# Tagged Questions

1answer
40 views

### Transforming the distance value from a center, to a probability value

Let $c_i$ be the center of a micro-cluster (i.e. we have many centers representing some fragments of clusters). Let $c_1$ be the center which is the closest to a new data-point $x$, such that ...
0answers
49 views

### Estimator bias without a closed form?

Given a regression loss function $l(Z,\beta)=||Y-Z\beta||_2 + \lambda \beta^TD\beta + r(X,Z)$ where $X$ is the predictor matrix, I would like to estimate a $Z$ that minimizes the above loss in a ...
1answer
64 views

### How to show what is going on if we drop significiant variable in logit model?

How to show what is going on if we drop significant variable in logit model ? Bias and heteroskedasticity should emerge. But what is the framework for showing such behaviours in econometric models ?
0answers
50 views

### How to pick from a set of random variables the one with the highest mean using a fixed number measurements?

Suppose we have $N$ approximately normally distributed continuous random variables $X_1, X_2, X_3, \ldots,X_N$, each with an unknown mean and variance. I'd like to find the random variable with the ...
0answers
102 views

### Predicting percent of male and female party attendees

Problem #1: easy, probably solved Suppose someone holds a party (A) and invites $n_A$ people. You're not attending a party, but you get full list of guests' identity card and are told that out of ...
0answers
86 views

### Joint distribution of two sums of correlated variables

Suppose that $(X_1, Y_1)$ and $(X_2, Y_2)$ are independent and have the same joint distribution $F_{X,Y}$, which is a known copula $C_{X,Y}(F(X), F(Y))$. Also, suppose that $V = X_1 + X_2$ and \$W = ...
1answer
300 views

### Composition of probability density

I know probability distribution for parameter $\phi$. I have the empirical distribution/statistical distribution of $X$ that is dependent on parameter $\phi$ for $\phi \in [0,1]$. I assimilate this ...
1answer
274 views

### Posterior distribution for multinomial parameter

(topic moved from maths.stackexchange.com) I'm currently developing an application integrating a probabilistic inference engine for Bayesian Networks. The Bayesian Network integrates some form of ...
0answers
23 views

### Sample size determination for polling with multiple choice type questions [duplicate]

Possible Duplicate: Question regarding sampling, estimation and accuray Let's say there are N sets of diamonds, containing 5 in each set. There can be anywhere between 1 to 5 defective ...
0answers
207 views

### What is a “polynomially bounded” function, and why is this a requirement of the The Delta Method?

I am reading a paper "A note on the Delta Method" by Gary Oehlert, JASA, 1992. I am trying to estimate the variance of a function of a random variable, but first I want to understand the limitations ...
2answers
178 views

### Estimating good buying and selling prices on eBay using eBay sales history

I am trying to create the algorithm that will tell me the good price to buy stuff and a correct re-selling price based on eBay item history. The main variables would be the auction type (buy now or ...
4answers
232 views

### How to evaluate quality of probability estimator for Bernoulli experiments?

Given that I have a set of bernoulli experiments, each with a different and unkown probability $p_i$ and an outcome $x_i$, and an estimator that for each experiment gives a prediction of the ...
0answers
45 views

### Calculating probability of discovery

I have a planner that can evaluate N arbitrary states, and calculate their fitness. The domains it evaluates have no explicit "end state", so it has an infinite horizon. What are good methods for ...
0answers
96 views

### having trouble applying hidden markov models to my game [duplicate]

Possible Duplicate: having trouble applying hidden markov/machine learning models Happy New Year! I’m having a problem applying hidden Markov models to a game I’m building to learn about ...
1answer
282 views

### Finding a minimum variance unbiased (linear) estimator

Here is a basic question that perhaps has a simple answer, but one that I was not able to find by quickly scanning the literature. Suppose that I have a collection of $n$ unopened boxes. Each box ...
1answer
91 views

### A random censored regression problem?

Assume I have random variables $X$ and $Y$. $X$ is observable; $Y$ is not. We also know that, if $X \leq Y$, $Z = f(X,Y)$ where $Z$ is a third random variable and $f(\cdot)$ is a known function; ...
1answer
217 views

### How to interpret the divergence of Fisher information expectation?

Consider translated Weibull distribution with probability density function:  f(x ; k, \lambda, \theta) = \frac{k}{\lambda} \left( \frac{x-\theta}{\lambda} \right)^{k-1} \exp\left( - ...
0answers
42 views

### How to interpret the divergence of Fisher information expectation [duplicate]

Possible Duplicate: How to interpret the divergence of Fisher information expectation? Consider translated Weibull distribution with probability density function:  f(x ; k, \lambda, ...
1answer
186 views

### Combining two pieces of evidence expressed as probabilities

I have a hidden binary random variable Z that can have a value of either 1 or 0. There is some true probability P(Z=1) = z that I do not know. I also have two separate pieces of "evidence" that give ...
3answers
283 views

### Probability of an event that is not measureable

We know from measure theory that there are events that cannot be measured, ie they are not Lebesgue measureable. What do we call an event with a probability that the probability measure is not ...
0answers
75 views

### Help evaluating a posterior probability expression

Consider $\boldsymbol{x}= [x_1,x_2,...x_n]$ and $\boldsymbol{y}= [y_1,y_2,...y_n]$ to be two multivariate Gaussians with an isotropic diagonal variance structure and uninformative priors so that: ...
1answer
158 views

### Expected number of shipments and its standard deviation

Recent history suggests that one supplier fails to meet this new specification 20% of the time. Assume that the next 15 batches of this alloy are a random sample. How can I find the expected number ...
0answers
273 views

### What will be minimum variance unbiased estimator?

Let $X_1, X_2, ..., X_n$ be a random sample from a distribution with p.d.f., $$f(x;\theta)=\theta^2xe^{-x\theta} ; 0<x<\infty, \theta>0$$ Obtain minimum variance unbiased estimator of ...
1answer
72 views

### Estimating variability of unseen factor

I'm looking at binomial data where I believe that the probability of the outcome is the product of two independent factors. If you think of it as a two step decision, At the first step, there is a ...
1answer
170 views

### Can I estimate the frequency of an event based on random samplings of its occurrence?

Some edits made... This question is just for fun, so if it isn't fun then please feel free to ignore it. I already get a lot of help from this site so I don't want to bite the hand that feeds me. ...
1answer
429 views

### Kernel density estimate takes values larger than 1

I am using scipy.stats.gaussian_kde to estimate a pdf for some data. The problem is that the resulting pdf takes values larger than 1. As far as I understand, this ...
5answers
303 views

### Density estimation methods?

What non-/semiparametric methods to estimate a probability density from a data sample are you using ? (Please do not include more than one method per answer)
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