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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Difficulty in understanding statistics and inference

I have a random variable, X, with cdf $F$ and pdf $f$. I want to estimate a parameter of $F$, say mean, $\mu$. So what do I do? I construct an estimator, $Y_n$, with several random variable X1, ...
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23 views

Calculating Inflection Point in Real World Data

I can think of a few ways to get a good grasp of this problem from an experimental perspective, but I'm looking for a more general explanation that can be applied to different situations. If this ...
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50 views

Sampling error with weighted mean

I am studying statistics and I am wondering when it comes to standard error or a sampling if the calculation changes when there are weights added. I have a weighted mean: $$\mu_{w} = ...
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36 views

Why is there a difference between a population variance and a sample variance

Sorry if this answer is simple but I was wondering why is there a difference between a population variance and a sample variance? I understand The variance is calculated as: $$\text{Var} = ...
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10 views

Weighted variance of a small sample

I am trying to calculate the variance of a small sample. I have the data: ...
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15 views

What are the properties of the CDF when two variables are independent?

More specifically, if $X$ and $Y$ are independent variables then does $F(X,Y) = F_1(X)F_2(Y)$? Where $F(X,Y)$ is the joint CDF of $X$ and $Y$ and $F_1(X)$ and $F_2(Y)$ are the marginal CDFs of $X$ and ...
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142 views

How to find the following integration

Let $X_1, \cdots, X_n$ be $iid$ normal random variables with unknown mean $\mu$ and known variance $\sigma^2$. How to find $E[\Phi(\bar X)]$, where $\bar X:=\frac{\sum_{i=1}^nX_i}{n}$, please? I guess ...
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24 views

A variant of Hoeffding's Inequallity

I'm new to concentration inequalities and I have a question related to Hoeffding's inequality. Let $X_1 ~ \dots X_n$ be a set of i.i.d random variables, s.t. $E[X_i] = \mu$, $Var[X_i] = \sigma^2$, ...
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22 views

Is it a wrong expression for the local log-likelihood of logistic regression?

In page 206 of the book 'Elements of statistical learning', the author wrote: The local log-likelihood for this $J$ class model can be written $\sum_{i=1}^NK_\lambda (x_0, ...
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21 views

Consequences of violation of independence assumption in ANOVA test

Can you please explain me what is the consequences of violation of independence assumption in ANOVA test? I couldn't visualize it. Does Cochran Theorem relates to ...
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27 views

P-P plot and Q-Q plot

How to draw P-P plot and Q-Q plot manually ? I have looked at different site and they explained in various way, such as one said for p-p plot in X-axis there is residual in ascending order and in ...
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31 views

Question related to chi-square test of independence and likelihood ratio test

I'm solving a question regarding the independence of two criteria and I already found the right value for the likelihood ratio test (which in this case is 0.482, by summing 21 $ln$ (0.21) + ... + 14 ...
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28 views

Existence of Expectation

Question: Let $X_1$, $X_2$, and Z denote independent, real-valued random variables. Assume that $Pr(Z=0) = 1 - Pr(Z=1)$ = $\alpha$ for some $0 < \alpha < 1$. Define $Y = \left\{ ...
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0answers
16 views

Normal distributions with a 95% confidence interval

A factory produces items with a mean weight of 3kg. A sample of 100 items has mean weight 3.041kg. Assuming the weight of the items is N[a, 0.04] find a 95% confidence interval for a. I understand ...
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14 views

Confidence interval for difference in means

I need to obtain a 95% confidence interval for the indifference in the mean score overall I have the following data which states subject (A-L) and then Test and Retest A B C D E F G H I J K ...
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17 views

Chi square test, double counting?

We're testing whether three species are affected differently by some poison, getting this table (type/dead/alive/tot): A, 10, 20, 30 B, 16, 14, 30 C, 22, 8, 30 Under H0, we're expeting 16 to live ...
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32 views

Cross-Validation

Does anyone understand the paragraph below? The paragraph comes from Cross-valiation explanation at wikipedia. "It can be shown under mild assumptions that the expected value of the MSE for the ...
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18 views

Is the statement: $p\left(\left.y\right|h^{-1}\left(\varphi\right)\right)=p\left(\left.y\right|\varphi\right)$ correct?

Say I have a likelihood function $p\left(\left.y\right|\theta\right)$ and I make the reparameterization $\varphi=h\left(\theta\right)$ using the bijective function $h$ with inverse $h^{-1}$. Then it ...
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18 views

Improper Uniform Prior Distribution

In Bayesian method, choosing the prior distribution is an important step when using the Bayesian method. When choosing prior, we consider the prior knowledge to choose which prior distribution is the ...
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32 views

Doubts on Bayes hypothesis test

I meet one problem on hypothesis testing in statistic theory. "Assume given the probability spaces $(X,S,\mu_i)$, $i=1,2$. $H_i$, $i=1,2$, is the hypothesis that $T$ is from the statistical ...
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59 views

Doubts in Bayes' Theorem

I meet one problem on the probability and statistic theory. "Assume given the probability spaces $(X,S,\mu_i)$, $i=1,2$, and the probability space $(X,S,\lambda)$. And there exsit functions ...
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53 views

Better estimators with absolute function pdf

I have some pdf $f(x|\theta) = (\theta/2) ^ {|x|} \cdot (1 - \theta) ^ {(1 - |x|)}$ where $x = -1, 0, 1$, and $0 \le \theta \le 1$. I found the MLE of theta by denoting $n_{-1}$ the number of ...
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23 views

Decompose a sum of Gaussian curves

I have a data set with 2 different curves in a .csv file. Both curves are a sum of Gaussian curves and I'd like to be able to decompose these curves into their substituent addends: ...
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Sum of random variables - is there an efficient way to do inference?

Suppose I have a series of variables $X_1, X_2, \ldots, X_n$. I have $S = \sum_i^n X_i$. Now suppose that I have a constraint on the distribution of S, for example from some data. Looking at any of ...
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Calculating person-time

Suppose that an investigator wants to measure the incidence rate of high blood pressure in the $1997-98$ freshman class of a university. Assume that there were $1000$ entering freshmen and that this ...
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17 views

Uncertainty on an estimator

Well first I want to say that I have a very weak background in stats/probability but I still hope that the question I want to share with you makes sense. I have a set of binary (coming from a set of ...
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11 views

Statistics Sample requirements

In statistics , a sample should be random, have a sample size less than one-tenth of the population and be normally distributed for it to be viable for simple statistical analysis. I understand fully ...
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87 views

Normalization for Chi square test

The formula for the Chi-Square test statistic is the following: $\chi^2 = \sum_{i=1}^{n} \frac{(O_i - E_i)^2}{E_i}$ where O - is observed data, and E - is expected. I'm curious why it depends on ...
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15 views

z alpha by 2 distribution-help!

How do we use z aplha by 2 distribution? I don't get it one bit. For the table it says z on lhs and second decimal place of z on the top in the rhs. Firstly if e.g apha is 0.05 then apha by 2 is 0.025 ...
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49 views

The Objectivity of Statistical Testing

I have a very generic question about applied statistics. Suppose, to make things simple, we have a biased coin with probability $p$ of landing heads. We want to determine if our coin is truly fair - ...
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29 views

Proving a statistic is sufficient and NOT complete

Let X be a single observation from the distribution , $P(X=x)= \begin{cases} \theta, & \text{if $x$ =-1} \\ (1-\theta)^2\theta^x, & \text{if $x =0,1,2,3,...; 0<\theta<1$} \\ ...
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45 views

Sufficient statistic for normal distribution

Let X from a Normal distribution $(\theta,1)$. a) Find a sufficient statistic for $\theta$. b)Is $S_n^2$ sufficient for $\theta$ My answer for part a) The joint p.d.f= $1 \over (2\pi)^{n/2}$$e^{{-1 ...
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30 views

One and Two Tailed Independent T Test Questions

The city council for a small town has been receiving complaints from local law enforcement that citizens have been extremely uncooperative when pulled over for minor traffic violations. To remedy ...
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59 views

How to compute the unique MLE from an Exponential Family of Distributions?

Let $$ f(x;\theta)=\frac{1}{\pi} \frac{e^{\theta x}\cos(\theta \pi/2)}{\cosh(x)}, x\in{\mathbb{R}} $$ be a family of densities and which is clearly exponential family. Then what is the Maximum ...
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16 views

Conceptual doubt between observed values and samples

first of all, I know almost nothing about statistics (and I do no like it or I've never found a good reference). Apparently it is usual to write capital letters to denote random variables and small ...
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32 views

Which hypothesis test to use

Two identical machines are used to make a special coin. We want to know if they have the same variability. A random sample is taken from each machine : $$ \begin{matrix} MachineA & 135 & ...
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22 views

Poisson distribution confidence intervals and hypothesis

I think I have A and B correct but I have troubles with parts C and D. A) What is the p value if we suppose the following : finding golden apples in a tree follows a Poisson P(2) with $\lambda = 2$ ? ...
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38 views

probability question needs some help

suppose $X$ and $Y$ are independent and identically distributed random variables that are uniformly distributed on $[0,1]$ What is the PDF of $ W=Y-X $ i tried to draw a picture to illustrated it ...
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55 views

Does a proportion have to be a rational number?

Does a proportion have to be a rational number? For example, Assume we have a square with side $2$ units. We are throwing a circle of radius $1$ unit over the square. Let $X$ be the area of the ...
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60 views

Statistical Intervals - Confidence Intervals Homework Help

The following is a homework problem from my textbook, I am totally confused on how to solve this problem. Please help!!!!! Let $X_1, X_2, ………, X_n$ be a random sample from a continuous probability ...
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19 views

What test could I use to test $\mu_1$ and $\mu_2$ instead of $\bar{x}$ and $\mu$?

A single sample $t$ test is only against a sample and a population correct? Can it test against a population and itself or two populations? ie $\mu_1$ vs. $\mu_2$....if not what tests would you use ...
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Calculating expectation using Gamma and Exp R.V.'s

I'm working on a homework problem from Hogg (7.3.4) and am a bit stuck. I need to calculate the following expectation: $$ E(Y) = \int^{\infty}_0 \frac{2}{\theta}y ...
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13 views

just a manipulation problem for statistics

I am a little bit confused when i was asked to Suppose $X_1, X_2,\ldots,X_n$ is a simple random sample from a continuous distribution with density function $f(x)$. Consider the new random variable ...
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21 views

Monte carlo formula to compute the approximation of variance of MLE

In the book of "Monte Carlo Statistical Methods", the book gives an approximation formula for the variance of MLE, Later on, the book mentions that this approximation formula can be written as ...
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32 views

Standard Deviation of Population from Sample.

I guess I am a little confused. I am doing t test statistics in my class. I think I know but I would love some insight. I am trying to get the estimated standard deviation for the population. These ...
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Is Expectation Propagation (EP) affected by the prior?

I understand EP by reading Minka's thesis: http://research.microsoft.com/en-us/um/people/minka/papers/ep/minka-ep-uai.pdf I'm trying to apply it to solve a Bayesian inference problem. However, I'm ...
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16 views

Hypothesis testing using chi-square distribbution

Four players meet weekly and play eight hands of cards. Over a year, one of the payers finds that he has won x of the eight hands with frequency fx given in the following table: x 0 1 2 3 4 5 6 7 8 ...
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34 views

Coefficient of variation - Help me decode this text

Doing some exercises I hit upon this wall of text: Coefficient of Variation should only be computed on ratio scales (i.e., data where there is a "true" zero, like temperatures in Kelvin, or ...
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33 views

Standard Deviation and Mean

take a look at this question: The sample from Population A has a mean of 35 and a standard deviation of 1. The sample from Population B has a mean of 45 and a standard deviation of 15. Which of ...
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32 views

Question on finding the Jacobian

I have a question which is as follows: The random variable U has the pdf $n \dfrac{u^{n-1}}{\theta^{n}}$ , $ 0 \le u \le \theta$ This is not independent of the parameter θ. Let Y=U/θ. Use the ...