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Questions related to Probability Theory
I would like to capture the dependence between returns using regime switching copulas and I'd like to know if there is any code currently available. More in details, I would like to estimate the...
08 December 2014 9,615 3 View
Having two vocabularies, how can I compare them using the Kullback-Leibler distance?
25 November 2014 1,274 3 View
Hi guys, I'm currently studying the mutual information (MI) applied in classification techniques. Could anyone here share with me on how to make a calculation which applied in simple dataset?...
12 November 2014 6,907 9 View
I am trying to test for the effects of environmental variables (i.e. precip, mean temp, elevation) on genetic differentiation of a resident songbird, but I am unsure about the GESTE output. When...
11 November 2014 5,480 3 View
Repeated error test failures. May have reached a singularity.Undefined_value_found_during_constraint_handlingLast time the step is not converged.
11 November 2014 4,602 9 View
I have a sample X1, X2,..., Xn that drawn from uniformly distributed population. The sample drawn without replacement. Since it depends each other (which is not i.i.d), the joint pdf is not the...
11 November 2014 2,466 4 View
11 November 2014 4,191 3 View
I am working on an assignment by using the General Least Squares to fit a straight line. I got some information from this Book: ADJUSTMENT COMPUTATION_SPATIAL ANALYSIS. However, in all...
11 November 2014 9,809 0 View
11 November 2014 8,507 10 View
Hello, The PDF P(r,t) of finding a pair of particles at a given separation r at a later time t is known. Also, the PDF P(k,r) of finding this pair at a given rotation k when it reaches a given...
11 November 2014 4,633 10 View
If we have (n) independent events with probability P1, P2, .... Pn, what is the probability of the union of events (1, 2, .... n) ? is their a closed form expression for the same ? We all know the...
11 November 2014 4,055 10 View
For example, I want to use partial correlation analysis to calculate the "pure correlation" between X and Y, but I don't know how to select control variables Z. Dose Z must have linear...
27 October 2014 7,721 7 View
In random matrix theory, Let $A$ be a random $n \times n$ matrix whose entries i.i.d with expectation 0 and variance 1, let F be the LSD of $A$ , $F$ will be uniform distribution over the unit...
14 October 2014 4,090 3 View
In probability theory, a purely stochastic system is one whose state is non-deterministic (i.e., "random") so that the subsequent state of the system is determined probabilistically. Any system or...
10 October 2014 491 2 View
My research about Age-Period-Cohort models that is assumed binomial distribution. In this model, there is relationship which connects the three factors, cohort=periode-age(c=p-a).There are...
10 October 2014 4,469 1 View
I'm implementing flower pollination algorithm, but I find Yang's original code not to be in accordance with the results presented in the paper. Following is the Levy function defined in his...
10 October 2014 784 3 View
In the application of the Central Limit Theorem to sampling statistics, the key assumptions are that the samples are independent and identically distributed. How do you justify these assumptions...
10 October 2014 7,935 8 View
Actually, I want to find parameters of my data based on distributions: Exponential, Lomax (Pareto type II), and Weibull. At present, I just know the way to find them by program, like easy fit and...
10 October 2014 3,360 12 View
Frequentists, as far as I understood, define probability as a limiting relative frequency. And they say that frequencies can only be defined for data (not for hypotheses), so probabilities can...
10 October 2014 8,084 15 View
I have a covariance matrix and a set of another covariance matrices. I need some similarity measure which chooses the most similar cov. matrix to the current one. If you have any suggestions,...
10 October 2014 1,825 5 View
How does outliers affect the least square technique. Is there a relation between least square technique and covariance matrix of the data?
10 October 2014 3,325 9 View
10 October 2014 7,301 8 View
This question might seem very general, but in fact some routines and habits can greatly help researchers to increase their focus and productivity. I am not asking here about technical skills, but...
10 October 2014 1,881 4 View
Summation of p.d.f. from any discrete distribution are always 1, where its fulfill the law of a probability. But when we have a discrete uniform distribution with infinite parameter space. Does...
10 October 2014 1,428 5 View