The area of statistics that focuses on taking information from samples of a population, in order to derive information on the entire population.

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Finding a sufficient statistic for an iid sample of the Gumbel distribution

$G(x;\alpha, \beta) = \exp\{-\beta e^{-\alpha x}\}$ for $x \in \mathbb{R}$ is a distribution (Gumbel family). Side question: is $G(x;\alpha, \beta)$ a member of the exponential family? I do not think ...
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Log-Likelihood measure calculus [on hold]

I'm extracting histograms from 0 to 255 (so it's a vector of 256 variables) and I have some models (sets) of differents histograms each one (that I extracted before). So, I take a sample S and I have ...
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Question about Lagrangian Multiplier (Gradient) Statistic of constrained GMM

I am trying to derive the Lagrangian multiplier statistic (GMM version) under a restriction. The question is given below The quadratic form is given by $Q_n(\theta,\alpha)=[m(\theta)', ...
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16 views

a correct measure of uncertainty vs standard deviation [on hold]

How do I prove that the standard deviation of data set of values measured for a physical variable could be much different from the uncertainty in the measurement of some physical variable ? Can I ...
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14 views

MAP for exponential function (Maximum a posteriori)

I am trying to find the MAP for an exponential function of the form $p(y) = \theta.e^{{-\theta}y}$ Given that $\theta$ is constant, I want to estimate maximum $y$ = $p(y).p(X=x_i|y)$ for $i = 1..n$. ...
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25 views

Prove that the the variance estimator $\widehat{\sigma}^2=MSE/(n-2)$ is biased is the simple linear regression model

This is in scope of the simple linear model. Im trying to prove that $\mathbb{E}\left(\widehat{\sigma}^2\right) = \sigma^2$ for $$\widehat{\sigma}^2 = \frac{1}{n-2}\sum^n_{i=1} ...
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26 views

Showing mutual contiguity

The problem: Let $P_n$ and $Q_n$ be the distribution of the mean of a sample of size $n$ from the $N(0, 1)$ and the $N(\theta_n, 1)$ distribution, respectively. Show that $P_n$ and $Q_n$ are ...
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41 views

Examining the effect of a quantitative factor on response.

To examine the effect of a quantitative factor temperature on yield,the researcher has a plan to use the following model for the analysis: $$y_{ix}=\beta_0+\beta_1 x+\epsilon_{ix}$$ where $y_{ix}$ ...
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18 views

How to Verify E(D) and E(E) [closed]

I want to know how E(D)=a+L/n+1 where L=(b-a) D=min in an interval [a,b] in addition, E(E)=b-L/n+1 where E=max.
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Testing statistic $\frac{MSS(X)}{MSS(Y)}$

Suppose a test statistic $\frac{MSS(X)}{MSS(Y)}$, where $MSS$ denotes Mean Sum of Squares, is to be used for testing the significance of the factor $X$. Do we need the assumption $$\mathbb ...
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15 views

How one derives significance test for pearsons correlation coefficient?

I am exploring statistics and probability. What upsets me, only ready to use algorithms are present in the books. But no example how one derives a significance test, where from the test statistics ...
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18 views

Expected Residual lifetime

I have a 2 part question. I was able to figure out part 1. I need some help with part 2. I will write out part 1 (and my solution) for completion. Let $T$ be a continuous survival time with survival ...
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1answer
15 views

Determine sample size according to some unknown distribution with given error rate and confidence

Assume $x\in\mathbb{N}$ obey some unknown distribution, and I can sequentially and independently acquire infinite samples of $x$. Now, given an error rate $\epsilon$ and confidence $1-\delta$, can I ...
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1answer
17 views

Order of growth in uniform distribution

Consider an i.i.d. sample $\{X_1, \ldots , X_n\}$ from the uniform distribution on $[ 0,\theta]$ and the estimator $$M_n = \max\{X_1,X_2,\ldots,X_n\} $$ What does the above statement mean? I ...
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34 views

confidence level interpretation

A new treatment for strokes is put on trial. There are two equal size groups,one group is given a drug, and one a placebo. The 95% confidence interval for the difference between the two proportion of ...
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82 views

How to calculate peakiness or uniformity in histogram?

I have a histogram with 20 bins ranging from -1 to 1 with an interval of 0.1. I would like to know if the histogram distribution is uniform or is peaked. I want to compare several such histograms and ...
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Finding test of critical region for sum/variance of normal distributions

Let $Y_1,....,Y_n$ denote independent, identically distributed random variables such that $Y_1$ has a normal distribution with mean $\theta$ and standard deviations $\theta$, where $\theta$ > 0. ...
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Showing distribution has a $\chi^2$ distribution with df = n

Let $X_1,X_2,....,X_n$ denote independent identically distributed random variables such that $X_1$ has density $p_1(x;\theta)$ where $\hspace{15mm}p(x;\theta) ...
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22 views

statistics basic question on covariance

anyone would help me in a basic example? a fair coin is tossed, n times. X is the number of Head and Y is the number of Tails. what is the COV(X,Y).
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Statistics and Some Information Challenge

relation between two attribute x,y is $y=\alpha\beta^{-x}$. According to 8 experiments these information were gained. what is the estimation of ( $\alpha, \beta$) using Least Square Error? it's 2010 ...
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1answer
17 views

Conditional PDF Inference

I am attempting to create an inference model, such that given any $y$, I can output an estimated probability density function of $x$. Given $X,Y$ where $f_X$ and $f_Y$ are probability density ...
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30 views

Errors and Residual

Why are errors independent but residuals dependent? As far i know the sum of the residuals within a random sample is necessarily zero, and thus the residuals are necessarily not independent. But also ...
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26 views

Risk function of binomial random variable

Suppose $X\sim Binomial(100,\theta)$, True estimator($\delta$) $= X/100$; $$R(\theta ,\delta) = E_{\theta}\left[\left(\theta - \frac{X}{100}\right)^2\right] = \theta(1-\theta)/100$$ I am ...
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3answers
28 views

Variance of the sum of sample means

Let $X$ be a random variable with normal distribution with mean $ \theta$ and variance $ a>0$. Let $ Y $ be a random, variable with normal distribution with mean $\theta$ and variance $b>0$. ...
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Determining the Cramer-Rao lower bound

Let $X = (X_1,\dots,X_n)$ be a vector of iid variables from the smooth density $f(x,\theta_0), \theta_0 \in \Theta \subset \mathbb{R}$. Let $L(\theta)$ be the likelihood and $I(\theta)$ the ...
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Derivation of standard error of mean

I was going through this wikipedia article on standard error. I could not understand the crucial step here. It goes like this: This formula may be derived from what we know about the variance of a ...
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35 views

Proof that data-processing selection process is statistically independent of the sample?

I hope to replace a proof of my own, in a paper explaining that the "no free lunch" theorems for optimization actually address sampling and statistics, with a reference to an existing result on ...
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22 views

Does the parameter change during data generation in Bayesian Inference?

Let's assume that we have the following graphical model: This graph encodes the joint distribution $P(p,x_1,x_2,x_3,x_4) = P(p)\prod_{i=1}^{4}P(x_i|p)$. In the Bayesian inference, if we know ...
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normality of data

Does the qqplot below suggest that the data is normally distributed? The fact that it's nearly perfectly linear is to me an indication of normality. However, the Anderson-Darling test for some reason ...
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factor models and using cross sectional regression?

I have been doing some reading on factor models. In the literature it mentions that when creating a portfolio that maximises particular attributes it may lead to unwanted bias to other factors. I ...
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Finding the sample size

My main question is this: Assume I want to conduct a plebiscite of an entire town about whether or not the citizens want to have their water fluoridated or not, I want to conduct a survey first. If ...
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Distributive Law on Sum Product

I am reading a tutorial on Conditional Randome Fileds, Here is the link: http://people.cs.umass.edu/~mccallum/papers/crf-tutorial.pdf in the equation 1.24 it defines: $p(x,y) = \prod_{t=1}^{T} ...
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$Y_{(n)} = X_{(n)}/\mu$?

If $ X_1, ...,X_n$ are iid random variables such that $ X_i \sim U(0, \mu)$, is that true that if $Y_i = X_i/\mu$, then $Y_{(n)} = X_{(n)}/\mu?$ I am sorry if the question looks so simple and I am nt ...
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22 views

Show that statistic is (not) sufficient

I need to verify ifthe statistic $|X|$ is or npt sufficient for $\mu$, if $ X \sim N(\mu, 1)$ Using the definition, I've obtained the pdf of X given $ T(X)=|X|:$ $$f_{X|T}(x|t) = ...
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Reconstructing message from clippings

It's a question arising from genetics. Suppose we have a message - a list of 100 bits. Now we run a process which cuts off either one or a pair of bits (let's say with equal probability). As a result ...
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144 views

Unbiased asymptotic variance

Problem: Let $X_1,...,X_n$ be indep. r.v.'s that satisfy, for $i = 1,...,n$, $E(X_i) = \mu_i(\theta)$ & $\mathrm{Var}(X_i)= \sigma_i^2(\theta)$. $\theta$ is the parameter of interest and the ...
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Conditions on Poisson random variables to convergence in probability

Let $X_1,X_2,...$ denote iid random variables such that $X_j$ has a Poisson distribution with mean $\lambda t_j$ where $\lambda$ > 0 and $t_1, t_2,...$are known positive constants. a)Find conditions ...
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a complete sufficient statistic in geometric distribution

Exponential family has a very good property that could be used to conclude if a statistic is complete: $X_1,X_2,\ldots,X_n$ are from exponential family which has the form as: $$f(x\mid \theta ...
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32 views

How to prove a statistic is an ancillary statistic?

Though with the knowledge that an ancillary statistic is a statistic has distribution that is independent of the parameter, I feel like I still don't know very well for verifying a statistic is an ...
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1answer
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95% Confidence interval of proportion test without calculator

I need some help regarding a calculation that I need to be able to do only with a basic calculator of a proportion test: A statistician is choosing a sample of 200 seeds. If 155 of these 200 are ...
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Fitting of the Lévy triple

Given a Lévy process and its triplet $(\mu,\Sigma,\nu)$ i.e. the triplet such that for each $t\ge 0$ $ X(t) = bt + W_A(t) + \int_{|x|<1} x \tilde N (t, dx) + \int_{|x|\ge 1} x N(t,dx)$ where ...
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115 views

Weighing correlation by sample size

I'm a scholar in the humanities trying to not be a complete idiot about statistics. I have a problem relevant to some philological articles I'm writing. To avoid introducing the obscure technicalities ...
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1answer
37 views

4 points, how to know if it's growing over time?

I've an array of 4 points, which formula should I use to detect their growth ? ...
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34 views

Computing P-value

In a book, from a sample they derived Mantel-Haenszel chi-square statistic $$\chi_1^2=1.41$$ And it is written that : this $\chi_1^2=1.41$ is associated with a one-sided P-value between $0.10$ and ...
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Probability Distribution in Cumulative Follow-Up Study

Data layout for a cumulative type of follow-up study is : $$\text{table 01. Data layout for a cumulative follow-up study}$$ $$ \begin{array}{l|cc|l} & \text{Exposed}(E) & ...
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infer the initial state from draws

I went through binomial distribution and Chi-square test etc and got confused further. This question might be very basic and simple. I have three states (Combination of two colors, both has equal ...
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28 views

Does consistent estimators have in-variance property?

If $(T_n)$ is a sequence of consistent estimators of a parameter $\theta$ ( i.e. for every $ \epsilon >0$ , $\lim_{n \to \infty} P [ \space |T_n -\theta|< \epsilon ]=1$ ) , then is it true that ...
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24 views

Testing a hypothesys about a survey?

A survey of $61, 647$ people including questions about office relationships. Of the respondents, $26$% reported that bosses scream at employees. Use a $.05$ significance level to test the claim that ...
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37 views

Hypothesis Testing, P-value, T-test Statistic, Confidence Interval

I am writing a report for my class project. I am taking statistics and I am REALLY panicking with the results I have in my report. I do not think my calculations for t-test statistic or confidence ...
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33 views

Is difference between two sets of measurements significant?

Consider the following experimental setting: I have two machines $m_0$ and $m_1$ of which I would like to know which one performs better. For this I have set up an experiment to measure the time it ...