All Questions
Tagged with nonparametric distributions
107
questions
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37
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Show that an event is improbable for exponential families iff it's improbable for all absolutely continuous distributions
Since all the exponential families are absolutely continuous, if part is trivial. However, I could not prove the only if part. My idea is to prove by contradiction, i.e. given an event $A$ such that $...
0
votes
1
answer
131
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How to find the type of my distribution?
I checked the normality of my data on SPSS and one of the variables is not normally distributed. I have the mean, standard deviation, skewness, kurtosis , min and max values of my distribution. But I ...
6
votes
2
answers
1k
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What is a medcouple?
What is a medcouple? I understand that it is the median of a couple of data points but it is not clear to me what these pairs of data actually are. E.g. https://wis.kuleuven.be/stat/robust/papers/2008/...
2
votes
1
answer
170
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How to estimate the probability that a single value follows the same distribution as a a set of values
This question is a possible duplicate of this one but I would like to go a bit further.
I have a set of values $X=x_1, x_2, \cdots, x_n$ that are iid estimates of a reference value $y$ given by a ...
4
votes
1
answer
106
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Nonparemetric tests: how to support the null hypothesis you claim to be testing
Let us assume that we have taken an unbalanced number of independent random samples from 5 different populations, which will be analogous to 5 different locations in this example. Each observation ...
2
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0
answers
104
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Fitting a range of distribution and test for goodness of fit - choose based on p-value or chi-squared values?
I have data for which I want to study the best distribution that fits this data. I am following this blog post to do my experiments. Basically the following things are happening:
fit a number of ...
0
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0
answers
30
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Sampling distribution from a parametric curve?
I'm not sure if this question is well-founded, given that it seems to be mixing random and deterministic processes, but I'm wondering if there's a meaningful answer. Suppose we have a parametric curve ...
2
votes
2
answers
135
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How to prove a multivariate r.v. does not follow the nonparanormal distribution?
Background
You may find the definition of the non-paranormal distribution at the 2nd paragraph in p.2296 of this paper.
In short, $(X_1, \ldots, X_p)$ is non-paranormal if there exists a set of ...
0
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0
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53
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Finding the right hypothesis test
I have two distributions (Generic and Generic Masked) that I want to compare. I want to show that one is distributed closer to 1 than the other, but don't know which hypothesis to test for this. I ...
3
votes
1
answer
2k
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Test to show one distribution is bigger than another
Here is a MWE of my problem:
I measure the size, $S$, of 10 red apples and 32 green apples.
$\bar S_\mathrm{red} = 8 \pm 1\,\mathrm{cm}$ and $\bar S_\mathrm{green} = 4 \pm 2\,\mathrm{cm}$.
I want ...
1
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0
answers
131
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What is the resulting distribution of a data set that was originally normally distributed but has been quantized and had all negative values removed?
I am trying to benchmark a seasonal forecasting model and calculate not just the point forecasts but the forecast densities from the model.
To do this, I generated a simulated data set in the ...
1
vote
0
answers
23
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Ways to make parametric statistics work with real time (often non-normal) data
BACKGROUND:
I have been tasked with teaching basic data analysis methods with R to a group of people in a business setting.
While my stance is that I am most difinitely not at the level where I ...
2
votes
1
answer
182
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Binomial distribution for two groups if success rate is not given
Two groups of twelve statisticians are taught two different methods of Statistics. (Assume that a statistician in group one is matched in terms of their Statistics ability with a statistician in group ...
2
votes
0
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83
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Estimating conditional probability distribution from samples
I have three continuous variables, $X$, $Y_1$ and $Y_2$. All three are correlated. For a given value of $X$, the conditional probability distributions of $Y_1$ and $Y_2$ are typically bimodal. I'm ...
2
votes
1
answer
144
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When a function of two random variables is Gumbel?
Consider two random variables $X,Y$.
Is there any example in which $X$ and $Y$ have a known parametric distribution such that $f(X,Y)$ is Gumbel with scale $\sigma$ and location $\beta$, for some ...