All Questions
Tagged with nonparametric distributions
107
questions
2
votes
1
answer
381
views
Learn a distribution from distributions on samples [closed]
There's many good ways to learn a distribution $p_X$ of an r.v. $X$ over $k$ symbols given many i.i.d. samples $X_1,\ldots, X_n$. The simplest is to use the sample relative frequencies $\hat{f}_X$ as ...
- 421
3
votes
1
answer
2k
views
What fat tail distributions can I fit to my data?
I have 490 data points, which are very unlikely to be I.I.D. Below is a summary in Million dollars. My goal is to fit a distribution so that its 99.9th quantile captures the 70.22M maximum.
Min. 1st ...
- 629
1
vote
2
answers
7k
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Finding the conditional distribution of 2 dependent normal random variables
Here's the situation
$X \sim N(\mu, \sigma^2)$ and given $X=x$, $Y \sim N(x, \tau^2)$
I need to find the distribution of $X$ given $Y=y$
From what's given, I know the pdf's of $X$ as well as $Y|X=x$...
- 81
0
votes
0
answers
92
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How to check if two samples come from the same population? [duplicate]
I was wondering if or which tests can be used to test if two samples come from the same population for data that is not normally distributed?
- 203
1
vote
1
answer
291
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How to show that the general parzen window provides a probability distribution?
According to the solution above, the integral of the kernel over x is the volume of the hypercube. However, I do not understand why. Can someone explain to me please?
11
votes
4
answers
3k
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Why is Kernel Density Estimation still nonparametric with parametrized kernel?
I am new to kernel density estimation (KDE), but I want to learn about it to help me calculate probabilities of outcomes in sequencing data. I watched this https://www.youtube.com/watch?v=QSNN0no4dSI ...
- 9,412
1
vote
0
answers
60
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Probability that a random variable is k-th when ordered - simplification needed.
My first post... I'm trying to simplify the following problem:
Let $F_e(x)$ be a continuous cdf of some distribution parametrised by $e$. Let us assume that:
(a) The mean of this distribution ...
- 11
2
votes
0
answers
54
views
Suggest a (nonparametric?) test for the difference between two strictly-positive distributions
$\mathbf{X}$ is a $n\times p$ matrix of data. I'm treating $\mathbf{X}$ as having a multivariate normal distribution with some arbitrary covariance structure.
$\mathbf{Y}$ is a $(m<n)\times p$ ...
- 13.5k
1
vote
1
answer
829
views
Three parameter lognormal distribution
I'd like to know what results there are for $(1-X)(1-Y)$ where $X$ and $Y$ are independent and both have a lognormal distribution. I'd like to find an analytic solution or closed form approximation, ...
- 56
2
votes
1
answer
3k
views
Probability of an unknown distribution
I have the sample of a variable $X$ whose distribution is unknown and I would like to know how to estimate the probability of $X$ taking some values. How can I do that? I assume that there's a non ...
- 157
0
votes
1
answer
379
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Non parametric: How to detect different groups
I have data sets for different serial numbers of devices. Those data are not following a normal distribution.
I would like to know which serial numbers are behaving differently from the overall ...
- 121
0
votes
1
answer
34
views
Detecting outlying distributions of ratio data
I have a dataset consisting of hundreds of repeat observations on thousands of agents. Each observation is a ratio between two distance measures, A and B, where A is always larger than B. Thus, my ...
- 271
10
votes
2
answers
3k
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Looking for a robust, distribution-free/nonparametric distance between multivariate samples
There are many distance functions for distributions out there, but I'm having a hard time wading through them all to find one that
is "distribution-free", or "nonparametric", by which I mean only ...
- 1,967
2
votes
2
answers
2k
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Comparing frequency distributions
Quick rundown of my data: I have depth measurements from fish with implanted transmitters from two sites (reference and hypoxic) and two seasons (spring and summer). All data is in an Excel ...
- 23
7
votes
2
answers
2k
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Probability that randomly chosen value from one distribution is greater than randomly chosen value from another distribution
Say I have $n$ values sampled from two distributions, $A$ and $B$ . That is, I have a sample $A_1, A_2, \dots, A_n$ and a sample $B_1, B_2, \dots, B_n$. How would I go about finding $P\left(A_i>...
- 425