4
votes
0answers
210 views

Implications of a recent result on Benford's law

I want to the discuss the implications of a theorem by J. Morrow (2010) regarding Benford's law. There are many papers written about Benford's law with a comprenhensive discussion of the advantages ...
0
votes
0answers
30 views

What is the reliable way to find the errors on the eigen values of a covariance matrix?

My question may be a bit lousy. Suppose we have a set of statistical variables X1, X2, .. Xn, and we have N independent samples. We can compute the covariance matrix of {X}. My question is: Is there a ...
1
vote
1answer
486 views

name for $\underset{x}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n |x_i - x|$

Given a real-valued data set $ x_1, \dots, x_n $, what do you call the quantity $$\underset{x}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n |x_i - x|$$ This seems like a pretty basic ...