# 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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### Intuition behind using complementary CDF to compute expectation for nonnegative random variables

I've read the proof for why $\int_0^\infty P(X >x)dx=E[X]$ for nonnegative random variables (located here) and understand its mechanics, but I'm having trouble understanding the intuition behind ...
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### Motivation behind standard deviation?

Let's take the numbers 0-10. Their mean is 5, and the individual deviations from 5 are -5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5 And so the average (magnitude of) ...
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### Proof of upper-tail inequality for standard normal distribution

$X \sim \mathcal{N}(0,1)$, then to show that for $x > 0$, $$\mathbb{P}(X>x) \leq \frac{\exp(-x^2/2)}{x \sqrt{2 \pi}} \>.$$
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### Intuitive Explanation of Bessel's Correction

When calculating a sample variance a factor of (N-1) appears instead of N (see http://en.wikipedia.org/wiki/Sample_variance#Population_variance_and_sample_variance ). Does anybody have an intuitive ...
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### What is the intuitive relationship between SVD and PCA

Singular value decomposition (SVD) and principal component analysis (PCA) are two eigenvalue methods used to reduce a high-dimensional dataset into fewer dimensions while retaining important ...
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### Geometric mean never exceeds arithmetic mean

This was a mathematical induction question proposed in a textbook, and I've exhausted multiple approaches (proving RHS - LHS > 0, splitting the fraction, fractional exponents, etc.) The geometric ...
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### Proof of $\frac{(n-1)S^2}{\sigma^2} \backsim \chi^2_{n-1}$

It's a standard result that given $X_1,\cdots ,X_n$ random sample from $N(\mu,\sigma^2)$, the random variable $$\frac{(n-1)S^2}{\sigma^2}$$ has a chi-square distribution with $(n-1)$ degrees of ...
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### probability distribution of coverage of a set after X independently, randomly selected members of the set

I have a set of numbers where I am randomly and independently selecting elements within a set . After a number of these random element selections I want to know the coverage of the elements in the ...
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### Finding probability P(X<Y)

How can I find this probability $P(X<Y)$ ? knowing that X and Y are independent random variables.
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### Real life usage of Benford's Law

I recently discovered Benford's Law. I find it very fascinating. I'm wondering what are some of the real life uses of Benford's law. Specific examples would be great.
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### maximum estimator method more known as MLE of a uniform distribution

Let $X_1, ... X_n$ a sample of independent random variables with uniform distribution $(0,$$\theta$$ )$ Find a $$$\widehat\theta$$$ estimator for theta using the maximun estimator ...
Say a $8 \times 8$ chessboard as per picture. A position is represented here by co-ordinates $(x,y)$. A move is aslo considered as valid, where the Knight lands outside the chessboard [ For eg. ...