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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Maximum Likelihood Estimator for Multinomial.

Suppose that 50 measuring scales made by a machine are selected at random from the production of the machine and their lengths and widths are measured. It was found that 45 had both measurements ...
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109 views

Asymptotic efficiency of maximum likelihood estimate

Let us consider a simple statistical model $\{f_{\theta}\}$ where $\theta\in U$, an open subset of $\mathbb{R}$. Let $X_1,\dots,X_n$ be sample drawn from $f_{\theta}$. I know, under some regularity ...
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119 views

What is the most general formalism for machine learning?

Most of the literature I can find in the field of machine learning is extremely practical, listing many techniques you can use like neural networks, SVMs, random forests, and so on. There are lots of ...
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380 views

Taylor series approximation statistics

how can I show the following: Let $X_1, X_2,\ldots, X_n$ be i.i.d Poisson with mean $\lambda$. Let $Y = |\{i: X_i =0\}|$. Then $\lambda$ is estimated by $$\eta = - \log(Y/n)$$ Use Taylor series to ...
6
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511 views

Trying to understand the basics of bayesian inference

This paper gives a somewhat gentle introduction to Bayesian inference: http://www.miketipping.com/papers/met-mlbayes.pdf I got to section 2.3 without much problems but got stuck in understanding that ...
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123 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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287 views

Does “Big Data” Have a Ramsey Theory Problem?

I'm erring on the side of conservatism asking here rather than MO, as it is possible this is a complex question. "Big Data" is the Silicon Valley term for the issues surrounding the huge amounts of ...
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9k views

Why the sum of residuals equals 0 when we do a sample regression by OLS?

That's my question, I have looking round online and people post a formula by they don't explain the formula. Could anyone please give me a hand with that ? cheers
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49 views

Bivariate distribution with normal conditions

Define the joint pdf of $(X,Y)$ as: $$f(x,y)\propto \exp(-1/2[Ax^2y^2+x^2+y^2-2Bxy-2Cx-Dy]),$$ where $A,B,C,D$ are constants. Show that the distribution of $X\mid Y=y$ is normal with mean ...
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279 views

computing the bias and standard error of a uniform distribution with unknown upper limit?

Let $X_1, \ldots, X_n \sim \mathrm{Uniform}(0,T)$ and $T^\wedge = \max\{X_1, \ldots, X_n\}$, which is the estimator of $T$. What is the bias and se of this estimator? If $n=1$, then the calculating ...
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54 views

Question about English sentences in statistics?

Can somebody help me interpreting the red circled sentences in planer English? I understand "We view $y_i$ as a realization of a random variable $Y_i$ that can take the values of one and zero" but ...
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149 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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130 views

Is there any research field dedicated to estimating a “game” itself in game theory?

Game theory stuffs usually provide how a "game" works and then tries to figure out solutions - but I am wondering if there is any research field dedicated to estimating the full rules of a game. So ...
4
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53 views

Difficulty to compute an integral

Have somebody ideas to evaluate the following integral ? $$J_n=\int_{-\infty}^{+\infty} \left(\frac{\pi^2}{4}-\arctan(x)^2\right)^n\,dx$$ I'm trying this because I have shown that the empiric ...
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102 views

Philosophy of Statistics (Likelihood Function)

Last week during statistics class, my professor asked us a few basic questions about statistics. We could answer most of them except these three questions that we could not provide him good answers. ...
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I have a bunch of sets. Some sets contain bad values. I know which sets have them, but not which values are bad.

My company sends email on behalf of many other companies. Hotmail tells us when we start sending spammy messages, but they only say "some of the emails this giant batch of messages had spammy stuff", ...
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5answers
173 views

Why the natural log is there in MLE?

Why do we use natural log for MLE?
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2answers
96 views

why is argmin $\|w\|^2$ equivalent to $\operatorname{argmax} 1/\|w\|$

I was wondering why the maximization of $1/\|w\|$ is equivalent to minimizing the squared norm of $w$. Shouldn't it be equivalent to just minimizing the norm of $w$? This is a very basic optimization ...
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Distribution of the Objective Value and the Variables in an Optimization Program

For random variables $X$ and $Y$, where $X\sim f(X;\theta)$ ($X$ is drawn from some distribution with pdf $f$ which is parametrized by $\theta$ ), $Y=g(X)$; we know that we can find the pdf of $Y$ if ...
3
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2answers
348 views

Why does the standard deviation change from confidence intervals to hypothesis tests?

When considering two-sample data that involves a difference of proportions, both a confidence interval and a hypothesis test can be done. The standard deviation used for a difference of proportions ...
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29 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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209 views

Rolling standard deviations

I am trying to calculate standard deviations on an array of numbers. My psuedo code looks like this: ...
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103 views

distribution function

Suppose that $X$ and $Y$ are two random variables such that: $$E \left(\frac{a}{a+X} \right)=E\left(\frac{a}{a+Y}\right)< \infty \qquad\forall a > \pi.$$ Can we conclude that $X$, $Y$ have the ...
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1answer
66 views

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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352 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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339 views

How do I 'reverse engineer' the standard deviation?

My problem is fairly concrete and direct. My company loves to do major business decisions based on many reports available on the media. These reports relates how our products are fairing in ...
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1answer
46 views

Survey: prove 10% of population “Don't know”?

I have a simple question that I expect is a standard situation, but I can't seem to find the right answer (maybe because it's too simple). I have a survey with the following answers: (What is your ...
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1answer
701 views

Distribution of Sum of Discrete Uniform Random Variables

I just had a quick question that I hope someone can answer. Does anyone know what the distribution of the sum of discrete uniform random variables is? Is it a normal distribution? Thanks!
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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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94 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\\ ...
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70 views

How is the “cooking” done in surveys

In my country there's an official center undertaking surveys of voting intention every 4 months. However, they provide only "direct" voting intention, and the statistics obtained are usually pretty ...
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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 ...
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145 views

finding the maximum likelihood estimator: conditional generalised linear model

Find the maximum likelihood estimator of $\alpha$,$\beta$ and $\lambda$ given the model ...
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67 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? ...
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4answers
140 views

Is it true that $\mathbb E[{\frac{X}{Y}]}={\frac{\mathbb E[X]}{\mathbb E[Y]}}$?

If $X$ and $Y$ are both random variables, does it hold $$\mathbb E\left[\frac{X}{Y}\right]={\frac{\mathbb E[X]}{\mathbb E[Y]}}$$ ??
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2answers
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Poisson random variables and Binomial Theorem

I'm working on a problem from Casella and Berger's Statistical Inference. X is distributed as Poisson$(\theta)$ and Y is distributed as Poisson$(\lambda)$, with X and Y being independent. We let U = X ...
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Is it possible to calculate the mean and standard deviation from a median and quartiles?

Any advice would helpful. I understand that the reporting of median and quartiles for small samples is an indication of skewed data. If such is correct, then is it useless to try to work out the mean ...
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2answers
56 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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Distribution of the sample variance

This is my first post to this great website :) It seems like an excellent place to learn. I have a question however that is bothering me as I cannot figure it out through my textbook. The sample ...
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1answer
172 views

Basu's Theorem's application

I can't solve a problem, for which I am suppose to use Basu's theorem. Suppose that $X$ and $Y$ are independent Exponential random variables with common parameter $\lambda$. I have to show that $X + ...
2
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2answers
208 views

Test for Bernoulli distribution

I'm thinking about the following problem. Assume that one is given a sequence of binary data $(x_i)_i\in\{0,1\}^n$ and that wants to determine whether or not this sequence has been generated by a ...
2
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2answers
170 views

expectation value 3

Suppose that $X$ is a non-negative random variable and there exist constants $A,B$ such that $$\forall t > 0\colon P(X>\frac{1}{t})<Bt $$ and $$\forall t > 0\colon E(\sin(tX))<At$$ I ...
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1answer
43 views

Exchangeable/Independent Bernoulli Distribution

Let P be a uniform random variable on the interval $(0,1)$ with density function f(p) = 1, $0<p<1$. Let $X_i|P$, i = 1,2,...,n be independent and identically distributed random variables having ...
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1answer
56 views

Whether or not $X_1$,…,$X_n$ are independent and exchangeable

For some n = 1,2,..., let $Y_1$,...,$Y_{n+1}$ denote iid real-valued random variables. Define $X_j$ = $Y_j$$Y_{j+1}$, $\hspace{10mm}$j=1,...,n a) Are $X_1$,$X_2$,...,$X_n$ independent? b) Are ...
2
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1answer
58 views

Expectation of the MLE $e^{-\frac{1}{\overline{X}}}$

I am having a bit of a problem with examining the properties of a maximum likelihood estimator. I feel like I am missing something simple, but I have been unable to find someone doing an example quite ...
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116 views

Questions about Bayesian inference

From Wikipedia The prior distribution is the distribution of the parameter(s) before any data is observed, i.e. $p(\theta \mid \alpha )$. ... The sampling distribution is the distribution of ...
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How to calculate the covariance matrix

I tried searching a lot on the net and got the following sources: Source One Source Two The first source seems to be incorrect cause when I calculate it using matlab it comes to be different from ...
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1answer
140 views

How do I find the PMF of X when X is the number of flips of a fair coin that are required to observe the same face on consecutive flips?

How do I find the PMF of $X$ when $X$ equals number of flips of a fair coin that are required to observe the same face on consecutive flips? The hint was to draw some sort of a tree diagram, but I'm ...
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2answers
42 views

Discrete mathematics vs. non parametric statistics

Is there any meaningful connection betveen non parametric statistics and discrete mathematics? I am reading this book: ...
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2answers
39 views

Question about Logistic Regression - 4

I am currently studying on logistic regression. So I have found a document on the Internet explaining about it. Somehow, it explains Bernoulli distribution in the beginning and I am having a problem ...