I have read in as "factor". The ratio of these pairs of colum...
Combine multiple boxplots in a lattice
CC BY-SA 2.5
null
2011-02-15T18:54:10.333
2011-02-22T07:57:34.973
2011-02-22T07:57:34.973
2116
3263
[ "r", "data-visualization", "boxplot" ]
7260
2
null
7256
5
null
Do the dimensionality reduction first: Your error in estimating the principal components will be smaller due to the larger sample (your Corr/Cov-matrix used in PCA has to be estimated!). The other way around only makes sense for computational reasons.
null
CC BY-SA 2.5
null
2011-02-15T18:55:09.617
2011-02-15T18:55:09.617
null
null
2549
null
7261
1
7262
null
26
29480
My question relates mostly around the practical differences between General Linear Modeling (GLM) and Generalized Linear Modelling (GZLM). In my case it would be a few continuous variables as covariates and a few factors in an ANCOVA, versus GZLM. I want to examine the main effects of each variable, as well as one thre...
General Linear Model vs. Generalized Linear Model (with an identity link function?)
CC BY-SA 4.0
null
2011-02-15T19:28:22.333
2020-06-28T15:49:34.997
2020-06-28T15:49:34.997
154402
3262
[ "generalized-linear-model", "modeling", "linear-model" ]
7262
2
null
7261
24
null
A generalized linear model specifying an identity link function and a normal family distribution is exactly equivalent to a (general) linear model. If you're getting noticeably different results from each, you're doing something wrong. Note that specifying an identity link is not the same thing as specifying a normal d...
null
CC BY-SA 2.5
null
2011-02-15T20:10:32.780
2011-02-18T10:23:28.347
2011-02-18T10:23:28.347
449
449
null
7263
1
7269
null
16
7284
I am writing about using a 'joint probability distribution' for an audience that would be more likely to understand 'multivariate distribution' so I am considering using the later. However, I do not want to loose meaning while doing this. [Wikipedia](http://en.wikipedia.org/wiki/Joint_probability_distribution) seems to...
Difference between the terms 'joint distribution' and 'multivariate distribution'?
CC BY-SA 2.5
null
2011-02-15T20:21:36.447
2017-12-01T13:01:50.277
2013-07-12T13:03:29.237
22468
1381
[ "probability", "terminology", "joint-distribution", "definition" ]
7264
2
null
7239
4
null
disclaimer I still don't fully understand your model; but without at least a reproducible example, this is the best I can offer. It is not clear exactly what you are doing here. For example, how are `pvr` and `pir` calculated? Would it make sense to calculate them inside the same model? Answer I am assuming that your d...
null
CC BY-SA 2.5
null
2011-02-15T20:30:35.940
2011-02-18T21:58:49.337
2011-02-18T21:58:49.337
1381
1381
null
7265
2
null
7263
2
null
I'd be inclined to say that "multivariate" describes the random variable, i.e., it is a vector, and that the components of a multivariate random variable have a joint distribution. "Multivariate random variable" sounds a bit strange, though; I'd call it a random vector.
null
CC BY-SA 2.5
null
2011-02-15T20:39:58.100
2011-02-15T20:39:58.100
null
null
401
null
7266
2
null
7263
0
null
I think they are mostly synonyms, and that if there is any difference, it lies in details that are likely irrelevant to your audience.
null
CC BY-SA 2.5
null
2011-02-15T20:45:55.713
2011-02-15T20:45:55.713
null
null
2044
null
7267
2
null
7263
1
null
The [canonical textbooks describing properties of the various probability distributions by Johnson & Kotz](http://www.google.com/search?hl=en&tbs=bks%3A1&q=inauthor%3Ajohnson+inauthor%3Akotz+intitle%3Adistributions) and later co-authors are entitled Univariate Discrete Distributions, Continuous Univariate Distributions...
null
CC BY-SA 2.5
null
2011-02-15T20:56:41.460
2011-02-15T20:56:41.460
null
null
449
null
7268
1
7306
null
15
42334
How would you get hourly means for multiple data columns, for a daily period, and show results for twelve "Hosts" in the same graph? That is, I'd like to graph what a 24 hour period looks like, for a weeks worth of data. The eventual goal would be to compare two sets of this data, before and after samplings. ``` ...
How to aggregate by minute data for a week into hourly means?
CC BY-SA 4.0
null
2011-02-15T21:00:59.150
2020-05-01T09:42:41.837
2020-05-01T09:42:41.837
18417
2770
[ "r", "time-series", "aggregation" ]
7269
2
null
7263
14
null
The terms are basically synonyms, but the usages are slightly different. Think about the univariate case: you may talk about "distributions" in general, you might more specifically refer to "univariate distributions", and you refer to "the distribution of $X$". You don't normally say "the univariate distribution of $X...
null
CC BY-SA 2.5
null
2011-02-15T21:05:16.413
2011-02-15T21:43:16.040
2011-02-15T21:43:16.040
89
89
null
7270
1
7274
null
9
3230
I have a CSV file with 4 million edges of a directed network representing people communicating with each other (e.g. John sends a message to Mary, Mary sends a message to Ann, John sends another message to Mary, etc.). I would like to do two things: - Find degree, betweeness and (maybe) eigenvector centrality measures...
How to calculate centrality measures in a 4 million edge network using R?
CC BY-SA 2.5
null
2011-02-15T22:11:35.660
2011-10-08T21:14:42.427
2011-02-16T16:25:07.737
1762
1762
[ "r", "data-visualization", "networks" ]
7271
1
7284
null
6
2840
Hellwig's method is a method of selection of variables in linear model. It is widely used in Poland, probably only in Poland because it is really hard to find it in any scientific paper written in English. Description of method: $m_{k}$ - set of variables in k'th combination (there are $2^{p}-1$ combinations, where p...
Hellwig's method of selection of variables
CC BY-SA 2.5
null
2011-02-15T22:30:47.803
2011-02-16T08:49:24.693
null
null
1643
[ "model-selection" ]
7272
2
null
7256
1
null
Devil's advocate: I could imagine the principal components differing depending on who's sampled. I'd think this validity issue would take precedence over the precision issue Richard points out.
null
CC BY-SA 2.5
null
2011-02-15T23:43:27.807
2011-02-15T23:43:27.807
null
null
2669
null
7273
2
null
7250
8
null
I did not grasp question 1 completely, but I'll attempt an answer. The plot of Q1 shows how the within sum of squares (wss) changes as cluster number changes. In this kind of plots you must look for the kinks in the graph, a kink at 5 indicates that it is a good idea to use 5 clusters. WSS has a relationship with your...
null
CC BY-SA 2.5
null
2011-02-15T23:48:05.417
2011-02-15T23:48:05.417
null
null
2902
null
7274
2
null
7270
7
null
What you have is an edge list, which can be converted to a network object using the network library. Here is an example using fictitious data. ``` library(network) src <- c("A", "B", "C", "D", "E", "B", "A", "F") dst <- c("B", "E", "A", "B", "B", "A", "F", "A") edges <- cbind(src, dst) Net <- as.network(edges, matrix...
null
CC BY-SA 2.5
null
2011-02-16T00:40:01.187
2011-02-16T00:40:01.187
null
null
3265
null
7276
2
null
4999
2
null
I believe that in the specific case of L2 loss (ordinary linear regression), the convergence rate of coordinate descent will depend on the correlation structure of the predictors ($X_i$’s). Consider the case where they are uncorrelated. Then cyclic coordinate descent converges after one cycle. Another heuristic that ...
null
CC BY-SA 2.5
null
2011-02-16T02:07:31.860
2011-02-16T02:07:31.860
null
null
1670
null
7277
2
null
7261
5
null
I would like to include my experience in this discussion. I have seen that a generalized linear model (specifying an identity link function and a normal family distribution) is identical to a general linear model only when you use the maximum likelihood estimate as scale parameter method. Otherwise if "fixed value = 1"...
null
CC BY-SA 2.5
null
2011-02-16T03:22:22.480
2011-02-16T03:22:22.480
null
null
null
null
7278
1
7280
null
8
35909
I'm tasked with deriving the MGF of a $\chi^2$ random variable. I think the way to do is is by using the fact that $\Sigma_{j=1}^{m} Z^2_j$ is a $\chi^2$ R.V. and that MGF of a sum is the product of the MGFs of the individual terms. Although that may not be right and it may be $E(e^{tX})$ way. I don't need it solved...
Finding the Moment Generating Function of chi-squared distribution
CC BY-SA 4.0
null
2011-02-16T04:02:25.177
2021-02-05T12:52:40.250
2021-02-05T12:52:40.250
11887
2387
[ "mathematical-statistics", "moments", "moment-generating-function", "chi-squared-distribution" ]
7279
1
null
null
18
21889
What is paired t-test, and under which circumstances should I use paired t-test? Is there any difference between paired t-test and pairwise t-test?
Is there any difference between the terms "paired t-test" and "pairwise t-test"?
CC BY-SA 3.0
null
2011-02-16T04:34:46.397
2017-06-29T04:48:37.377
2011-09-23T05:43:12.140
183
3269
[ "hypothesis-testing", "anova", "t-test" ]
7280
2
null
7278
9
null
Yes, since $\chi^2$ is a sum of $Z_i^2$ the MGF is a product of individual summands. But then you need the MGF of $Z_i^2$ which is $\chi^2$ with 1 degree of freedom. The obvious way of calculating the MGF of $\chi^2$ is by integrating. It is not that hard: $$Ee^{tX}=\frac{1}{2^{k/2}\Gamma(k/2)}\int_0^\infty x^{k/2-1}e^...
null
CC BY-SA 2.5
null
2011-02-16T05:46:50.920
2011-02-16T16:58:31.657
2011-02-16T16:58:31.657
279
2116
null
7281
2
null
7279
15
null
Roughly, [paired t-test](http://en.wikipedia.org/wiki/Paired_difference_test) is a t-test in which each subject is compared with itself or, in [other words](http://mathworld.wolfram.com/Pairedt-Test.html), determines whether they differ from each other in a significant way under the assumptions that the paired differen...
null
CC BY-SA 2.5
null
2011-02-16T05:57:30.550
2011-02-16T05:57:30.550
null
null
1496
null
7282
2
null
7270
3
null
I don't think that R is a first choice here (maybe I'm wrong). You will need huge arrays here to index and prepare your networks files in the appropriate data format. First of all, I will try to use Jure's (Rob mention him in the post above) [SNAP](http://goo.gl/L4jSO) library; it's written in C++ and works very well o...
null
CC BY-SA 2.5
null
2011-02-16T06:11:07.573
2011-02-16T06:11:07.573
null
null
609
null
7283
2
null
7256
4
null
Generally, you want your training and validation data sets be separate as much as possible. Ideally, the validation set data would have been obtained only after the model has been trained. If you perform dimensionality reduction before splitting your data to separate sets, you break this isolation between the training ...
null
CC BY-SA 2.5
null
2011-02-16T06:21:29.233
2011-02-16T06:21:29.233
null
null
1496
null
7284
2
null
7271
5
null
After spending too long on web research, I'm pretty sure the source of 'Hellwig's method' is: Hellwig, Zdzisław. [On the optimal choice of predictors.](http://www.worldcat.org/title/on-the-optimal-choice-of-predictors/oclc/217223232) Study VI in Z. Gostkowski (ed.): Toward a system of quantitative indicators of compone...
null
CC BY-SA 2.5
null
2011-02-16T08:49:24.693
2011-02-16T08:49:24.693
null
null
449
null
7285
1
7303
null
10
447
### My Aim: I'd like to a have a function that takes an email address and outputs a quasi-random number of 1, 2, 3, or 4. ### A little detail: By quasi-random number I mean that given a typical population of email addresses, the probabilities of getting a value of 1, 2, 3, or 4 are roughly equal, and that obvious...
From an email address to a quasi-random number
CC BY-SA 2.5
null
2011-02-16T08:54:55.157
2018-02-15T19:26:23.593
2018-02-14T22:53:43.290
11887
183
[ "algorithms", "random-generation" ]
7286
1
7294
null
15
3290
Random walk Metropolis-Hasitings with symmetric proposal $q(x|y)= g(|y-x|)$ has the property that the acceptance probability $$P(accept\ y) = \min\{1, f(y)/f(x)\}$$ does not depend on proposal $g(\cdot)$. Does that mean that I can change the $g(\cdot)$ as a function of previous performance of the chain, without affect...
Can I change the proposal distribution in random-walk MH MCMC without affecting Markovianity?
CC BY-SA 4.0
null
2011-02-16T10:20:43.147
2022-08-22T04:22:20.033
2022-06-30T23:49:55.560
79696
1542
[ "markov-chain-montecarlo", "metropolis-hastings" ]
7287
2
null
7285
3
null
Why not just have a look-up table of numbers for each possible character in an email. Then concatenate the numbers to form a seed. For example, ``` A 1 B 2 C 3 .... @ 27 .... ``` So abc@ccc, would be converted to 12327333. This would give you a unique seed for each person. You would then use this to generate the 1, 2...
null
CC BY-SA 2.5
null
2011-02-16T10:59:12.323
2011-02-16T10:59:12.323
null
null
8
null
7288
2
null
7141
1
null
Ok, I've thought of two possible ways to answer to this problem using Bayesian analysis. I will assume $\sigma$ to be known throughout this answer. First start with a "baby" case, where $n=2$ (or alternatively, only using the last two observations as a first approximation). You would usually start this by assuming a...
null
CC BY-SA 2.5
null
2011-02-16T12:31:45.973
2011-03-15T07:16:37.997
2011-03-15T07:16:37.997
2392
2392
null
7289
2
null
7223
2
null
Regarding 1) Yes, you do lose this. See e.g. Harrell Regression Modeling Strategies, a book published by Wiley or a paper I presented with David Cassell called "Stopping Stepwise" available e.g. www.nesug.org/proceedings/nesug07/sa/sa07.pdf
null
CC BY-SA 2.5
null
2011-02-16T13:18:20.643
2011-02-16T13:18:20.643
null
null
686
null
7290
2
null
7225
4
null
My first reaction to Jelle's comments given is "bias-schmias". You have to be careful about what you mean by "large amount of predictors". This could be "large" with respect to: - The number of data points ("big p small n") - The amount of time you have to investigate the variables - The computational cost of inve...
null
CC BY-SA 2.5
null
2011-02-16T14:10:31.810
2011-02-16T14:10:31.810
null
null
2392
null
7291
2
null
7285
0
null
You could try converting each character to an ascii number, multiplying them all together to force overflow, and then performing a modulus operation on the least significant digits. If this is not pseudo-random enough, you can perform a bit-shift the numbers a bit... -Ralph Winters
null
CC BY-SA 2.5
null
2011-02-16T14:25:46.130
2011-02-16T14:25:46.130
null
null
3489
null
7292
1
7327
null
14
4297
If you can measure a time series of observations at any level of precision in time, and your goal of the study is to identify a relationship between X and Y, is there any empirical justification for choosing a specific level of aggregation over another, or should the choice be simply taken based on theory and/or practi...
How do you choose a unit of analysis (level of aggregation) in a time series?
CC BY-SA 2.5
null
2011-02-16T14:47:53.653
2019-02-07T02:10:00.637
2019-02-07T02:10:00.637
11887
1036
[ "time-series", "aggregation", "disaggregation" ]
7293
1
7296
null
5
247
The following problem comes from a max likelihood calculation for gaussian families, but is of independent interest. Is it possible to find a closed-form approximation for small values of $x$ for $\text{det}(B + xI)$ where I is the identity matrix and B is hermitian rank-deficient positive semidefinite?
Determinant perturbation approximation
CC BY-SA 2.5
null
2011-02-16T14:57:58.397
2011-02-16T18:07:22.083
2011-02-16T18:07:22.083
null
30
[ "maximum-likelihood", "matrix" ]
7294
2
null
7286
7
null
I think that this [paper](https://projecteuclid.org/journals/bernoulli/volume-7/issue-2/An-adaptive-Metropolis-algorithm/bj/1080222083.full) from Heikki Haario et al. will give you the answer you need. The markovianity of the chain is affected by the adaptation of the proposal density, because then a new proposed value...
null
CC BY-SA 4.0
null
2011-02-16T15:15:42.040
2022-08-22T04:22:20.033
2022-08-22T04:22:20.033
79696
3108
null
7295
1
7299
null
15
20512
Currently i am using RF toolbox on MATLAB for a binary classification Problem Data Set: 50000 samples and more than 250 features So what should be the number of trees and randomly selected feature on each split to grow the trees? can any other parameter greatly affect the results?
What should be the optimal parameters for Random Forest classifier?
CC BY-SA 2.5
null
2011-02-16T15:20:21.510
2017-05-31T08:44:39.347
2011-02-16T17:39:26.287
null
2534
[ "machine-learning", "classification", "random-forest" ]
7296
2
null
7293
7
null
I'll assume that you already know the eigenvalues of $B$. Since $B$ is symmetric positive semidefinite, it can be decomposed as $$ B = U D U^T $$ where $U$ is an orthogonal matrix and $D$ is the diagonal of nonnegative eigenvalues (some of which may be exactly zero). Now $$ B+xI = U D U^T + x U U^T = U (D + x I) U^T...
null
CC BY-SA 2.5
null
2011-02-16T15:23:49.660
2011-02-16T15:23:49.660
null
null
2970
null
7297
1
null
null
4
1654
I have a smooth but rather complex curve, sampled with a good frequency. I apply the discrete Fourier transform to it using the fast Fourier transform (FFT) algorithm and get its Fourier image. I need to find peaks on the resulting Fourier transform curve, but the image I get contains a substantial amount of noise, whi...
Noise in the Fourier transform
CC BY-SA 2.5
null
2011-02-16T15:58:10.347
2011-02-17T09:11:52.597
2011-02-16T22:57:59.120
3272
3272
[ "data-transformation", "fourier-transform" ]
7298
2
null
7286
3
null
You can improve the acceptance rate using delayed rejection as described in [Tierney, Mira (1999)](http://scholar.google.fr/scholar?cluster=8248856686379090018). It is based on a second proposal function and a second acceptance probability, which guarantees the Markov chain is still reversible with the same invariant d...
null
CC BY-SA 2.5
null
2011-02-16T16:18:35.263
2011-02-16T16:18:35.263
null
null
1351
null
7299
2
null
7295
8
null
Pick a large number of trees, say 100. From what I have read on the Internet, pick $\sqrt{250}$ randomly selected features. However, in [the original paper](http://www.stat.berkeley.edu/~breiman/randomforest2001.pdf), Breiman used about the closest integer to $\frac{\log{M}}{\log{2}}$. I would say cross-validation is u...
null
CC BY-SA 3.0
null
2011-02-16T16:26:18.673
2017-05-31T08:44:39.347
2017-05-31T08:44:39.347
1351
1351
null
7300
2
null
7270
3
null
Gephi ( [http://gephi.org/](http://gephi.org/) ) might be an easy way to explore the data. You can almost certainly visualize it, and perform some calculations (though I have not used it for some time so I can't remember all the functions).
null
CC BY-SA 2.5
null
2011-02-16T16:52:02.890
2011-02-16T16:52:02.890
null
null
2635
null
7301
2
null
7259
0
null
Are you familiar with [ggplot2](http://had.co.nz/ggplot2)? I'm not certain I understand the question, but you can look at histograms colored by a certain paramater ([http://had.co.nz/ggplot2/geom_histogram.html](http://had.co.nz/ggplot2/geom_histogram.html)), and also it has a useful facetting function ([http://had.co....
null
CC BY-SA 2.5
null
2011-02-16T16:55:04.833
2011-02-16T19:50:51.380
2011-02-16T19:50:51.380
2635
2635
null
7302
1
null
null
5
257
suppose you might buy some software to be used in a ML/NLP/DM laboratory. What software package would you ask for? Let's say: MATLAB (with some toolboxes), SPSS, and what else? I know that there is a lot of free software one can use like R, Weka, Rapidminer, python packages, and so on. However, the above question targe...
Software for ML/NLP/DM laboratory
CC BY-SA 2.5
null
2011-02-16T17:29:10.427
2012-06-05T17:17:26.633
2011-02-16T18:00:10.717
null
976
[ "machine-learning", "data-mining", "software" ]
7303
2
null
7285
10
null
Look up hash functions, for example at [http://en.wikipedia.org/wiki/Hash_function](http://en.wikipedia.org/wiki/Hash_function)
null
CC BY-SA 2.5
null
2011-02-16T17:31:19.580
2011-02-16T17:31:19.580
null
null
247
null
7304
2
null
7295
12
null
Number of trees the bigger, the better. You almost can't overshoot with this parameter, but of course the upper limit depends on the computational time you want to spend on RF. The good idea is to make a long forest first and then see (I hope it is available in MATLAB implementation) when the OOB accuracy converges. Nu...
null
CC BY-SA 2.5
null
2011-02-16T17:39:07.300
2011-02-16T17:39:07.300
null
null
null
null
7305
2
null
7293
4
null
I second @cardinal's answer, but provide a simple trick: If $p(z)$ is a polynomial (with integer powers), and $\mathbf{v}, \lambda$ are eigenvector and corresponding eigenvalue of matrix $M$, then $\mathbf{v}, p(\lambda)$ are eigenvector and corresponding eigenvalue of $p(M)$. The proof is a simple exercise. The polyno...
null
CC BY-SA 2.5
null
2011-02-16T18:01:53.177
2011-02-16T18:01:53.177
2017-04-13T12:44:39.283
-1
795
null
7306
2
null
7268
14
null
Here is one approach using cut() to create the appropriate hourly factors and ddply() from the plyr library for calculating the means. ``` library(lattice) library(plyr) ## Create a record and some random data for every 5 seconds ## over two days for two hosts. dates <- seq(as.POSIXct("2011-01-01 00:00:00", tz = "GMT...
null
CC BY-SA 2.5
null
2011-02-16T19:21:35.107
2011-02-16T19:21:35.107
null
null
3265
null
7307
1
114363
null
21
27201
Can somebody explain me clear the mathematical logic that would link two statements (a) and (b) together? Let us have a set of values (some distribution). Now, a) Median does not depend on every value [it just depends on one or two middle values]; b) Median is the locus of minimal sum-of-absolute-deviations from it. An...
Mean and Median properties
CC BY-SA 3.0
null
2011-02-16T19:33:34.640
2022-01-25T15:20:16.673
2020-07-25T12:12:51.043
7290
3277
[ "mean", "median", "robust", "sensitivity-analysis", "types-of-averages" ]
7308
1
7629
null
18
3930
Jeffrey Wooldridge in his Econometric Analysis of Cross Section and Panel Data (page 357) says that the empirical Hessian "is not guaranteed to be positive definite, or even positive semidefinite, for the particular sample we are working with.". This seems wrong to me as (numerical problems apart) the Hessian must be p...
Can the empirical Hessian of an M-estimator be indefinite?
CC BY-SA 2.5
null
2011-02-16T19:52:33.287
2018-07-07T19:08:49.507
2011-02-28T04:09:22.650
1393
1393
[ "estimation", "maximum-likelihood", "econometrics", "asymptotics" ]
7309
2
null
7259
4
null
Sam, I think I understood what you are after, so let me know if I've misinterpreted anything: - You want a separate box_plot for the ratio of each pairs of columns. There are 15 ratios we are interested in...(column 6 / column 7, column 8 / column 9, etc.) - This plot should have a separate "window" or facet for each...
null
CC BY-SA 2.5
null
2011-02-16T20:01:30.047
2011-02-16T22:11:00.050
2011-02-16T22:11:00.050
696
696
null
7311
2
null
7256
0
null
You should perform sampling and dimensionality reduction in combination. The best way to do this is undersample the majority class, and run a decision tree. It is the best variable selector you can imagine. Perform this a number of times (each time another sample). The result will be a number of list of candidate pre...
null
CC BY-SA 2.5
null
2011-02-16T20:14:40.750
2011-02-16T20:14:40.750
null
null
null
null
7312
2
null
7307
3
null
- Roughly speaking, the median is the "middle value". Now, if you change the highest value (which is supposed to be positive here) from $x_{(n)}$ to $2 * x_{(n)}$, say, it does not change the median. But it does change the arithmetic mean. This shows, in simple terms, that the median does not depend on every value wh...
null
CC BY-SA 2.5
null
2011-02-16T20:19:38.270
2011-02-16T20:26:15.590
2011-02-16T20:26:15.590
3019
3019
null
7313
1
31835
null
4
1063
Per my [earlier question](https://stats.stackexchange.com/q/7115/1026) I'm trying to find a reasonable metric for the semantic distance between two short text strings. One metric mentioned in the answers of that question was to use shortest hypernym path to create a metric for phrases. So for instance, if I was to fi...
Closest distance in hypernym tree as measure of semantic distance between phrases
CC BY-SA 2.5
null
2011-02-16T21:18:23.097
2012-07-07T10:51:14.693
2017-04-13T12:44:33.977
-1
1026
[ "text-mining", "distance-functions" ]
7314
1
null
null
2
1305
Winbugs seem to support either stochastic or deterministic relationship between variables. However, many Bayesian Networks represent relationships between variables using conditional probability tables. The "visit to Asia", "burglar alarm", "smoking & cancer" examples are classic introductory material. However, condi...
How can I represent Conditional Probability Table based Bayesian Networks in Winbugs?
CC BY-SA 3.0
null
2011-02-16T22:30:17.503
2014-08-30T20:13:48.720
2014-08-30T20:13:48.720
3280
3280
[ "bayesian", "causality", "bugs" ]
7315
2
null
7307
12
null
For the computation of the median, let $x_1,x_2,\ldots,x_n$ be the data. Assume, for simplicity, that $n$ is even, and the points are distinct! Let $y$ be some number. Let $f(y)$ be the 'sum-of-absolute deviations' of $y$ to the points $x_i$. This means that $f(y) = |x_1 - y| + |x_2 - y| + \ldots + |x_n - y|$. Your goa...
null
CC BY-SA 2.5
null
2011-02-16T23:13:35.653
2011-02-17T00:59:26.753
2011-02-17T00:59:26.753
795
795
null
7316
1
7317
null
27
36779
I have data with many correlated features, and I want to start by reducing the features with a smooth basis function, before running an LDA. I'm trying to use natural cubic splines in the `splines` package with the `ns` function. How do I go about assigning the knots? Here's the basic R code: ``` library(splines) lda....
Setting knots in natural cubic splines in R
CC BY-SA 3.0
null
2011-02-17T03:01:41.173
2018-05-28T01:54:47.840
2017-08-18T16:54:06.147
7290
988
[ "r", "splines" ]
7317
2
null
7316
45
null
How to specify the knots in R The `ns` function generates a natural regression spline basis given an input vector. The knots can be specified either via a degrees-of-freedom argument `df` which takes an integer or via a knots argument `knots` which takes a vector giving the desired placement of the knots. Note that in ...
null
CC BY-SA 3.0
null
2011-02-17T04:00:30.850
2011-09-27T00:25:53.663
2011-09-27T00:25:53.663
2970
2970
null
7318
1
null
null
6
4606
I have an experiment producing results (dependent variables) that don't pass tests of normality, thus I am testing hypotheses using non-parametric tests. My DVs are continuous, while my factors (independent variables) are ordinal or nominal. I've been using the Kruskal-Wallis test and Friedman test (using Matlab). Most...
Which non-parametric test can I use to identify significant interactions of independent variables?
CC BY-SA 2.5
null
2011-02-17T04:34:41.540
2017-05-28T16:55:43.337
null
null
3285
[ "hypothesis-testing", "anova", "statistical-significance", "nonparametric", "interaction" ]
7319
1
7331
null
5
4049
I am new to statistics, so pardon any mistakes in my question. I have two time series $X_i$ and $Y_i$. Assuming that they're stationary AR(1) processes with possibly different means, how do I test for difference of means? I found this link (but tests only one sample) which discusses using gls: [https://stat.ethz.ch/pip...
Two sample t-test for data (maybe time series) with autocorrelation?
CC BY-SA 2.5
null
2011-02-17T04:50:17.777
2011-08-16T12:18:34.573
2011-02-17T08:49:27.607
null
null
[ "hypothesis-testing", "mean", "autocorrelation" ]
7320
2
null
5430
1
null
You could simply smooth the data and find the peaks. Since there are presumably several pertinent, distinct (larger) objects amongst many irrelevant, indistinct (smaller) objects providing the noisy distance environment, you could probably assume that the distance distribution of pertinent objects is likely to be unif...
null
CC BY-SA 2.5
null
2011-02-17T04:51:40.427
2011-02-17T04:51:40.427
null
null
3285
null
7321
1
null
null
5
313
Consider a single x axis representing points along a line in space. I've got a set of data (in this case the receptive fields of hippocampal place cells recorded as a rat runs along a linear track), which are themselves spatially extensive, ie. if displayed graphically against the axis they would look like a series of ...
Determining whether a group of spatially extensive data is centered around one point in space
CC BY-SA 3.0
null
2011-02-17T05:29:19.383
2011-07-25T10:29:10.680
2011-06-25T09:39:29.480
null
null
[ "data-visualization", "spatial", "continuous-data" ]
7322
1
7329
null
5
1369
I am working with the dataset of some heights and weights at different ages. My professor wants me to plot the residuals from regression of `soma.WT9` against the residuals from regression of `HT9.WT9` (don't mind the notation it's just two columns where soma is being regressed on `WT9` and `HT9` being regressed on `W...
What does plotting residuals from one regression against the residuals from another regression give us?
CC BY-SA 2.5
null
2011-02-17T06:46:02.780
2011-04-29T00:51:09.930
2011-04-29T00:51:09.930
3911
3008
[ "regression", "residuals" ]
7323
2
null
7322
6
null
Judging by the details and variable names, soma.WT9 and HT9.WT9, you are obtaining the residuals by first regressing, soma on WT9 and HT9 on WT9 (right?). If I understood you correctly, the scatter plot between soma.WT9 and HT9.WT9 will tell you -- if after removing the effects of WT9 (possibly linear effects in your c...
null
CC BY-SA 2.5
null
2011-02-17T07:00:28.667
2011-02-17T07:00:28.667
null
null
1307
null
7324
2
null
7297
5
null
This seems like $e^{-ax}\sin(bx)$ function -- FT of such are two Dirac deltas, so it is not surprising at all that they appear as a noisy peaks after DFT (this is a variation of ultraviolet crisis). So, well, don't worry -- you can do nothing wise about it, at least smooth the transform (for instance with moving mean) ...
null
CC BY-SA 2.5
null
2011-02-17T09:11:52.597
2011-02-17T09:11:52.597
null
null
null
null
7325
2
null
4451
1
null
[This paper](http://arxiv.org/abs/1102.2166) uses a [facebook dataset](http://people.maths.ox.ac.uk/~porterm/data/facebook100.zip) that is available here. Here is the description from the authors: > The data includes the complete set of nodes and links (and some demographic information) from 100 US colleges and univ...
null
CC BY-SA 2.5
null
2011-02-17T10:55:37.620
2011-02-17T10:55:37.620
null
null
3291
null
7326
1
7363
null
4
454
I am new here, so I might have missed a similar question. I am trying to do things good in my research and using proper statistical approaches, but in computer science, we had quite a weak training on statistical methods applied to our research. So, what I am asking is probably trivial. Here is the problem: We have a ...
Checking the distribution of classes in a sample of a dataset
CC BY-SA 2.5
null
2011-02-17T11:12:27.553
2011-02-18T06:07:14.057
null
null
3291
[ "distributions", "sampling", "dataset" ]
7327
2
null
7292
11
null
Introduction My interest in the topic is now about 7 years and resulted in PhD thesis [Time series: aggregation, disaggregation and long memory](http://uosis.mif.vu.lt/~celov/DC/dcelov%20thesis%2009_05.pdf), where attention was paid to a specific question of cross-sectional disaggregation problem for AR(1) scheme. Da...
null
CC BY-SA 2.5
null
2011-02-17T11:23:36.643
2011-02-17T11:23:36.643
null
null
2645
null
7329
2
null
7322
4
null
This sounds like what I call an "added variable" plot. The idea behind these is to provide a visual way of whether adding a variable to a model (ht9 in your case) is likely to add anything to the model (soma on wt9 in your case). It was explained to me like this. When you fit a linear regression, the order of the var...
null
CC BY-SA 2.5
null
2011-02-17T13:03:10.287
2011-02-17T13:03:10.287
null
null
2392
null
7330
1
7332
null
4
389
I have a question about a rotation matrix, which can be represented in 2 dimensions as: $$R_{2}(\theta)=\begin{bmatrix} \cos\theta & \sin\theta \\ -\sin\theta & \cos\theta \end{bmatrix}$$ For some arbitrary angle $\theta$. This can be extended to an arbitrary number of dimensions by adding an identity matrix: $$R_{n}...
Rotation matrices and prior invariance for arbitrary dimensions
CC BY-SA 2.5
null
2011-02-17T13:55:51.813
2011-02-17T22:00:09.717
2011-02-17T19:33:00.870
2970
2392
[ "prior", "rotation" ]
7331
2
null
7319
4
null
Since $X_i$ and $Y_i$ are AR(1) processes, we can treat $(X_i,Y_i)$ as a VAR(1) process. Then testing the difference of means means testing the restrictions on VAR coefficients. For this simple case there is a [formula](http://books.google.com/books?id=B8_1UBmqVUoC&lpg=PP1&dq=hamilton%20time%20series%20analysis&hl=fr&p...
null
CC BY-SA 2.5
null
2011-02-17T14:33:45.927
2011-02-20T12:25:06.973
2011-02-20T12:25:06.973
2116
2116
null
7332
2
null
7330
7
null
The answer, I believe, to your first question is "yes". This can be accomplished with [Givens rotations](http://en.wikipedia.org/wiki/Givens_rotation), which allow for the annihilation of arbitrary elements of a matrix via a $2\times 2$ rotation matrix. The implication is that if you start with a rotation matrix, then ...
null
CC BY-SA 2.5
null
2011-02-17T14:41:10.700
2011-02-17T19:44:10.390
2011-02-17T19:44:10.390
449
2970
null
7333
2
null
7084
3
null
The best argument I have heard about using the normal distribution is one of "sufficient statistics" given by Larry Bretthorst in his PhD thesis on spectral estimation. Basically because the normal distribution has a set of sufficient statistics (mean and covariance matrix), then this is the only thing that matters whe...
null
CC BY-SA 2.5
null
2011-02-17T15:47:56.670
2011-02-17T15:47:56.670
null
null
2392
null
7334
2
null
4978
3
null
It is true that in the past, MaxEnt and Bayes have dealt with different types or forms of information. I would say that Bayes uses "hard" constraints as well though, the likelihood. In any case, it is not an issue anymore as Bayes Rule (not the product rule) can be obtained from Maximum relative Entropy (MrE), and not ...
null
CC BY-SA 2.5
null
2011-02-17T16:03:19.943
2011-02-17T16:03:19.943
null
null
null
null
7335
2
null
7270
3
null
From past experience with a network of 7 million nodes, I think visualizing your complete network will give you an uninterpretable image. I might suggest different visualizations using subsets of your data such as just using the top 10 nodes with the most inbound or outbound links. I second celenius's suggestion on usi...
null
CC BY-SA 2.5
null
2011-02-17T16:06:24.620
2011-02-17T16:06:24.620
null
null
3298
null
7336
1
7341
null
10
754
I'm running a simulation on R and a cluster of computers and have the following problem. On each of X computers I run: ``` fxT2 <- function(i) runif(10) nessay <- 100 c(mclapply(1:nessay, fxT2), recursive=TRUE) ``` There are 32 computers, each with 16 cores. However, around 2% of the random numbers are identical. What...
RNG, R, mclapply and cluster of computers
CC BY-SA 2.5
null
2011-02-17T16:18:29.617
2011-02-17T18:27:08.447
2011-02-17T17:52:48.100
8
603
[ "r", "random-generation", "parallel-computing", "multicore" ]
7337
2
null
7336
3
null
You need to use a RNG specifically designed for parallel computing. See the "Parallel computing: Random numbers" section of the [High Performance Computing Task View](http://cran.r-project.org/web/views/HighPerformanceComputing.html).
null
CC BY-SA 2.5
null
2011-02-17T16:39:34.187
2011-02-17T16:39:34.187
null
null
1657
null
7338
2
null
7208
4
null
The "chance correction" in Cohen's $\kappa$ estimates probabilities with which each rater chooses the existing categories. The estimation comes from the marginal frequencies of the categories. When you only have 1 judgement for each rater, this means that $\kappa$ assumes the category chosen for this single judgement i...
null
CC BY-SA 2.5
null
2011-02-17T17:14:48.070
2011-02-17T17:14:48.070
null
null
1909
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2
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7326
0
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What you might want to try is to take many bootstrap samples of 500 pairs and then build a confidence interval of this distribution to see if the population mean is included. However you really first need to go through your tags and spell correct, replace synonyms etc. www.kamalnigam.com/papers/bootstrap-ijcaiws99.pdf...
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CC BY-SA 2.5
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2011-02-17T18:25:00.827
2011-02-17T18:25:00.827
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3489
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7341
2
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7336
6
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The [snow](http://cran.r-project.org/package=snow) has explicit support to initialise the given number of RNG streams in a cluster computation. It can employ one of two RNG implementations: - rsprng and - rlecuyer Otherwise you have to do the coordination by hand.
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CC BY-SA 2.5
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2011-02-17T18:27:08.447
2011-02-17T18:27:08.447
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334
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7342
2
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7268
2
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You might checkout the `aggregate.zoo` function from the package `zoo`: [http://cran.r-project.org/web/packages/zoo/zoo.pdf](http://cran.r-project.org/web/packages/zoo/zoo.pdf) Charlie
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CC BY-SA 2.5
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2011-02-17T20:19:02.183
2011-02-17T20:19:02.183
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401
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7343
1
7345
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5
1519
Suppose I have a function `f`, and I want to sample it at 100 points in the interval `[0, 100]`. For some reason (that seemed smart to me at the time), I decided to not sample at equidistant intervals, but rather use the following function to determine the sample points: ``` log2(x)*(100/log2(100)) ``` This gives me a...
How to correct uneven sampling distribution when calculating the mean?
CC BY-SA 2.5
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2011-02-17T20:44:05.473
2011-02-17T21:41:38.403
null
null
977
[ "sampling", "error", "mean" ]
7344
1
7369
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6
16190
I'm trying to write a function to graphically display predicted vs. actual relationships in a linear regression. What I have so far works well for linear models, but I'd like to extend it in a few ways. - Handle glm models - Deal with NAs in the predicted values Does what I have so far seem like a good solution, o...
How to graphically compare predicted and actual values from multivariate regression in R?
CC BY-SA 2.5
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2011-02-17T20:44:25.817
2011-02-18T10:04:53.950
2011-02-17T23:03:57.857
2817
2817
[ "r", "regression", "multivariate-analysis", "multiple-regression" ]
7345
2
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7343
7
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The answer depends on the characteristics of $f$. Regardless, its average (by definition) is $\frac{1}{100}\int_0^{100}{f(x)dx}$, so your problem is one of estimating that integral from values at a discrete set of points. For a highly discontinuous function you can use any [Riemann sum](http://en.wikipedia.org/wiki/R...
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CC BY-SA 2.5
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2011-02-17T21:41:38.403
2011-02-17T21:41:38.403
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919
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7346
6
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null
0
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I did not participate to the beta, but I have been very happy to contribute (Q&A, edits, votes, etc.) during the last six months. Despite being also very happy with our actual moderators, I would like to propose myself for fulfilling this task if one of them feel the need to get some time off. Needless to say, I will v...
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CC BY-SA 2.5
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2011-02-17T21:56:24.370
2011-02-17T21:56:24.370
2011-02-17T21:56:24.370
930
930
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