Top new questions this week:
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I am looking for robust estimators for parameters of a processes producing count data: $$ (n_1,…,n_K), n_i\in\mathbb{N} $$ that is the underlying distribution is something like Poisson or Negative …
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So I am reading E. T. Jaynes probability theory book, and I am at chapter 11 where he introduces the maximum entropy principle. I understand that Jaynes separates the notion of probability from that …
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The Poisson distribution makes a big deal that its great for modeling “Counts” of stuff (aka counts of monthly users) because its a non negative discrete distribution. Well, aren’t Binomial …
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I am trying to solve a question which gives me a random variable with the distribution function below $$ F(x) = 1 – \left(\frac{\mu}{x}\right)^{2n} $$ where $0 < \mu \le x < \infty$ I …
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I’m working on problem 1.8 of Bishop’s Pattern Recognition and Machine Learning and am having a hard time understanding one of the technical details in a solution that I found online. Specifically, …
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If the purpose of a propensity score is to generate a “propensity” of a unit receiving treatment, then is it correct to say that the predictors of the treatment need not be confounders (…
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Let $T$ be a compact set, and let $K \colon T \times T \to \mathbb{R}$ be a positive definite kernel. Consider the canonical pseudo-distance $$d_K(x,y) = \sqrt{K(x,x) + K(y,y) – 2 K(x,y)}.$$ Let $f$ …
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Greatest hits from previous weeks:
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Say I have some historical data e.g., past stock prices, airline ticket price fluctuations, past financial data of the company… Now someone (or some formula) comes along and says “let’s take/use …
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Big picture: I’m trying to understand how increasing the sample size increases the power of an experiment. My lecturer’s slides explain this with a picture of 2 normal distributions, one for the null-…
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I’m currently working on a quasi-experimental research paper. I only have a sample size of 15 due to low population within the chosen area and that only 15 fit my criteria. Is 15 the minimum sample …
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In some literature, I have read that a regression with multiple explanatory variables, if in different units, needed to be standardized. (Standardizing consists in subtracting the mean and dividing …
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What is the difference between Logit and Probit model? I’m more interested here in knowing when to use logistic regression, and when to use Probit. If there is any literature which defines it using …
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Joris and Srikant’s exchange here got me wondering (again) if my internal explanations for the difference between confidence intervals and credible intervals were the correct ones. How you would …
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They seem so similar. Are they the same thing but just referred to as different names?
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Can you answer these questions?
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This is a basic econometrics question about ergodicity. According to Hamilton, we say that the stationary time series $(X_t)_{t \in \mathbb Z}$, , with mean $\mu$, is mean ergodic if the following …
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Suppose we want to minimize the objective function $f(x)$ with respect to $x\in \mathbb{R}^p$. Wtih a linear transformation of $x$, e.g., $z = Qx$ for a proper $Q\in\mathbb{R}^{p\times p}$, the new …
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I am conducting a study where 3 raters assessed performance of two similar test in regards to classify a lesion as malignant vs. benign. I wish to calculate specificity and sensitivity of each test …
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