3
votes
0answers
15 views

Statistical Estimation Book Request

I am seeking a clear book for parameter estimation, estimation methods, properties of estimators, minimum variance estimators, asymptotic properties of estimators and interval estimation reducution.
2
votes
1answer
59 views

Math required for medical statistics

I have never been good with Math. I talk to many of my medical colleagues and it seems to me that most of them have a poor understanding of statistics. Many of them claim to understand it but actually ...
0
votes
0answers
15 views

Expectation Maximization Algorithm for Gaussian Mixture Model

Can we use the Expectation Maximization algorithm for estimation of Gaussian Mixture Model with full covariance matrices? If yes then can you please give me a reference paper? So far all the machine ...
0
votes
0answers
19 views

The use of Weighted arithmetic mean to determine the extent to which the data correspond

I don't know when I can ask such question, because it is not a completely mathematic question. I have a text and a topic (single word). I want to check how much this text corresponds to the topic. ...
0
votes
0answers
32 views

On achieving the maximal correlation

I am reading the famous paper of Renyi, entitled "On measures of dependence" (see here1). He redefined the maximal correlation in a very general form for both discrete and continuous random ...
0
votes
0answers
25 views

Is logistic regression unbiased and efficient?

Seeing how in social sciences the Cramér-Rao lower bound is used as variances of the found parameters it would seem that the parameters are both unbiased and efficient, but what is the proof for this? ...
2
votes
1answer
80 views

Better than Casella and Berger's *Statistical Inference*?

I have just finished an undergraduate degree in statistics and am looking into a graduate degree in statistics. One textbook that I've found in my searching is Casella and Berger's Statistical ...
0
votes
0answers
26 views

Modifying a Density Function

Assuming a real an continuous function $f_1(x)$ defined on $\mathbb{R}^+$ which satisfies Probability Density criteria: $$ f_1(x) \geq 0 \quad \forall x \geq 0, \quad ...
0
votes
0answers
47 views

Solutions to exercises in Nelson's “An Introduction to Copulas”

I am paving my way through Nelson's "An Introduction to Copulas". The book has exercises (quite good actually), but no solutions. Does anybody have a solution manual for (some of those) exercises? ...
0
votes
1answer
14 views

Reference for Time Series and Linear Filters

I am reading "Time Series, Data Analysis and Theory" by David R. Brillinger. I am sorry but it seems to me that the book is quite sketchy and loose about notations. For example in the first chapter ...
1
vote
1answer
43 views

Literature on Sabermetrics in baseball

For my bachelor's thesis, I would like to study the use of Sabermetrics in baseball. I was fascinated by the book 'Moneyball: The Art of Winning an Unfair Game' by Michael Lewis, and to me, it ...
0
votes
0answers
23 views

Moments of Multivariate Distributions

I would like to be able to compute higher moments for multivariate distributions. I have seen the results presented by Isserlis's theorem which shows how to do this for the multivariate normal, but ...
0
votes
0answers
15 views

Help With Cross-Sectional Analysis

I am in an undergrad Econometrics class, and we are covering Repeated Cross Sectional and Panel Data analysis. The notes are not very clear, and I was wondering if anyone could link me to helpful ...
3
votes
2answers
156 views

What is the best book to learn statistics?

Right now I'm taking a 3 part course on probability and statistics using Schverish & Degroot Probability and Statistics and it is just not helpful. For the first part, which was on Probability, I ...
24
votes
2answers
297 views

Statistics Primer for the Unwary Mathematician

I have a new position in a biology department (after being housed in a maths department) working on cognitive and population modeling. People in my lab are asking for help with applying statistical ...
1
vote
0answers
52 views

Introductory Statistics/Probability Reference Request

I am a PhD student in mathematics with a background in Pure Mathematics. As such I have pretty much zero background in statistics or anything other than the most basic probability (i.e., what one ...
3
votes
4answers
49 views

Reference request for stochastic process and applications

I am looking for a text book that will cover the following topics I hope someone could suggest me a good text book that will provide me a good guidance regarding the following; Generating functions, ...
1
vote
1answer
83 views

Statistics Motivated by Mathematics

Short version: Anyone have any favorite examples of "mathematically-motivated statistics," and possibly a textbook that would appeal to me? Long version: I have a pretty reasonable mathematics ...
0
votes
2answers
94 views

Statistics Major [closed]

I need multiple books on statistics, not just one book, so I'm looking for a big course on statistics, can anybody help me with books, book list or anything like that? I want to study it as if it's ...
0
votes
0answers
26 views

Test to distinguish between bernouilli distributions.

What are the main results/techniques for sequential tests that allow to distinguish between two Bernouilli distributions? In other word, one is given access to a random binary oracle X, and two ...
1
vote
1answer
84 views

Statistic Textbooks

What is a good textbook for introductions to continuous and discrete distributions? The one that my university offers is a thin scrap put together by the department. Could I get some recommendations ...
1
vote
0answers
29 views

book related query

I have been solving a lot of problems in algebra, calculus, probability and statistics. But have never encountered problems that consist of every mathematical field mentioned above (at max two ...
1
vote
1answer
49 views

Statistics primer for Social Sciences?

I'm a Psychology Major intending to take University level Statistics starting in the Fall. As I'm a mature student, I've been out of school for about 7 years, and it's been at least that long since ...
3
votes
4answers
226 views

Self study on probability and statitistics

i know there are similar questions already, but i specifically need a book that covers these topics: Combinatorics, conditional probability, Bayes theorem, random variables, joint probability, ...
3
votes
0answers
76 views

What is the most relavant math for statistics students?

As they say "the more math you learn the better". Unfortunately, I did not have a lot of mathematical training in my undergraduate. Now I am doing a master in mathematics, mainly to make up some ...
0
votes
1answer
116 views

Textbook Recommendation: Statistics

I am still a freshmen taking statistics and am disappointed with a second semester statistical theory course which just raves on from typical distributions to bi-variate random variables to random ...
1
vote
1answer
83 views

Book for probability and various probability distribution functions.

Please suggest a book/books where i can understand Probability theory (with lots of example and solution) examples on permutations and combinations. list of all probability distribution functions, ...
2
votes
2answers
216 views

Looking for a book on Probability and Statistics.

I am looking for a book or website on mathematical theory of probability and statistics for preparation of an examination. The syllabus written in the unit 4 of this document. Only multiple choice ...
1
vote
1answer
122 views

books on fundamentals on statistics

I have mathematical backgroud but I am new to Statistics. So, could you please advice any books on Statistics and/or Biostatistics for beginners?
0
votes
1answer
39 views

Project on generating random numbers on GPU

I have been assigned a project on generating random numbers (specifically lognormal random numbers) on gpu. I have knowledge of probability and statistics and some programming experience but I do not ...
1
vote
0answers
46 views

Convergence of EM algorithm with continuous hidden variables

I am interested in a proof of convergence of EM algorithm when hidden variables are continuous. I found a proof for a case of discrete hidden variables, but I cannot find it for continuous case. Do ...
3
votes
3answers
285 views

Help on finding the math behind the 68/95/99 rule for Normal distribution

I also see on the section on the Central Limit Theorem that the normal distribution is used and gives the graph of the 68/95/99 rule. However, I haven't seen the actual math used to prove this or how ...
0
votes
0answers
81 views

Generalized Rayleigh distribution?

A variable $z=\sqrt{x^2+y^2}$ is Rayleigh distributed with parameter $\sigma$ if $x\sim\mathcal{N}(0,\sigma^2)$ and $y\sim\mathcal{N}(0,\sigma^2)$. Is there a known/named distribution for the case ...
4
votes
1answer
159 views

Suggestions for learning probability and statistics

The Short question: Where can I find a book for probability and statistics book that teaches them from scratch in a rigorous (very important condition) way ? The book must not be elementary, but it ...
1
vote
1answer
204 views

Looking for first course textbooks on probability and statistics for math majors

I am taking a probability and statistics course soon and would like to find a text book that is targeted more towards math majors rather than engineers (which is what this class is). The book my ...
3
votes
1answer
90 views

Does this quantity have a name in statistics?

I'm interested to know if there is some known statistical context for the following quantity $Q$: $$Q = \text{Mean} + \sqrt{(n-1)\cdot\text{Variance}}$$ where as usual $$\text{Mean} = ...
0
votes
0answers
40 views

Estimate a level set of the form $A \equiv \{\mathbf{x} \mid f(\mathbf{x})=\alpha \}$

Suppose I have a continuous function $f(\mathbf{x}):\mathbb{R}^d \mapsto\mathbb{R}$. I am interested in the level set $A \equiv \{\mathbf{x} \mid f(\mathbf{x})=\alpha \}$. Suppose the lebesgue measure ...
1
vote
1answer
74 views

Reference for the Law of the Unconscious Statistician?

Does anyone know of a reference (a book or journal article) for the Law of the Unconscious Statistician?
3
votes
1answer
20 views

Where can I find a longitudinal study with a binary response?

I've spent the last couple of months trying to find real data (not simulated) of a longitudinal study, but I can't seem to find one. Any topic and time frame is fine, but the dependent variable must ...
1
vote
1answer
64 views

Importance of estimating $\sigma^2$ in linear Statistical model

Statistical model for Complete Randomized design $y_{ij} = \mu + \tau_i + \epsilon_{ij}$ where, $i$ denotes treatment and $j$ denotes observation. $i=1,2,...,k\quad and \quad j=1,2,..., n_i$ ...
5
votes
1answer
220 views

Is there an introduction to probability and statistics that balances frequentist and bayesian views?

Perhaps, roughly, I might be described as advanced undergraduate regarding mathematics. However, I have not learned statistics and have only learned elementary probability. Does there exist a book or ...
1
vote
1answer
33 views

Improving related estimates

There are three underlying quantities $x$, $y$, and $a$, where $x$ and $y$ are vectors, and $a$ is a scalar. They are related by $x = ay$. We get noisy observations, $x_0,y_0$. We want to find $a$, ...
1
vote
0answers
68 views

Kolmogorov's paper defining Bayesian sufficiency

I'm looking for a translation to either English, French or German of Kolmogorov's Russian paper Kolmogorov, A. (1942). Sur l’estimation statistique des paramètres de la loi de Gauss. Bull. Acad. Sci. ...
1
vote
1answer
147 views

textbooks on probability and statistics

I want a textbook on probability and statistics that's short , concise and easy to read that's written for mathematicians and physicists . I want it for my study of statistical mechanics
2
votes
1answer
77 views

Is there a formal explanation of the concept of “improper prior” in Bayesian statistics?

The Bayesian concept of "improper prior" seems to be surrounded with magic. Even formal, Bayesian-oriented books, such as Schervish's "Theory of Statistics", treat it with the heuristic hand waving ...
0
votes
1answer
555 views

Reference Request: Video Lectures for Stochastic Processes

It is difficult to learn Stochastic Process by self-reading. Can you provide some video lectures on Stochastic Process?
2
votes
1answer
213 views

Request for Statistics textbook

I am looking for a textbook on Statistical Analysis. Unfortunately most of the books I have seen, such as Statistics by DeGroot et al., are quite the opposite of the terse and lean textbooks I prefer ...
1
vote
1answer
158 views

What is some books at the level which including this inequality and its proof?

I always wanting to looking into harder random variable/probability/stochastic process/statistics books that are harder than the intro one and have multiple random variable but easy enough to have ...
2
votes
1answer
469 views

Book on Measure Theoretic Statistics

I'm looking for a book, preferably a good one, on statistics from a rigorous, measure theoretic point of view. Ideally, this book should be introductory in nature and cover no more nor less than a ...
4
votes
1answer
101 views

Are there any statistics texts which give both intuition AND justifications for the equations/methods?

Background: I took multiple statistics classes in both high school and college, but nothing I learned ever stuck. The problem is, things like p-tests, the equations for chi-squared/normal ...