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.

1,206 questions
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 ...
13k views

Is there a natural random process that is rigorously known to produce Zipf's law?

Zipf's law is the empirical observation that in many real-life populations of n objects, the $k^{th}$ largest object has size proportional to $1/k$, at least for $k$ significantly smaller than $n$ (...
16k views

Why is it so cool to square numbers (in terms of finding the standard deviation)?

When we want to find the standard deviation of $\{1,2,2,3,5\}$ we do $$\sigma = \sqrt{ {1 \over 5-1} \left( (1-2.6)^2 + (2-2.6)^2 + (2-2.6)^2 + (3-2.6)^2 + (5 - 2.6)^2 \right) } \approx 1.52$$. Why ...
2k views

On Mathematical Analysis of MathSciNet & MathOverflow

This question has two original motivations: mathematical and social. The mathematical motivation is mainly based on what I have seen about Zipf's law here and there. The Zipf's law simply states ...