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

learn more… | top users | synonyms

3
votes
0answers
29 views

Function Looks Poisson-Like: But What's the Parameter $\lambda$?

(On pause) I have $$f\left(x\right)=-x\left( x\sqrt{4-x^2}-4\arccos\left(\frac{x}{2}\right) \right)\arccos\left(\frac{x^2+d^2-1}{2dx}\right)$$ which looks a bit like the continuous version of ...
3
votes
0answers
61 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 ...
3
votes
0answers
107 views

Most powerful test for discrete variable

The discrete random variable X has the following probability distributions under $H_0$ and $H_1$ $$\begin{array}{r|rrrrrrrrrr} x&1&2&3&4&5&6&7&8&9&10\\ ...
3
votes
0answers
62 views

Calculating that confidence that pairs of lightbulbs are independently illuminated.

So, you're sitting in a dark room, and on the far wall you see $n$ lightbulbs mounted above plaques numbered $1$ through $n$. There is a lightswitch on the arm of your chair. Every time you flip the ...
3
votes
0answers
68 views

Teaching Student's distribution

While it is fairly straightforward to show the basics of the normal distribution in a first year undergraduate course, how does a teacher provide good intuition when the Student distribution comes in? ...
2
votes
0answers
79 views
+150

Techniques for proving asymptotic normality by Taylor expansion?

Suppose I have a sequence of densities $$ f_{X_n}(x) = \exp[\ell_n(x)], \qquad (x \in A). $$ My goal is to prove a statement like $T_n = \sqrt n (X_n - \mu) \to N(0, \sigma^2)$ in distribution, for ...
2
votes
0answers
33 views

$E(g(X)), E(g'(X)) <\infty $ implies $\lim_{x\rightarrow \infty} f(x)g(x)= 0$ ($f$ is the density of $X$)?

I am trying to figure out the Stein's identity which asserts that for r.v $X$ having pdf $$p_\theta(x)=\exp\{ \theta T(x)-A(\theta)\}h(x)$$ where $ T$ is differentiable and $g>0$ is ...
2
votes
0answers
26 views

Finding a general form of the density function when we have a four dimentional random variable.

Consider a subject having time of the specific event $T_i$, which is a single sample from a distribution $F_i$ with density $f_i$ and support $[t_{\min},t_{\max}]$, for $i= 1,\ldots,n$. Let these ...
2
votes
0answers
31 views

Stratified Sampling: Total and mean estimate of population

Question: In a sample survey designed to estimate the total number of cattle, the universe of 2072 farms was stratified into 5 strata on the basis of the total acreage of farms. In the hth stratum (h ...
2
votes
0answers
20 views

Sampling from a graph

Suppose you have a graph $G=(V,E)$ that is unobservable globally and you wish to take a sample from the vertices of that graph to infer something about its global properties from local properties. ...
2
votes
0answers
18 views

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 ...
2
votes
0answers
104 views

The distribution of the ith order statistic for discrete random variables

Assume $(X_i)_{i=1,...,n}$ are a sequence of real iid random variables with continuous density $p_x$. We know that $$Y:=\sum_{i=1}^n 1\{X_i\leq u\}\sim Bin(n,F_x(u)),$$ since $1\{X_i\leq u\}\sim ...
2
votes
0answers
39 views

Normalizing multiple different features from unknown distributions

I'm doing some "exploratory" data analysis over a large set of classes/proteins, with a few hundred different features (I.E. Continuous variables) extracted from the data. The features are calculated ...
2
votes
0answers
66 views

Estimating a sub-population characteristic based on independent samples without replacement

Let a bag have 1000 balls of arbitrary colors and unknowns sizes ($r$). Suppose we also known the total volume occupied by the balls ($t_v$). We want to estimate the total volume occupied by red balls ...
2
votes
0answers
81 views

Nikolski class of probability measures - Metric and Topological Properties

I am reading a book about non-parametric statistics (Tsybakov's Introduction to Non-Parametic Estimation), and in order to prove some important inequalities on mean-squared error, different classes of ...
2
votes
0answers
119 views

hypothesis testing practice question

This is a practice question for a final exam. Two types of cordless weed-trimmer batteries are tested. One group of 5 batteries averaged $1.4$ hours, while the other group consisting of 8 batteries, ...
2
votes
0answers
56 views

degrees of freedom for a chi squared goodness-of-fit test

For a statistics project, I gave out a 20 question multiple choice quiz with each question containing five answers. I would like to run some hypothesis tests on the data by using a Chi squared ...
2
votes
0answers
98 views

Probability distribution for a digit of a number

If someone choose a digit $\alpha$ and a digit $\beta$ independently. Each one can be in $0,1, ...,9$. So $\mu = \alpha \beta$ (e.g. if $\alpha = 5$ and $\beta = 3$ then $\mu =53$). And I observe a ...
2
votes
0answers
67 views

How do I must do it?

For a sample of size n from a random variable with density function $$f_{\theta}(x)=\frac{2x}{\theta^2}, x>0$$ find the confidence interval for $\theta$ of average length consistently lower level ...
2
votes
0answers
28 views

Inference the time a process would take depending on the number of threads

I have several datasets consisting on: Number of threads n Start process time t1 Stop process time ...
2
votes
0answers
194 views

Is there a statistical hypothesis test that uses the mode?

Is there a statistical hypothesis test that considers the mode rather than the mean or median?
1
vote
0answers
9 views

how to find relationships in dataset with multiple variables

I have a large project data set ,which includes numeric values like dollar amounts, and non numeric quantities like country codes, purpose codes etc I want to find relationships between the variables. ...
1
vote
0answers
9 views

Showing that moment estimates are asymptotically bi-variate normal.

Let $X_1,\dots,X_n$ be iid $\Gamma(p,1/\lambda)$ with density $g_\theta (x) = \frac{1}{\Gamma(p)} \lambda^p x^{p-1} e^{-\lambda x}$, $x>0$, $\theta = (p,\lambda)$, $p > 0$, $\lambda > 0$. ...
1
vote
0answers
8 views

Uniformly minimum variance unbiased estimator

How to prove $ \overline{X}=\frac{1}{n}\sum_{i=1}^nX_i$ is the uniformly minimum variance unbiased estimator of $\mu$ when $X_i\sim N(\mu,\sigma^2),$ and $\sigma$ is known. Idea: Let ...
1
vote
0answers
5 views

How to parameterize some emprical data

I would like to describe a bunch of data that I have collected as a function of two variables. The data is phytoplankton absorption in my local area that has changed in concentration. The data looks ...
1
vote
0answers
43 views

$E\bigl(\frac{2}{1+x}\bigr)$ for Beta(2,$\frac{1}{2}$) random variable

Let x ~ Beta (2,$\frac{1}{2}$). Then calculate $E\left(\frac{2}{1+x}\right)$. So, ${E}[g(X)] = \displaystyle \int_{-\infty}^\infty g(x) f(x)\, \mathrm{d}x$ . $\displaystyle f(x;\alpha,\beta) ...
1
vote
0answers
11 views

How to represent data graphically in which a respondents can choose more than one group?

I am analyzing a survey in which one of the questions was (What is the industry segment of your company?) and the respondents can choose more than one category. I have used a pie chart to represent ...
1
vote
0answers
110 views

Improvement of Minimum description length (MDL) estimate.

I earnestly request apology if this question is inappropriate for the forum. The question has two parts one technical and the other is not technical. I would appreciate any response. Let me consider ...
1
vote
0answers
17 views

Statistical sample with age ranges. How to extrapolate it using the real age distribution over population.

I have a data set consisting in the classification of the numbers of suicides by age range. I want to figure out if there is or not association between the number of suicides and the age range. But, ...
1
vote
0answers
72 views

$\mathsf kth$ moment of the standard deviation about the origin from a $\mathsf N(\mu,\sigma^2)$ population

Let T be the standard deviation of a random sample of size n from a $\mathsf N(\mu,\sigma^2)$ normal population. Find the $\mathsf kth$ moment of T about the origin, and state the condition for the ...
1
vote
0answers
22 views

Simulate from a distribution using Metropolis-Hastings and Rejection Sampling?

We have covered the basics behind rejection sampling as well as Metropolis-Hastings from class, but I am not sure how to use the two in conjunction to solve the following problem: Given $\pi(x) = ...
1
vote
0answers
21 views

How to account for both between-subjects and within-subjects covariables?

I have a data set I'm trying to analyze and I can't figure out how to include the two different kinds of covariables in my analysis. Without the covariables, the analysis isn't too complicated. It's ...
1
vote
0answers
20 views

Outlier Contained in Prediction Interval (Tme series Forecasting Problem)

In my stats class today, the professor was showing us some output from MINITAB on a prediction interval that was calculated (from time series data using standard linear regression). For one of the ...
1
vote
0answers
26 views

Uniformly Most Powerful

Let X1;X2; : : : ;X10 denote a random sample of size 10 from a population which has an exponential distribution with parameter ; > 0, i.e. with pdf f(x) =   e 􀀀x if x 0; 0 otherwise. (a) Find ...
1
vote
0answers
9 views

Show that $Y = 2\sqrt{X_1 X_2}$ has a $\Gamma(2p, 1)$ dist.

$X_1$ and $X_2$ are independent with $\Gamma(p, 1)$ and $\Gamma(p + 1, 1/2)$. Show that $Y = 2\sqrt{X_1 X_2}$ has a $\Gamma(2p, 1)$ dist.
1
vote
0answers
27 views

Sum squared errors normal

Let $X_1,..,X_n$ be independent normal random variables with common variance $\sigma^2$ and means $a+bc_i$ (where $a,b,\sigma^2 $ are constants $>0$). If $s_1,s_2$ are real numbers minimizing ...
1
vote
0answers
38 views

Comparing models to smoothed data

I am attempting to fit a model to a noisy data set. I am performing this modeling in two stages - first, smoothing it out by fitting an analytic mixture model to it, and second, fitting my final model ...
1
vote
0answers
37 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 ...
1
vote
0answers
53 views

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 ...
1
vote
0answers
15 views

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 ...
1
vote
0answers
43 views

Iterative Mean, Covariance Algorithm Convergence

The problem is to show that the following iterations converge to the vector $\mu$ and the matrix $\Sigma$. We have data in the form of nx1 vectors $\mathbf{Q}_k$, $1 \leq k \leq N$ where ...
1
vote
0answers
72 views

UMVUE using complete and sufficient statistic

Let $X_1,X_2,...,X_n$ be a random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. I showed that $(\bar X,S^2)$ is jointly sufficient for estimating ($\mu$,$\sigma^2$) where ...
1
vote
0answers
20 views

Draw and compare the likelihood using R

The following shows the heart rate (in beats/minute) of a person, measured throughout the day: 73, 75, 84, 76, 93, 79, 85, 80, 76, 78, 80. Assume the data are an iid sample from ...
1
vote
0answers
21 views

Bayesian inference for dependent data

Is it possible to use bayesian inference technique for data which does not follow the memoryless property? What is the likelihood function and prior in this case?
1
vote
0answers
32 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. $E[X_i] = \mu$, $Var[X_i] = \sigma^2$, ...
1
vote
0answers
21 views

Confidence bounds given random verification

[Edits made for clarification and brevity.] I'm working on an idea for a fault detection algorithm, and I've boiled it down (I think) to the following problem. A box contains 10 balls. The balls can ...
1
vote
0answers
31 views

Why is the marginalized inverse-Wishart distribution not equal to the inverse-gamma distribution?

Given that the inverse-gamma distribution is the one-dimensional version of the inverse-Wishart distribution, why will (philosophically speaking) an inverse-Wishart distribution that originally has ...
1
vote
0answers
30 views

Estimate distance between approximated posterior and true posterior

I'm working on a paper about using graphical models to do some prediction tasks with known observations. Since the model is complicated, finding the maximum a posteriori on the true posterior ...
1
vote
0answers
29 views

Adjusting regression for small sample bias

I have a set of data points $\{x_i\}$. These data points are grouped so that (say) $i\in\{1,2,3\}$ is group $A$, $i\in\{4,5,6,7\}$ is group $B$, etc. I would like to test the null hypothesis of no ...
1
vote
0answers
24 views

Textbooks with worked examples on identifiability and regularity

I'm looking for textbooks that would have worked examples on identifiability and regularity, something similar to a Schaum's outline. Are there any textbooks that have worked examples on these ...