# Tagged Questions

Mathematical statistics is the study of statistics from a mathematical standpoint, using probability theory as well as other branches of mathematics such as linear algebra and analysis.

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### Method used to calculate average time spent

I need to calculate the average time spent on a single article. My data set ranges from a few seconds up to an hour. Dataset Summary .png file I'm currently using mean to calculate the average but ...
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### If you roll two six-sided dice, what is the probability that the dice add to 10 or higher?

When answering these sort of questions people mostly resort to diagrams and I'm wondering if there is a way to calculate the probability without going through each outcome, just solely on the given ...
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### Probability Conjecture

I think there is a flaw in my logic but I'm not sure where it would be. Let HHH denote the event of three coin flips. Let E(HHH) be the expected value of the number of coin flips until HHH. Let E(...
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### An example where $E\left[\lim_{n \to \infty}X_n\right] \neq \lim_{n \to \infty}E\left[X_n\right]$

As in the title, what would be an example where $$E\left[\lim_{n \to \infty}X_n\right] \neq \lim_{n \to \infty}E\left[X_n\right]$$? with $E$ representing expectation and $X_n$ is random variable? (for ...
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### probability/combinatorics question with marbles

An urn has 20 green out of 50 marbles. Draw all 50 marbles without replacement. Let X = # of green marble runs of any length. Example : GGGGBBBGGBBGBB. . . In the above example, there are 3 runs in ...
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### Confidence Interval for thirty people [on hold]

In a sample of 30 people, we have found that 12 them of have asthma. Find the 93.7 confidence interval of the population proportion.
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### resource for derivation showing the computing of mutual information for normal random variables

If I have 2 correlated normal random variables, and they are not be jointly normally distributed, is there a closed form answer for their mutual information? I've seen that if two normal random ...
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### norma distribution and log-normal distribution

I often see when people analyzing data, they assume data has either normal or log-normal distribution, and trying to fit data into a distribution for the convenience of data analysis (e.g. by ...
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### How to Calculate the “Drop Off” of a Set

So I have never taken a formal class of statistics and this is likely just a case of me not knowing the right name for what I am looking for. Nonetheless, say I have a set of numbers in descending ...
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### Suppose X and Y have joint density f (x, y) = 2 for 0 < y < x < 1. Find P (X − Y > z). [on hold]

Suppose X and Y have joint density f (x, y) = 2 for 0 < y < x < 1. Find P (X − Y > z). Solution is (1-z)^2
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### Matrix Calculation Significance and Multivariate Bayesian Methods

Suppose I have the matrix given by: $$X = \begin{bmatrix}1 & 0 & 0\\ 1 & 1 & 0 \\ 1 & 1 & 1 \end{bmatrix}$$ This matrix actually represents whether a user interacted with a ...
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### Show that $(\bar{X})^2$ is not an unbiased estimator for $\mu^2$

If $X_1, ... , X_n$ are $n$ identical distributed independent random variables each with mean $\mu$ and variance $1$. A little confused by this question. Is it asking for if $(\bar{X})^2$ != $\mu^2$....
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### Differentiating $\int\cdots \int f(X_1,X_2,\ldots,X_n)\varphi_1(x_1,\theta)\cdots\varphi_n(x_n,\theta)~dx_1\cdots dx_n$

Differentiating:$$\int_{-\infty}^\infty \cdots \int_{-\infty}^\infty f(X_1,X_2,\ldots,X_n)\varphi_1(x_1,\theta)\cdots\varphi_n(x_n,\theta)\,dx_1 \cdots dx_n$$ with respect to $\theta$. The result is ...
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### expectation and variance of an implicit estimator

Suppose the following equation holds \begin{align*} p_2=\int\limits_{-\infty}^{\Phi^{-1}(p)}\int\limits_{-\infty}^{\Phi^{-1}(p)} \frac{1}{2\pi\sqrt{1-\rho^2}}\exp\bigg({-\frac{1}{2}\frac{x^2-\rho xy+...
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### How many time the standard deviation, do I need to travel from mean in both directions such that I cover a given percentage of data?

I do not have much experience in Statistics. However, I read this rule on a page and followed it up on Wikipedia: https://en.wikipedia.org/wiki/68%E2%80%9395%E2%80%9399.7_rule I wanted to know ...
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### probability of rank of a number

Suppose I have 10 sample means. I want to find the probability of rank of the population means using sample means. Therefore, I want to perform two experiments. First experiment: I pick one of the ...
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### Expectation and Variance of an Estimator

Imagene following equation holds \begin{align*} p_2=\int\limits_{-\infty}^{\Phi^{-1}(p)}\int\limits_{-\infty}^{\Phi^{-1}(p)} \frac{1}{2\pi\sqrt{1-\rho^2}}\exp\bigg({-\frac{1}{2}\frac{x^2-\rho xy+y^2}{...