0
votes
0answers
17 views

Monte carlo error: Combining “experimental” and statistical errors

I'm doing a slightly involved Monte Carlo approximation of a quantity $E$ where I end up with the following formula: $E=\frac{\sum_{i=1}^np_ie_iG_i}{\sum_{i=1}^np_iG_i}\ .\ \ \ \ \ \ \ \ \ $ (1) ...
0
votes
1answer
20 views

Error of function with errors on arguments and size of arguments

EDIT: my question is not how to derive the formula below (I think the derivation is more or less what I guessed, like the answer below supports), but whether it can be made valid for the case where ...
0
votes
1answer
27 views

Mean Square Estimate problem

I have to find $\textbf{s}_{MS}$ given $\textbf{r} = h\textbf{s}+\textbf{n}$ where $h$ is a Bernoulli random variable with $Pr(h=1)=Pr(h=0) = 1/2$ and $\textbf{s}$ and $\textbf{n}$ are independent ...
0
votes
1answer
31 views

Test for, and compare means of folded normal distribution

I have two datasets of absolute distances to a single point in a 2D space. I have reasons to expect that if I had the sign and magnitude of these distances, my datasets would be normally distributed ...
1
vote
0answers
47 views

MSE For a Single Calculation (intel processor errors)

This is the question, from a practice final for a stat course: The Intel Pentium Processor chip has been discovered to make small errors occasionally; that is, errors of +1 or –1 (in $10^{-4}$ ...
0
votes
1answer
97 views

MMSE (Minimum min square estimate) problem

I have a problem as follows. As of now, I cannot provide the definition of X and Y but can anyone provide a rough overview of what needs to be done ? An experiment consist of rolling a single ...
0
votes
0answers
62 views

Multinomial/Binomial MSE

Let $T_{1}=\sqrt{\frac{N_{1}}{n}}$ and $T_{2}=1-\sqrt{\frac{N_{3}}{n}}$, where $N_{1}\sim\operatorname{Binomial}(n,\theta^{2})$ and $N_{3}\sim\operatorname{Binomial}(n, (1-\theta)^{2})$. Compute the ...
1
vote
0answers
135 views

Unbiased estimators of theta

Suppose $\hat\theta_1$ and theta $\hat\theta_2$ are both uncorrelated and unbiased estimators of $\theta$, and that $\text{var}\hat\theta_1=2\cdot \text{var}(\hat\theta_2)$. a) Show that for any ...
1
vote
0answers
297 views

What is the difference between RMS and RMSE?

I did not unserstand what is the difference between root mean square (RMS) and root mean square error (RMSE). In some sources RMS term is used for error analysis, in others RMSE. Can you explain ...
0
votes
2answers
512 views

What is the purpose of subtracting the mean from data when standardizing?

What is the purpose of subtracting the mean from data when standardizing? and What is the purpose of dividing by the standard deviation?
0
votes
2answers
309 views

Step by step correlation calculation

I must understand how I can calculate the correlation for the following probability variables. ...
3
votes
1answer
148 views

Straight line through data by eye - least squares? [closed]

I heard an interesting fact a while ago about how people draw a line through a cloud of points on a scatter plot. Usually, when calculating lines of best fit, we use the minimal the sum of squares of ...
2
votes
0answers
72 views

Measuring Model Bias

If given the choice between two statistical models (for argument's sake, let's say Model 1 is $y = \beta_0 + \beta_1 x_1 + \epsilon$ and Model 2 is $y = \beta_0 + \beta_1 x^2_1 + \epsilon$), is there ...
1
vote
0answers
103 views

Getting the correct error for a mean calculation

A constant k needs to be calculated including its gaussian error. $k = f_{(u,t)}$ $k_i$ can be calculated with the values and errors of $u_i$ and $t_i$ and their respective errors. Main issue is ...