**9**

votes

**7**answers

5k views

### Lower bound for sum of binomial coefficients?

Hi! I'm new here. It would be awesome if someone knows a good answer.
Is there a good lower bound for the tail of sums of binomial coefficients? I'm particularly interested in the simplest case ...

**3**

votes

**0**answers

261 views

### Maximization of a total variation distance subject to another total variation distance in Markov chain

Suppose two dependent random variables $X$ and $V$ from finite alphabets $\mathcal{V}$ and $\mathcal{X}$ with known joint and marginal distributions are given. Let $P_{XV}$ and $P_X$ and $P_V$ are the ...

**7**

votes

**7**answers

2k views

### Uniformly Sampling from Convex Polytopes

How to choose a point uniformly from a convex polytope $P \subset [0,1]^n$ defined by some inequalities, Ax < b ? (Here A is an m-by-n matrix, x is n-by-1 and b is m-by-1.) I imagine that you ...

**3**

votes

**0**answers

583 views

### Has the Lie group preserving a probability distribution been used in Bayesian statistics?

For a (possibly signed) nondegenerate probability measure $\pi$ on $\{1,\dots,n\}$ define
$$\langle \pi \rangle := \{R \in \operatorname{STO}(n): \pi R = \pi \}.$$
Here $\operatorname{STO}(n)$ denotes ...

**2**

votes

**1**answer

747 views

### Asymptotic behavior of max of chi-squared distribution

Suppose $X_{\max}$ is the maximum in a sequence $X_1,X_2,\ldots,X_n$ where each $X_i\sim\chi^2_k$ is an i.i.d. chi-squared random variable with $k$ degrees of freedom.
Since chi squared distribution ...

**1**

vote

**1**answer

165 views

### Gibbs sampler with linear constraints

My problem concerns the estimation of truncated multivariate normal distributions under constraints.
Let $X_1$ and $X_2$ two random variables following normal distributions ...

**21**

votes

**2**answers

1k views

### Drawing natural numbers without replacement.

Suppose we start with an initial probability distribution on $\mathbb{N}$ that gives positive probability to each $n$. Let's call this random variable $X_1$ so we have $P(X_1=n)=p_{1,n}>0$ for all ...

**19**

votes

**3**answers

1k views

### Persistent homology of Gaussian Fields in Euclidean space

If you generate points in $\mathbb R^n$ via a process that respects a Gaussian normal distribution, then compute the persistent homology / barcodes, to my eye something fairly regular seems to be ...

**13**

votes

**7**answers

3k views

### Correlation and Causation. When can we believe correlation (reasonably, at least) imply causation

We always hear, when reading on correlation, that "correlation does not imply causation."
Still, I have never seen any source that tries to answer the question of when can we reasonably conclude a ...

**7**

votes

**3**answers

2k views

### randomness in nature [closed]

What is the explanation of the apparent randomness of high-level phenomena in nature?
For example the distribution of females vs. males in a population (I am referring to randomness in terms of the ...

**5**

votes

**1**answer

4k views

### Conjugate prior of the Dirichlet distribution?

What is the conjugate prior distribution of the Dirichlet distribution?

**12**

votes

**1**answer

741 views

### Error to sum of Euler phi-functions

The number theory identity $\phi(1) + \phi(2) + \dots + \phi(n) \approx \frac{3n^2}{\pi^2}$ can be interpreted as counting relatively prime pairs of numbers $0 \leq \{ x,y \} \leq n$ .
Has anyone ...

**5**

votes

**2**answers

808 views

### Convergence of an empirical distribution w.r.t. the Hellinger distance

Let $P$ be a probability distribution on a finite set $\mathcal{X}$ and let $X_1, X_2, \ldots, X_n$ be drawn i.i.d. according to $P$. Define the empirical distribution:
$\hat{P_n}(x) = \frac{1}{n} ...

**4**

votes

**3**answers

552 views

### Incremental entropy computation

After a quick internet search I found no method for incremental entropy computation.
Question 1
Let $\{x_i\}_{i=1}^n$ and $\{x_i\}_{i=1+n}^{n+m}$ be two samples and let $S_i^j:=\sum_{k=i}^j x_k$. ...

**8**

votes

**2**answers

688 views

### Random Voronoi Diagrams

I'm interested in what research has already been done with regards to the statistics of random voronoi diagrams. I have had a look on google scholar and results are a little inconclusive. I'm ...

**7**

votes

**4**answers

629 views

### Concentration inequalities for the maximum of the rescaled/normalized sum of iid random variables

I am interested in concentration inequalities for the maximum of the rescaled/normalized sum of iid random variables.
Let $X_1,..., X_n$ be i.i.d random variables, $S_n$ their centered sum and $M_n$ ...

**7**

votes

**2**answers

547 views

### What's the standard name for sets of a given size with maximal probability (or a given probability and minimal size)?

The definition I'm going to give isn't quite the concept I really want, but it's a good approximation. I don't want to make the definition too technical and specific because if there's a standard name ...

**1**

vote

**1**answer

1k views

### Unbiased estimate of the variance of an *unnormalised* weighted mean

I have a follow-up question to this one:
unbiased estimate of the variance of a weighted mean
Specifically, how do I generalise the result given here (and on Wikipedia) for the unbiased sample ...

**11**

votes

**2**answers

710 views

### Estimate rate of real correct/wrong from 4 answers quiz.

I recently read that one in ten students think the first man on the moon was Buzz Lightyear, a Toy story cartoon. I'm not here to discuss the data in itself, rather, this reading got me into a problem ...

**8**

votes

**4**answers

1k views

### averages of Euler-phi function and similar

What are the odds two numbers are relatively prime? This is known to be $\frac{6}{\pi^2}$. The proof involves calculating averages of the Euler phi function.
\[ \phi(1) + \phi(2) + \dots + \phi(n) ...

**4**

votes

**2**answers

11k views

### Distance metric between two sample distributions (histograms)

Context: I want to compare the sample probability distributions (PDFs) of two datasets (generated from a dynamical system). These datasets depend on a set of parameters, and I want a concise way to ...

**4**

votes

**2**answers

1k views

### Elo Rating System Help with the Maths around number of matches

I'm creating a system that will allow people to rate images.
My idea is to use an Elo Rating system (http://en.wikipedia.org/wiki/Elo_rating_system) for each image and then use crowdsourcing to have ...

**2**

votes

**1**answer

135 views

### Distribution of the Gram matrix

Let $\mathbf{X}$ be an $m\times k$ random matrix ($m>k$) of rank $k$, having the density function $f_\mathbf{X}(X)$. What is the distribution of $\mathbf{Y}=\mathbf{XX}^T$? Basically my question is ...

**1**

vote

**3**answers

147 views

### How to estimate the entropy of a distribution on a power set?

Given a probability distribution $(X,p)$, its entropy is defined as $H=-\sum_{x\in X} p(x)\log p(x)$.
Given a sample of observations $x_n,n=1..N$, one can estimate $p(x)=\frac{\#\{i:x_i=x\}}{N}$ and ...

**5**

votes

**2**answers

668 views

### Is the Binomial Expectation of Convex Function Convex in p?

Suppose $X$ has a binomial distribution with success probability $p$ and $n$ trials and let $h(\cdot)$ be a positive convex real-valued function.
Is the function $g(p)=\mathbb{E}[h(X)\ |\ p]$ convex ...

**3**

votes

**0**answers

501 views

### A combinatorial bound involving Stirling numbers of the second type

My previous question was solved in a very elegant way, hopefully this (seemingly more complicated) case is also easy for experts.
I need the inequality
...

**3**

votes

**2**answers

916 views

### expected values over binomial distributions

In some works of economics/risk analysis etc., I have seen situations where people take the expected value of a function (such as a utility function/cost function) over a binomial distribution:
...

**2**

votes

**1**answer

204 views

### Empirical estimator fot the total variation distance on a finite space

I have two probability measures $p$ and $p'$ on a finite set $X$ which I do not know precisely, but which I can sample from. I would like to estimate their total variation (omitting multiplier $2$):
...

**2**

votes

**2**answers

494 views

### Multinomial transformation for matrices

Suppose we have a vector of probabilities $\mathbf{p}=(p_1,...,p_n)$, where $p_i>0$ for $i=1,...n$ and $\sum p_i=1$. Define new vector $\mathbf{r}=(r_1,...,r_{n-1})$ in a following way:
...

**1**

vote

**1**answer

92 views

### What is known about the distribution of the errors in empirical approximation of a CDF?

Let $X_1,X_2,\ldots,X_n$ be i.i.d. random variables in $\mathbb{R}$ with common cumulative distribution function (CDF) $F(x)$. The empirical approximation to $F(x)$ is defined as follows:
...

**1**

vote

**0**answers

177 views

### How far away is the maximum of $n$ i.i.d. chi-squared random variables from the rest of the sequence as $n$ gets large?

Suppose that I have a sequence of $n$ i.i.d. chi-squared random variables with $k$ degrees of freedom $X_1, X_2, \ldots, X_n$, and denote $X_{\max}=\max(X_1, X_2, \ldots, X_n)$. Let $k$ be increasing ...

**1**

vote

**1**answer

177 views

### Mean -> Frechet mean, Standard deviation ->?

Given a finite set $A$ of points of a metric space $(X, d)$, I would like to
find its mean. A Frechet mean seems appropriate here: $\arg \min_{x \in X} \sum_{a \in A} d(x, a)^2$. I also would like ...

**0**

votes

**1**answer

102 views

### Estimating the variance of error in empirical approximation to a distribution

Let $X_1,X_2,\ldots,X_n$ be i.i.d. random variables in $\mathbb{R}$ with common cumulative distribution function (CDF) $F(x)$. The empirical approximation to $F(x)$ is defined as follows:
...

**0**

votes

**0**answers

139 views

### Behavior of the sum of the exponents of chi-squared random variables normalized by their maximum

Let $X_1,X_2,\ldots,X_n$ be a sequence of $n$ i.i.d. chi-squared random variables with $k$ degrees of freedom, and denote by $X_\max$ the maximum of this sequence. Furthermore, let $k=\omega(1)$ ...