Hey All - I am trying to solve a problem that should be really easy (at least every paper I read says the step is!)
I'm trying to understand where the Vasicek entropy estimator comes from:
I can write the differential entropy of a system as:
H(f) = -\int^{\infty}_{-\infty} f(x)log(f(x))dx...
Hey All,
Can someone please explain to me the difference between a Poisson Process and a Renewal Process ? is it just that the Holding times for Poisson processes are exponential and Holding times for Renewal Processes are any kind of probability distribution (as the wiki page seems to imply)...
Hey All,
In my probability theory class we have just started learning about how a probability space is defined by a sample space (which contains all possible events), events and a measure.
We briefly went over the idea of the Power Set, which seems to be the set of all subsets in your...
Hi,
I've been trying to get my head around z and t statistics. and I almost have a matra in my head that "when the sample are small, use the t test, when the samples are big, use either the t or the z test".
Now As I understand it, the z test requires a large number of samples, because it...
I am having a lot of trouble conceptually understanding the idea of a random effect in ANOVA testing - more specifically identifying whether a factor is random or fixed
Thanks,
Thrillhouse86
Hey all,
When performing parametric statistical tests (especially t tests and ANOVA), why is the homogenity of variance important ?
I mean why do these tests care if the samples have significantly different variance ? Is it because the methods used to determine the test statistics require...
Thank you both d3t3rt & SW VandeCarr.
With my incorrect z score: am I incorrect because the quantity you divide the \bar{X} - \mu by is not the standard deviation of the population, but the standard error of my sample mean ?
thanks guys - the statistics picture is starting to become clearer. just at a very core conceptual level can someone explain this to me:
I have a sample (lets say a collection of IQ tests in a suburb) and I want to test whether the mean IQ of these kids is higher than average. So
H_0 = the...
Hey SW VandeCarr,
yep I know what a pdf is - and I am comfortable with the idea that if you integrate between bounds of a pdf that it gives you the probability of your random variable being between those bounds.
As I understood it you get this thing called a z statistic from that formula...
Hey All,
Can someone please explain to me why the p value is obtained by taking the integral under the z curve from the z statistic you calculate to the end of the tail ?
Thanks
Hey All,
I am comfortable with the idea of biased and unbiased estimators, but what I don't understand is why you would ever want to use a biased estimator ? at the end of the day doesn't it mean that the sample statistic is different from the population statistic you are trying to estimate ?
Hey all,
In Schaum's outline it claims that the sample variance of s^2 is a biased estimate of the population variance because its mean is given by:
\mu_{s^{2}} = \frac{N-1}{N}\sigma^{2}
which I am cool with. It then says that the modified variance given by:
\hat{s} =...