Tag: mathematical-statistics

101 Numerical example to understand Expectation-Maximization 2013-10-14T22:37:36.997

98 Bottom to top explanation of the Mahalanobis distance? 2013-06-19T12:41:02.850

92 What's the difference between probability and statistics? 2010-07-26T20:17:17.680

84 Why does the Cauchy distribution have no mean? 2012-09-10T15:28:40.277

83 Who Are The Bayesians? 2015-08-13T18:11:57.967

81 What's the difference between variance and standard deviation? 2012-08-26T12:31:04.077

76 If mean is so sensitive, why use it in the first place? 2011-08-13T07:50:53.920

72 Simple algorithm for online outlier detection of a generic time series 2010-08-02T20:37:27.650

67 Maximum Likelihood Estimation (MLE) in layman terms 2014-08-19T12:46:29.950

56 Bayesians: slaves of the likelihood function? 2012-10-01T21:01:14.413

55 Why would parametric statistics ever be preferred over nonparametric? 2015-07-30T11:48:44.030

53 What is meant by a "random variable"? 2010-07-19T19:37:31.873

52 Mathematical Statistics Videos 2010-07-22T10:08:10.067

52 What are the breakthroughs in Statistics of the past 15 years? 2011-01-21T02:53:54.717

50 Are we exaggerating importance of model assumption and evaluation in an era when analyses are often carried out by laymen 2015-05-07T11:28:05.520

48 What is the most surprising characterization of the Gaussian (normal) distribution? 2010-11-09T20:19:21.667

43 What is so cool about de Finetti's representation theorem? 2012-08-16T17:40:14.243

42 Central limit theorem for sample medians 2012-12-04T18:37:45.163

41 Motivation for Kolmogorov distance between distributions 2010-07-21T13:39:06.783

37 Correlation does not imply causation; but what about when one of the variables is time? 2017-06-07T17:00:44.990

36 Empirical relationship between mean, median and mode 2010-10-20T08:22:36.250

35 Consider the sum of $n$ uniform distributions on $[0,1]$, or $Z_n$. Why does the cusp in the PDF of $Z_n$ disappear for $n \geq 3$? 2012-10-30T00:09:05.067

35 Taking the expectation of Taylor series (especially the remainder) 2013-09-19T14:03:42.780

35 How can I analytically prove that randomly dividing an amount results in an exponential distribution (of e.g. income and wealth)? 2014-09-03T07:12:29.197

34 Mutual information versus correlation 2014-01-08T20:59:00.770

33 Things to consider about masters programs in statistics 2012-04-02T17:12:55.010

33 Is a strong background in maths a total requisite for ML? 2012-10-20T10:44:44.513

32 What is the purpose of characteristic functions? 2011-04-16T18:00:25.273

32 How can I calculate $\int^{\infty}_{-\infty}\Phi\left(\frac{w-a}{b}\right)\phi(w)\,\mathrm dw$ 2013-06-06T18:17:46.097

29 How to rigorously define the likelihood? 2012-06-02T11:15:36.227

29 How does saddlepoint approximation work? 2016-01-20T01:35:22.013

28 What is the distribution of the sum of non i.i.d. gaussian variates? 2011-12-17T23:18:32.950

28 Differences between a statistical model and a probability model? 2012-06-23T18:40:01.683

28 Gaussian Ratio Distribution: Derivatives wrt underlying $\mu$'s and $\sigma^2$s 2012-07-25T23:04:26.067

28 If 'correlation doesn't imply causation', then if I find a statistically significant correlation, how can I prove the causality? 2014-10-27T11:10:29.940

28 How does the reparameterization trick for VAEs work and why is it important? 2016-03-02T20:10:37.440

27 Does a sample version of the one-sided Chebyshev inequality exist? 2014-01-16T01:38:04.730

27 Differences between Bhattacharyya distance and KL divergence 2014-12-27T08:11:10.453

26 What does 'highly non linear' mean? 2014-04-17T13:33:38.430

25 Maximum likelihood estimators for a truncated distribution 2013-01-30T16:10:00.037

23 What is the mathematical difference between random- and fixed-effects? 2012-04-10T21:39:04.850

23 How are the standard errors computed for the fitted values from a logistic regression? 2013-08-09T14:41:21.463

23 Is there a result that provides the bootstrap is valid if and only if the statistic is smooth? 2016-04-05T02:50:11.197

22 Distribution of scalar products of two random unit vectors in $D$ dimensions 2014-02-08T22:33:28.113

22 Derive Variance of regression coefficient in simple linear regression 2014-03-02T15:56:38.557

22 Why is it that natural log changes are percentage changes? What is about logs that makes this so? 2016-11-04T15:07:52.107

21 Sources for learning (not just running) statistics/math through R 2012-10-29T14:14:40.040

21 What is the distribution of $R^2$ in linear regression under the null hypothesis? Why is its mode not at zero when $k>3$? 2014-12-23T00:54:06.077

20 What's the difference between mathematical statistics and statistics? 2012-07-10T10:17:24.557

20 Stats is not maths? 2013-12-04T21:05:12.810

19 When do Markov random fields $\neq$ exponential families? 2012-04-14T20:34:55.017

19 Is unbiased maximum likelihood estimator always the best unbiased estimator? 2016-04-30T20:13:20.580

18 Which distributions have closed-form solutions for maximum likelihood estimation? 2012-07-11T13:52:50.067

18 Having a conjugate prior: Deep property or mathematical accident? 2013-05-18T06:42:11.413

18 Why maximum likelihood and not expected likelihood? 2014-04-01T06:39:20.780

18 Asymptotic consistency with non-zero asymptotic variance - what does it represent? 2014-10-18T19:11:14.790

18 Why doesn't the exponential family include all distributions? 2017-07-31T10:33:13.893

17 Proof that moment generating functions uniquely determine probability distributions 2012-08-23T15:43:42.717

17 Sufficient statistics for layman 2012-11-20T21:19:05.797

17 Why does the variance of the Random walk increase? 2015-07-02T15:07:32.297

17 Expectation of a product of $n$ dependent random variables when $n\to\infty$ 2015-12-03T05:27:27.750

17 In statistics, should I assume $\log$ to mean $\log_{10}$ or the natural logarithm $\ln$? 2016-04-03T22:16:29.963

17 Why are symmetric positive definite (SPD) matrices so important? 2016-07-15T19:13:41.140

17 Why did statisticians define random matrices? 2016-11-03T18:18:54.730

16 Who uses R with multicore, SNOW or CUDA package for resource intense computing? 2010-11-16T08:28:42.500

16 Compute approximate quantiles for a stream of integers using moments? 2011-05-09T05:22:38.153

16 Good resources (online or book) on the mathematical foundations of statistics 2013-04-17T17:10:12.603

16 Expected value of sample median given the sample mean 2014-01-30T08:35:39.023

16 What is the intuition behind the independence of $X_2-X_1$ and $X_1+X_2$, $X_i \sim N(0,1)$? 2014-08-20T21:46:54.670

16 Maximum gap between samples drawn without replacement from a discrete uniform distribution 2016-12-31T19:01:54.710

16 Does Bayes theorem hold for expectations? 2017-02-09T16:36:46.150

16 When do maximum likelihood and method of moments produce the same estimators? 2017-02-17T18:12:24.190

16 How do Bayesian Statistics handle the absence of priors? 2018-02-02T16:55:52.230

15 Why does the supremum of the Brownian bridge have the Kolmogorov–Smirnov distribution? 2010-08-11T13:15:24.397

15 Probability inequalities 2011-05-26T19:27:05.283

15 Why do we stabilize variance? 2012-12-18T14:44:59.177

15 Connection between Fisher metric and the relative entropy 2013-03-02T12:06:22.570

15 Expected value and variance of log(a) 2013-04-30T15:42:55.540

15 Problem with proof of Conditional expectation as best predictor 2013-10-04T00:24:13.043

15 Does differential geometry have anything to do with statistics? 2014-02-16T04:28:16.077

15 Constructing a discrete r.v. having as support all the rationals in $[0,1]$ 2014-06-19T09:39:16.573

15 Example for a prior, that unlike Jeffreys, leads to a posterior that is not invariant 2015-02-24T09:35:18.363

15 What are the theoretical guarantees of bagging 2015-03-10T19:11:38.727

14 Some questions about statistical randomness 2012-09-26T21:21:49.713

14 Expected value of a natural logarithm 2012-09-29T23:30:11.483

14 Intuition Behind Completeness 2012-11-21T04:14:07.350

14 Product of two independent random variables 2013-05-19T17:13:37.207

14 Can Neyman-Pearson lemma apply to the case when simple null and alternative don't belong to the same family of distributions? 2013-05-20T03:01:03.383

14 Sufficient statistic, specifics/intuition problems 2014-01-12T11:01:37.147

14 Asymptotic distribution of sample variance of non-normal sample 2014-07-01T00:38:35.430

14 For which distributions is there a closed-form unbiased estimator for the standard deviation? 2015-01-05T23:19:20.137

14 Same Mean, Different Variance 2015-02-11T15:08:00.043

14 Validation Error less than training error? 2015-12-17T22:04:32.980

14 What distribution does the inverse normal CDF of a beta random variable follow? 2017-01-09T22:46:56.183

14 Is the average of positive-definite matrices also positive-definite? 2017-05-29T21:57:35.730

13 Intuition for higher moments in circular statistics 2010-08-06T10:57:18.820

13 Do third order asymptotics exist? 2010-11-04T05:49:02.013

13 Making sense out of statistics theory and applications 2011-02-02T14:26:45.833

13 Why does this excerpt say that unbiased estimation of standard deviation usually isn't relevant? 2012-07-28T04:57:53.080