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

4 votes
Accepted

When to throw away data

I cannot comment due to rep requirements but Alekk's comment reg weight- If you use hierarchical bayesian (also known as multi-level models) ideas to process the data then the observations coming from …
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  • 346
2 votes
Accepted

Does waiting in a queue change the expected time left to wait?

I am not entirely sure what you are asking but ... The model you reference in the wiki article has a memory-less distribution for waiting time and inter-arrival time. Thus, the total time for a reque …
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  • 346
0 votes
Accepted

Combining regressions

You should use hierarchical bayesian regression. Google search will provide lots of pointers.
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  • 346
1 vote
2 answers
790 views

Likelihood function for sequential random variables

Context Consider the following sequential data generating process for $Y_1$, $Y_2$, $Y_3$. (By sequential I mean that we generate $Y_1$, $Y_2$, $Y_3$ in sequence.): $Y_1 = X_1^' \beta + \epsilon_1$ …
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  • 346
0 votes

Estimating the mean of a truncated gaussian curve

Suppose you perform 2 draws and observe the sequence {v1, 0}. Then your question is: P( {v1, 0} | m ) = ?. The intuitive way to think of P( {v1, 0} | m ) is the take the frequentist perspective an …
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0 votes

Probability estimates for pairwise majority votes

This is how I would approach the problem: Let $\theta_{ij}$ be the probability that i beats j and let $w_{ij}$ be the number of times i wins over j in $n_{ij}$ trials. Then, the likelihood function i …
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0 votes

Probability estimates for pairwise majority votes

Now that I understand your question better, here is another attempt: Let $S_i$ be how strong item i is intrinsically. In a competition between items i and j the probability of i winning will depend o …
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1 vote

disconnected or poorly connected graphs in sport ratings systems

Another perspective that may help here comes from Bayesian statistics. You can model the outcome of competition between any two players using an unknown strength variable (say , $S_i$ ). Then, define: …
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  • 346
7 votes

How do I convert a uniform value in [0,1) to a standard normal (Gaussian) distribution value?

Use the inverse transform method.
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  • 346
0 votes

Medium-Sized Calculations and Organization

I think Mathematica or a suitable CAS is the way to go to deal with this issue.
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