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全部话题 - 话题: distribution
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L*******t
发帖数: 2385
1
来自主题: Quant版 - log return distribution 选择
可以去看看John Maheu的文章,discrete time的东西。但是fit return distribution
很有用
他在Mcmaster Univ
n**********E
发帖数: 157
2
给一个centered unit circle C_1,一个no drift的BM从(x,y)点开始,求circle的
hitting time distribution,不是求expected hitting time。
谢谢
h******r
发帖数: 201
3
如果我有100G的数据,来自对同一个变量的observation, 如何找到它的distribution
g*****o
发帖数: 812
4
样本这么多, 直接用分析空间数据的方法, 画条平滑的曲线/面比较方便吧

distribution
p*********s
发帖数: 61
5
I will try nonparametric methods first like bucketing/histogram, then you
can make various distribution assumptions based on that.
w**********y
发帖数: 1691
6
统计master 101应该就会学到一个定理,满足一些条件下,moment generating
function 可以一对一的决定一个distribution
实际应用中,2013年的诺贝尔奖不是重新confirm了 Generalized Method of Moments
的伟大地位了么
K*****2
发帖数: 9308
7
他以为看个kurtosis和skewness就知道distribution了,开国际玩笑呢
J**Y
发帖数: 34
8
来自主题: Science版 - Re: what is "log-normal distribution"?
A random variable with log-normal distribution means that the log
transformation of this variable is normal.
d****y
发帖数: 53
9
来自主题: Science版 - Re: g(r) radial distribution function
I guess you are talking about radial distribution function in the context
of condensed matter physics.
A very good reference would be Page 234-248 in States of Matter by Prof.
David Goodstein.
And its Fourier transform is basically the structure factor, which is also
discussed nicely in this book.
c*****t
发帖数: 198
10
【 以下文字转载自 Biology 讨论区 】
发信人: compact (support), 信区: Biology
标 题: how to measure the spatial distribution of amino acids, like lysine
发信站: BBS 未名空间站 (Tue Jul 1 13:42:59 2008)
other than C14 isotope measurement. Thank you.
p********a
发帖数: 5352
11
来自主题: Statistics版 - [合集] Bus arrival time distribution
☆─────────────────────────────────────☆
DaShagen (Unbearable lightness ) 于 (Wed Feb 28 23:56:28 2007) 提到:
What kind of distribution does the arrival time of a bus at a bus stop
follow?
say the scheduled time is 9:00am
☆─────────────────────────────────────☆
sickasick (sickasick) 于 (Wed Feb 28 23:59:24 2007) 提到:
u could assume exponential dist'n

☆─────────────────────────────────────☆
stickyyo (sticky sticky) 于 (Thu Mar 1 00:00:12 2007) 提到:
exp?
guess
☆───────────────────────────
r***r
发帖数: 123
12
Please help me out of this.
I need a algorithm to write a function in ORACLE.
I know there is a function GammaInv in Excel and GamInv in SAS. Thoses
functions won't help me to implement it in Oracle.
I know very little about statistics. Don't even know what is gamma distribution
. Would you please give me some formula or agrithom to calculate gamma
inverse. I couldn't find any.
We are currently using Excel/SAS to get around of this. My boss want do it
in Oracle.
Thanks in advance!
z*********o
发帖数: 541
13
来自主题: Statistics版 - gamma distribution + mgf
let x1 x2 be two independent random variables having gamma distributions
with
parameters a1=3, β1=3 and a2=5,β2=1 ,respectively.
find the mgf of Y=2X1+6X2
不是作业,是课后练习题,因为要考试了,但是没有思路。please help
p****o
发帖数: 1340
14
a straightforward and useful way is to use qq-plot.

distribution) hard to prove,
10^4).
our target
data, to say our
w********1
发帖数: 4
15
来自主题: Statistics版 - 请教两个t distribution 相减
mean,variance,知道并且相等,t1-t2(independent) 是什么distribution?
谢谢!
z*********o
发帖数: 541
16
能不能帮忙解释一下gamma function 和 the pdf of gamma distribution的之间关系
t******n
发帖数: 21
17
来自主题: Statistics版 - question on normal distribution in matlab
I used matlab to generate a normal distribution with 0 as mean and 1 as
standard deviation. But if I used function 'normfit' to fit the generated
dataset, the new mu and sigma values do not match the original data. Is this
right?
normpdf: 0, 1
normfit: 9.9900e-02,1.3498e-01
s*******g
发帖数: 37
18
来自主题: Statistics版 - question on normal distribution in matlab
u made a stupid mistake in your code.
U didnot generate the norm-distributed data, since the variable [enm_bf_mcnx
] in your code could not come from standard norm.
U should try the following:
enm_bf_mcnx=normrnd(0,1,1000,1);
[mu,sigma]=normfit(enm_bf_mcnx)
o****o
发帖数: 8077
19
noninformative prior may result in closed form posterior under some models

distribution
closed
t****g
发帖数: 715
20
Yes, Chi square test is a good alternative here, while I have to use KS for
my application (I was asked to do so). In theory, the original KS test only
works for continuous distributions, though an extention to discrete is also
available. However, software packages usually only offer KS for continuous.
If you apply it(e.g. R, ks.test) to discrete, the p values are misleading.
I am looking for codes(or functions in popular packages) that implement KS
to discrete, and report correct p values.

yo
l*********1
发帖数: 66
21
mixed Gaussian distribution.(with one truncated?)
p********0
发帖数: 186
22
来自主题: Statistics版 - joint distribution
assume X1 is random variable with N(0, 1) and X2 random variable with N(1,2)
What is the distribution for X3=X1+X2?
Is it a mixture model?? f_(X3) = 1/2 f_{X1) + 1/2 f_{X2}
d******e
发帖数: 7844
23
来自主题: Statistics版 - joint distribution
definitely not.
If X1 and X2 are independent, the sum will be N(1,3)
Btw: This is not called joint distribution

2)
N**D
发帖数: 10322
24
来自主题: Statistics版 - joint distribution
google "sum of normal distributions", go to the result in wiki

2)
A*****s
发帖数: 13748
25
来自主题: Statistics版 - gamma distribution
wikipedia: gamma distribution
真搞不懂生物专业到底是培养啥的。。。
o**4
发帖数: 3
26
来自主题: Statistics版 - 求助:关于trucated normal distribution
请问,if x~N(mu, sigma),
y是每一个x值四舍五入得到得整数,比如7,6,5,4,5,6,3,4,6,6。。。
如何得到P(mu,sigma | x1,x2...x13,y) 以及 P (x1, x2....x13 | mu sigma, y)
我不太明白如何得到conditional posterior distribution。。。。
万分感谢!
s*r
发帖数: 2757
27
is gibbs sampling to sample from conditional distribution alternatively

noraml
w******o
发帖数: 3259
28
来自主题: Statistics版 - Q about Kurtosis distribution
两个variable,
一个skewness 是-.836 , kurtosis是.235,
一个skewness是-.224, kurtosis 是-.653.
sample size 是27.
请问这kurtosis代表的是什么?从这些distribution的数据来看能不能证明两个
variable是independent的呢?skewness -.224和-.653是significantly different
from each other的吗?怎么证明呢?-.836和.235呢?
万分感谢!
C******t
发帖数: 72
29
A simple example: x ~ N (1/2,1/12), Y~ Uniform (0,1). Both of them have the expectation 1/2, and variance 1/12, but they are different distribution.
In more general scienario, there is a theorem: Let Fx(X) and Fy(Y)be two
cdfs all of whose moments existl If X and Y have bounded support, the Fx(u)=
Fy(u) for all u if and only if Ex^r=Ex^r for all intergers r=0,1,2,....;or
if the moment generating unctions exist and Mx(t)=My(t) for all t in some
neighborhood of 0, the Fx(u)=Fy(u) for all u.
S******y
发帖数: 1123
30
来自主题: Statistics版 - tweedie distribution
Is Tweedie distribution a subset of Exponential family?
m*********n
发帖数: 413
31
来自主题: Statistics版 - what is choice of right skewed distribution
what about mixture of right skewed distributions,
kaka
z*****n
发帖数: 95
32
y = min (x1, x2,..,xn) 的概率分布,where x1, ..., xn is Poisson distribution

多谢大侠们
D******n
发帖数: 2836
jl
发帖数: 398
34
R 里面的 Anderson-Darling , CVM 缺省是用来 test normality的.
什么R Pakcage支持 test Expentional, Chisq,... distribution.
多谢!
p********r
发帖数: 1465
35
来自主题: Statistics版 - SAS sampling Distribution的实现
请教大家:
有个population{1,2,3},抽取两个出来,{1,2}{1,3}{2,3}三种可能,如何用SAS实现
?并显示出这个sampling Distribution?谢谢大家!
i*****r
发帖数: 24
36
看到个问题,已知degree of freedom N-1,
和 (kai) x^2,查表得,x^2 falls between 0.9 and 0.5,
conclusion data set is Poisson distribution.
不是统计专业的,不懂为什么,请给点建议。谢谢。
B******5
发帖数: 4676
37
参数?至少知道大概是什么distribution family吧
不然直接density estimation了
W**********E
发帖数: 242
38
这里有谁知道R里PROBABILITY DISTRIBUTION FUNCTION的C源程序怎么下? 原来下过
,但不记得了。
thanks,
W**********E
发帖数: 242
39
这要自己写得写到什么时候? 我需要的是全部的DISTRIBUTION FUNCTION 源代码,且用C程序写的。R 是调用C语言写的程序。以前是在R网站上有下,现在找不到了。
b*****n
发帖数: 685
40
你要全部的DISTRIBUTION FUNCTION源代码干什么啊?其实全部也就十来个吧,写一下
也就一会儿的事情
s***7
发帖数: 506
41
有rician噪声的信号,probability distribution 函数里面的
sigma^2,是variance,这个量怎么求,用实验值还是无噪声值,
谢谢回复。
w****a
发帖数: 155
42
来自主题: Statistics版 - 一个关于limit distribution的问题
What’s the limit distribution of the following item? u is the expected
value of Y_i. Thanks.
[\sum_{i=1}^{i=n} (Y_i- u)]/\sqrt{n}
c*******o
发帖数: 8869
43
来自主题: Statistics版 - 问一个distribution的问题
我现在有raw data, 可以做一个histogram, SAS或者R有没有什么procedure/function
可以给出一个最佳的probability distribution (normal, gamma, weibull.....)
//bow
t****g
发帖数: 715
44
自己顶一下.

distributions.
or
the
A*******s
发帖数: 3942
45
来自主题: Statistics版 - 怎样决定用什么distribution做kernel
how about guessing a few distributions, and then comparing the maximum
likelihoods?
s******a
发帖数: 184
46
根据一个已知的数据集,估算这个数据的probability distribution 一般用那些方法
s******a
发帖数: 184
47
假入需要用MCMC模拟一个非常复杂的分布,如何选择proposal distribution 呢?
a****3
发帖数: 11741
48
请教如何求解confidence interval of a random sample from gamma distribution?
万分感谢!
a*****3
发帖数: 601
49
来自主题: Statistics版 - test count data distribution in SAS
did you mean zero-truncated/modified distribuation ?

, : or other distribution tests in SAS (except for normality test).
sense in reality. How can u tell: the prob of a sample follows NB but not
Poisson, zero-inflated Poisson or: zero-inflated NB? They look quite similar
...
p********0
发帖数: 186
50
Assume 3 discrete value (10%, 30%, 60%) probablility,
given previous 1 selected the probability change according to a function fn(
v1, v2, v3).
how to select 100 samples, each step I only select one sample according to a
distribution F_n,
Which method should I use to sample? thanks
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