An overview of statistics
Jargons in statistics, accuracy, precision, population, sample, etl
Detecting correlations using Pearson's chi square correlation test
Detecting correlations using correlations for numeric data
Detecting correlations using correlations for numerical data
Linear regression of multidimensional data
Describing multi-dimensional data
Given two uniform marginals, we can apply the inverse cdf of a continuous distribution to form a new …
The Box-Cox transformation transforms data into Gaussian data, which is especially useful in feature engineering, e.g., fixing irregularities in variances of a time series.
Likelihood is not necessarily a pdf
Using [[Fraser information]] Fraser Information The Fraser information is $$ I_F(\theta) = \int g(X) …
Kullback–Leibler divergence indicates the differences between two distributions
analysis of variance
Reparametrize the sampling distribution to simplify the sampling
MDL is a measure of how well a model compresses data by minimizing the combined cost of the description of the model and the misfit.
Bonferroni correction is very useful in a multiple comparison problem
In a multiple comparisons problem, we deal with multiple statistical tests simultaneously. Examples …
Arcsine Distribution The PDF is $$ \frac{1}{\pi\sqrt{x(1-x)}} $$ for $x\in [0,1]$. It can also be …
Two categories with probability $p$ and $1-p$ respectively. For each experiment, the sample space is …
Beta Distribution Interact Alpha Beta mode ((beta_mode)) median ((beta_median)) mean ((beta_mean)) …