All Questions
Tagged with nonparametric distributions
107
questions
0
votes
0
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40
views
Estimate the likelihood of two continuous samples of unknown distribution
Consider two continuous and unknown distributions
$$X : {x_1, x_2, ..., x_n}$$
and
$$Y : {y_1, y_2, ..., y_n}$$
both can be tagged as time series with $n > 8000$.
I need to estimate the likelihood ...
- 81.5k
0
votes
0
answers
11
views
How to compare peak location and tail length of two different distributions?
I have the distributions of the fraction of people in each income bracket in a town in 1990 and 2020. The total sample size is the same in both, and assume that the incomes have been adjusted to ...
11
votes
4
answers
3k
views
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 ...
- 34.2k
32
votes
3
answers
5k
views
Why does the Kolmogorov-Smirnov test work?
In reading about the 2-sample KS test, I understand exactly what it is doing but I don't understand why it works.
In other words, I can follow all the steps to compute the empirical distribution ...
- 30.3k
6
votes
1
answer
2k
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Plotting non-parametric (E)CDF confidence envelopes for comparison
I have previously asked about a way to test whether two samples are drawn from the same distribution (Non-parametric test if two samples are drawn from the same distribution). I was very glad to learn ...
- 58.6k
1
vote
1
answer
72
views
Does taking the ratio of Empirical Distributions (histogram bins) show their differences?
Background
I have two Empirical distributions, both derived from social media data.
The first represents a broad sample of ~4.8 million posts and the number of followers each post author has. The ...
- 655
0
votes
0
answers
150
views
Comparing the output distribution of two ML models
Consider a regression task (e.g. predicting house prices) with a given train and test sets.
We start with constructing a linear regression model, in which we assume $y_i=X^T\beta+\epsilon$ with $E[\...
- 4,012
5
votes
2
answers
226
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Calculation of a nonparametric equal-tailed (central) tolerance interval for an unknown continuous distribution
Assume we have a sample of size $n$ from an unspecified continuous distribution $F(\cdot)$. We wish to construct a tolerance interval to contain $(100\,\beta)\%$ of the population with a pre-specified ...
- 30.9k
1
vote
0
answers
50
views
The hunt for a 'nice' flexible distribution [duplicate]
Background
Suppose I have data $\mathcal{D}_1, \cdots, \mathcal{D}_n$ with each $\mathcal{D}_i$ containing $m$ observations $X_{i1}, \cdots, X_{im}$; these observations are of unknown distribution, ...
- 621
2
votes
2
answers
115
views
Distribution and variable analysis
I am doing a statistical test (program used is SPSS). On the basis of distribution and sample size, I have to chose the correct variable analysis. I also have to justify every decision. I have two ...
- 58.6k
4
votes
3
answers
547
views
Nonparametric Order Statistics - Does this Exist?
I was reading about order statistics on Wikipedia [retrieved 29 June 2022]:
Apparently, if we have a sample with $k$ elements (e.g., $x_1, x_2, ..., x_k$) and assume a probability distribution for ...
- 65.1k
7
votes
2
answers
2k
views
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>...
- 30.3k
1
vote
0
answers
261
views
Non-parametric test for unimodality of 2-d dataset
I'm looking for a method to determine if a 2-d dataset forms a single cluster or is split into two/multiple clusters - and what's the likelihood or p-value for this. Isolated data should not be ...
- 1,119
3
votes
1
answer
110
views
Approximation of distribution that has a positive atom by well-known parametric distributions
I have a variable (say, $y$) in my dataset for which a lot of observations are clustered around some point $c$ and after the point $c$ the distribution looks continuous. I imagine that would be the ...
- 12k
0
votes
0
answers
65
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Comparing averages of non normal distributions
I want to compare the daily average revenue of a promotion period (7 days) of a business with the daily average of the rest of the year.
So, sample 1 has 7 data points, whereas sample 2 has 300 data ...
- 58.6k