1. I

    Problem on Tests on mean and variance

    I need some help. It is a problem from a book called Theory of Multivariate Statistics, by Martin Bilodeau and David Brenner. It is from unit 8 (Tests on mean and variance), problem 14. Does anybody know this :)?
  2. M

    Statistically Significant Data for Test Engineer

    A common engineering experiment is to test something until failure to determine its ultimate break strength. Sample sizes can range from 5 to 100 pieces. I would like to know what statistical tests are used to make sure the data is good. Statistical tests that I am aware of are used to...
  3. N

    Computational Statistics: Variance reduction

    Hi. In this exercise, I should do the following subquestions for θ=P(X+Y≥15) where X∼Exp(0.5) and Y∼Exp(0.25) both X and Y are independent. Implement the following estimators for θ: (i) The raw simulation estimator. (ii) The antithetic estimator. But the exercise here restrict the methods...
  4. C

    Normalizing Variance Value

    Dear all I have a set of data points as show in the above figure. The data points were then binned together such that there are enough data points in each bin. After binning, I determine the variance of each bin as shown in the color plot below where the color represent the variance value...
  5. G

    Average and standard deviation

    Hi All, I am measuring the height of a tank over time to calculate the flux. -F is the volume of tank F -On every time point, the volume is measured 3 times (since the way of measuring is quite fault sensitive) So F has an average and a standard deviation. -Flux: (F(t)−F(t−1))/dt, in which dt...
  6. P

    Derivation of random variable for chi-square distribution.

    Hello all, In the chi-square distribution, how is the value of random variable derived. In the textbooks, the random variable is given directly as. 1st equation is for random variable, 2nd value is the test statistic used during inference of variance of a population. Source: Introduction to...
  7. E

    Analysis for difference in variances between group?

    I have data for 100 different biomarkers. Each biomarker has data for 4 groups (A,B,C,D) with ~2000 observations in each group. I've read a lot about ANOVA but I'm not looking for a difference in means, only a difference in variances between the 4 groups, for each biomarker. I know there is the...
  8. L

    calculating standard error and variance of correlation estimates

    Hi all I understand that to calculate the standard error of correlation estimates converted into fishers z scores you need to follow - 1/(√N−3) Now I have the standard error , I am wondering how I calculate the variance please? Thanks
  9. E

    Var (X) vs Var (X^2)

    Hi all - first post. I was hoping for help with the following problem: Let X be a discrete random variable and suppose Var(X)>1. How do Var(X) Var(X^2) compare? One of the answers is "not enough information to solve" which is what I'm leaning towards...I can find plenty of examples where...
  10. R

    Comparing pooled variances?

    Hi all, I have a problem where I want to prove that the data belonging to invidivuals of one group has a higher variance than the other. The experiment involves a parameter of movement that changed in one group of organisms, but without a clear trend. The parameter remains stable in...
  11. A

    Variance of indivudial variables in multiple regression

    Greetings, I am doing a linear multiple regression model in spss. this being the model: CB = β0 + β1SCC + β2D + ε. I have the values for β0, β1, β2, but how can I see the amount of variance explained by the each variable? do I just run the model without the second variable and look at R2? also...
  12. C

    Correlation and reproducibility

    Hi, I just registered to find some answers to probably very simple questions.. I hope those are not answered too often in the forum, but my computer gives me an error when I try to use the search function (maybe due to corporate internet restrictions). Starting situation 1: 4...
  13. D

    Normal Distribution: MLE, UMVUE & MSE

    Attached is a problem regarding MLE and UMVUE of a normal sample. Does anyone know how to do b) the MSE part? The use of An is confusing.
  14. R

    Bayes - need help informing priors

    Hi! Anyone here familiar with Bayesian inference? I would like to inform priors for an analysis. I have Odds Ratios and 95% CIs. How would I calculate the variance from the CIs. I know how to calculate SEs, but I don't think that is the custom for priors (its usually mean and variance)...
  15. U

    Relative Efficiency

    Consider the following equation: T_i = A_i + Z_i * B_i,i=1,2...,6. Suppose for all i(i=1,2,...,6) data generation of A_i and B_i are exactly same for two methods. The two methods differ only in generating data of Z_i. For method 1, Z_i is generated from Bernoulli distribution with...
  16. C

    Assumptions for comparing means and which test to use

    I am attempting to compare the means of soil moisture measured from two adjacent soil profiles at both 10cm and 30cm. Soil measurements were measured discretely six times over the course of two months at the same date and time for each profile. However, when looking to perform tests to compare...
  17. X

    Expected Value + Variance

    Hi guys just a quick question I am told i have two values which are 100 with probability of 0.8 and 1000 with probability of 0.2. Now, I know the E(X) is just 100(.8) + 1000 (.2). I know my var(x) = e(x^2) - e(x)^2 so is my var(x) just 100^2(.8) and 1000^(.2) ?
  18. I

    Normalizing data before calculating variation?

    Hello, We want to identify for which categories we need to differentiate in assortment over stores. We want to prioritize categories from highest potential to lowest (since we deal with 200 categories we can not do all categories at once). One of the things we want to take into account is...
  19. R

    standard deviation greater than variance, is this ok?

    I am putting together some audit results and it was suggested I present them as mean +/- SD. However there is a significant variance in the results. For example looking at hours it took to achieve a targeted temperature goal : results varied from 0 hours to 11. Using excel I ended up though with...
  20. A

    Help with unbiased estimators

    I'm working on a homework problem and the question I'm stuck on is as follows: "Give an unbiased estimator for 2µ+3σ^2" I'm not sure how I would go about doing that since the mean and the variance make up the function.