All Questions
Tagged with logarithm mathematical-statistics
26
questions
1
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0
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20
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Applying Tangent Lines to Log-Scaled Data for Outlier Detection: Seeking Statistical Theories and Models
I've analyzed the view counts for a YouTube channel's videos (just for example), sorting them by views (on the left) and drawing a tangent line to approximate the central trend on a logarithmic scale (...
1
vote
1
answer
142
views
Absolute deviation from the mean using logarithms
I am calculating the absolute deviation from the mean of a strictly positive set $\{x_1, x_2, \ldots, x_n\}$ like:
$$\left| x_i - \bar X\right|$$
My analysis makes it appropriate to work in logs ...
1
vote
1
answer
86
views
Does the P value need to be "back- transformed" after logging one variable in Regression analyse?
I have a data series, sediment concentration in water Vs Time. The data is not normal but I want to use regression and so have logged the sediment concentration (log10(x)). The residual and fit to ...
0
votes
1
answer
50
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Should i make correlation matrix of (1) first difference logarithm, (2) logarithm or (3) the natural numbers?
I am currently working on a project where I am looking at how prices are affected by changes in the exchange rates. For an example, I want to see how a change in my currency (Norwegian Kroner) affects ...
4
votes
1
answer
198
views
Coefficient of variation of log-Gamma distribution
If I have a Gamma distributed random variable $y$:
\begin{equation}
y \sim Gamma(\alpha, \beta)
\end{equation}
which has coefficient of variation $\frac{1}{\sqrt{\alpha}}$, then what would be the ...
2
votes
2
answers
3k
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Getting the variance of $X$ from $Var(\ln(X))$
I've a multiplicative model for which $Y = X*Z$, for which $Y$ and $Z$ is known. I want this model to be additive (therefore using logarithms) to figure out the variance of $X$. I have $$ln(Y) = ln(X) ...
1
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1
answer
392
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Converting log standard deviation in terms of the original units
We run regression specifications of the form,
lm(outcome_log_s ~ x1_s + x1_x^2)
In which the outcome variable is logged and standardized. We want to be able to ...
1
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2
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4k
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Should I convert the number after log transformation back to the original for calculating RMSE?
When I built the model, I applied the log transformation to all variables including the dependent variables. Now, I'm calculating the RMSE for the evaluation, and the result is in the log format, ...
0
votes
0
answers
861
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Back-Transformation for Ln(X+1) of zero rich data
I have seen and read several similar questions, but mine pertains specifically to zero rich data.
I will be back transforming my data based on a first order Taylor series approximation. As outlined ...
0
votes
1
answer
971
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A different proof for KL divergence non-negativity
KL divergence's non-negativity can be proved in many ways. One could use the inequality $\log x \leq x - 1$ as a main step in the proof, another one could leverage the property of concave of the ...
1
vote
1
answer
161
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Control for over-dispersion. Why do this: take natural log of metric, exponentiate, rank, remove top and bottom 10%
I'm looking at some NHS healthcare data on the number of deaths in England
The measure i'm looking at is called the SHMI - it's simply:
The number of observed deaths at a hospital / The expected ...
0
votes
1
answer
33
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Need some enlightment about how log affects the mean of the data?
So, I have some data regarding the views by videos on youtube. I took the log of the data and compared the mean of both variables. Why did the categories change so much when log was applied (first ...
4
votes
1
answer
575
views
Unbiased estimators of the log odds
In the book of Lehmann and Casella (2003) page 83, a random variable $X$ is distributed according to the binomial distribution $Bin(n,p)$, $n$ the number of trials and $p$ the success probability.
...
1
vote
1
answer
702
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How do you call: Ln(Xt/Xt-1)? [closed]
What is the best word/ phrase of describing the following:
Ln(Xt/Xt-1)?
Is that:
A: natural log of differences?
B: natural log of growth rates?
C: Something else??
The reason I need to know ...
2
votes
0
answers
153
views
How to compare the marginal variation of two groups with a big difference frequency between them?
I have two different groups (A) and (B) and I would like to compare the marginal variation of the frequency for each time of both groups but, each one of them has a different frequency for a given ...