# Questions tagged [st.statistics]

Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

**16**

votes

**7**answers

8k 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 $\...

**13**

votes

**7**answers

4k 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 $m \times n$ matrix, $x \in \mathbb{R}^n$, and $b \in \mathbb{R}^...

**21**

votes

**1**answer

2k views

### What kind of random matrices have rapidly decaying singular values?

I've been told that in machine learning it's common to compute the singular value decomposition of matrices in order to throw out all information in the matrix except that corresponding to, say, the $...

**12**

votes

**4**answers

695 views

### Good introduction to statistics from a algebraic point of view?

There are already lots of questions on this subject like
Is there an introduction to probability theory from a structuralist/categorical perspective?
Is there a combinatorial/topological treatment ...

**32**

votes

**4**answers

3k views

### “Entropy” proof of Brunn-Minkowski Inequality?

I read in an information theory textbook the Brunn-Minkowski inequality follows from the Entropy Power inequality.
The first one says that if $A,B$ are convex polygons in $\mathbb{R}^d$, then
$$ m(...

**27**

votes

**0**answers

9k views

### Research situation in the field of Information Geometry

I am now doing an article survey on the field of information geometry started by S.Amari and Barndorff-Nielson. I want to know some research situation in this field.
I have read (4) and parts of (3). ...

**9**

votes

**0**answers

1k 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 ...

**6**

votes

**1**answer

3k views

### Square root of normal distribution

Let $X$ and $Y$ be independent random variates with the same probability distribution, $P(x)$. Assuming that the product $Z=XY$ is a random variate with normal distribution, say $$f_Z(x) = \frac{1}{\...

**13**

votes

**1**answer

878 views

### Normal approximation of tail probability in binomial distribution

My problem: From the Berry--Esseen theorem I know, that $$\sup_{x\in\mathbb R}|P(B_n \le x)-\Phi(x)|=O\left(\frac 1{\sqrt n}\right),$$ where $B_n$ has the standardized binomial distribution and $\Phi$ ...

**3**

votes

**1**answer

2k 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 ...

**6**

votes

**2**answers

571 views

### Moment matching: construction of a mixture of Gaussian distribution with lower moments identical to Gaussian

This is a question related to the statistical model behind independent component analysis (ICA).
We assume that $Z \sim N(0,1)$. Our goal is to construct a random variable $X$ that follows a ...

**100**

votes

**14**answers

22k views

### Statistics for mathematicians

I'm looking for an overview of statistics suitable for the mathematically mature reader: someone familiar with measure theoretic probability at say Billingsley level, but almost completely ignorant of ...

**21**

votes

**3**answers

2k 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 ...

**11**

votes

**1**answer

1k views

### What areas of algebra could be interesting to probability theorists?

I would like to find some topic of algebra (beyond linear algebra; algebraic number theory is fine) that would be interesting both to a student that wants to specialize in probability theory and to me ...

**22**

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 $...

**14**

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 ...

**8**

votes

**3**answers

21k 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 ...

**14**

votes

**3**answers

2k views

### James-Stein phenomenon: What does it mean that a James-Stein estimator beats least squares estimator?

Background James-Stein estimator and Stein's phenomenon, as described in Wikipedia are rather counterintuitive and amazing.
It is claimed that if one wants to estimate the mean $\Theta$ of
Gaussian ...

**10**

votes

**1**answer

508 views

### What are some of the surprising results of finite sample statistical estimation?

I'm trying to familiarize myself with the latest results in finite sample statistics. It seems to me that these results can be classified into two categories:
Unsurprising results confirm that the ...

**17**

votes

**1**answer

666 views

### How fast can extreme eigenvalues of the average of random matrices converge to their expectation?

Suppose that $X_1,X_2,\ldots,X_m$ are independent $d\times d$ random matrices and let $\overline{X} := \frac{1}{m}\sum_{i=1}^m X_i$. One of the questions studied under the theory of random matrices is ...

**10**

votes

**1**answer

6k views

### Conjugate prior of the Dirichlet distribution?

What is the conjugate prior distribution of the Dirichlet distribution?

**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 ...

**10**

votes

**4**answers

2k 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 $M_n$ ...

**6**

votes

**1**answer

307 views

### Is there a combinatorial/topological treatment of statistical independence?

Is there any reference which studies sets of random variables as independence systems, a type of combinatorial object (see below)?
Motivation:
In particular, since independence systems are abstract ...

**7**

votes

**2**answers

1k 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

767 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

960 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 ...

**8**

votes

**2**answers

620 views

### Distance between distributions and distance of moments

Let's say I have a sequence of random variables $X_n$ such that $$\mathbf E X_n^k = \mathbf E X^k+O(a_k/\sqrt{n})\quad\text{for all }k\in\mathbb N,\tag{$\ast$}$$ where $X$ is a random variable of ...

**7**

votes

**2**answers

587 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 ...

**6**

votes

**1**answer

483 views

### Does Multiplicative Version of Azuma's Inequality Hold?

It is known that there are multiplicative version concentration inequalities for
sums of independent random variables. For example, the following
multiplicative version Chernoff bound.
Chernoff bound:...

**3**

votes

**0**answers

403 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 ...

**1**

vote

**2**answers

162 views

### Weak convergence for discrete-time processes using characteristic functions

I am looking for a good reference about the analogues of the Bochner Theorem and the Lévy Continuity Theorem
for probability measures on $\mathbb{R}^{\mathbb{N}}$ with the product topology.
...

**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

754 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 ...

**7**

votes

**4**answers

2k 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) \...

**6**

votes

**2**answers

1k 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 ...

**6**

votes

**1**answer

445 views

### Estimate population size based on repeated observation

I take the bus to work every day. Every bus has a serial number, but unlike in the German Tank Problem, I don't know if they are numbered uniformly $1...n$.
Suppose the first $k$ buses are all ...

**6**

votes

**1**answer

386 views

### On the distribution of roots modulo primes of an integral polynomial

For motivation and related questions, see below.
Rough sketch of the question.
View $\bigsqcup_{p \text{ prime}} (\mathbb{Z}/p\mathbb{Z})$ as a ‘subset’ of the unit circle, via $a\pmod{p} \mapsto e^{...

**5**

votes

**1**answer

142 views

### Rate-Distortion theory: What is the distribution of distortion on an optimal Gaussian encoder?

If we wish to encode a gaussian source, $X\sim\mathcal{N}(0,\sigma^2)$ at rate $R$, then decode it to create an estimate $\hat{X}$, rate-distortion theory tells us that the lowest mean-squared-error ...

**4**

votes

**0**answers

164 views

### Distributions over permutation groups $\mathcal{S}_n$

Partly inspired by recent developments in enumeration of pattern avoiding permutations, which is known to be connected with Brownian excursions [Hoffman&Rizzolo]. The exciting milestone is the ...

**3**

votes

**1**answer

70 views

### Optimal linear measurement operator

Let $x\in R^n$ be an unknown vector. Suppose I am allowed to choose any $A\in R^{m\times n}$, under the constraint that each row of $A$ has $\ell_2$ norm at most $1$. Then I carry out a "measurement", ...

**3**

votes

**1**answer

2k views

### Order statistics of independent NOT identically distributed random variables

I want to find the p.d.f of the n-th order statistics from a set of independent, but NOT identically distributed random variables $X_1, \dots, X_n$ (the p.d.f. of the $X_i$'s is at hand)

**2**

votes

**1**answer

206 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 ...

**2**

votes

**2**answers

72 views

### Why the autoregressive process to generate random time series?

in order to test some forecasting methods, I desire to generate random time series. I'm about to use the AR(1) model:
$X_k=\alpha X_{k-1}+ \epsilon_k$
With eventually: $\alpha>1$
How can I ...

**2**

votes

**1**answer

369 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 ...

**1**

vote

**1**answer

957 views

### Finding number of independent variables in “statistical” dataset

I would like to know if there are any standard techniques (that I don't know about) to solve the following problem.
Suppose we have $n$ variables, $\mathbf{q} = (a_1, a_2, \ldots, a_n)$, but not all ...

**1**

vote

**1**answer

270 views

### Rademacher complexity of a Lipschitz class: Are the boundedness constraints necessary?

Consider the following function class: $F={f:R^d\rightarrow [a,b], f(x)=\sigma(w^Tx)}$ where $\sigma(.)$ is Lipschitz, and $w\in R^d$ is a parameter vector. The problem I'm working on is a machine ...

**1**

vote

**1**answer

141 views

### Asymptotic distribution of $\mathbb E_{\hat{P}_n}[Z]^T\operatorname{Cov}_{\hat{P}_n}[Z]^{-1}\mathbb E_{\hat{P}_n}[Z]$

Under very general conditions on the random $p$-dimensional vector $Z$, what can be said about the asymptotic distribution of the (random) scalar quantity $R_n := \mathbb E_{\hat{P}_n}[Z]^T\...

**0**

votes

**1**answer

96 views

### Expected values of two non-negative, integer-valued random variables related to an urn problem

Consider an urn containing $c$ distinguishable balls, $\alpha$ of which are red, $\beta$ of which are blue, and $\gamma$ of which are green, and $\alpha+\beta+\gamma=c$. We assume $\alpha,\beta,\gamma&...

**0**

votes

**0**answers

77 views

### How to calculate the exact probability $p$ at which maxima occurs in the curves in an infinite system?

I'm writing with respect to this paper: Khatun, Dutta, and Tarafdar - "Islands in Sea" and "Lakes in Mainland" phases and related transitions simulated on a square lattice
Here's a link to the PDF ...