All Questions
Tagged with computational-statistics normal-distribution
17 questions
0
votes
0
answers
32
views
Using inducing points for exact gaussian process inference
I'm a bit muddled with the inference of gaussian processes using inducing points, in particular in conditions when this should be exact inference and not an approximation.
For a gaussian process $f\...
- 1
3
votes
0
answers
35
views
Is it more efficient to optimize precision than covariance matrix?
This might be a silly question, but I want to make sure I'm not missing something.
Say that we want to fit a multivariate Gaussian distribution $\mathcal{N}(\mu, \Sigma)$ to some data by maximizing ...
- 1,405
0
votes
0
answers
166
views
Overflow when computing binomial distribution for large n [duplicate]
How do you compute a binomial probability distribution for large $n$? If I try the following, I get an integer overflow in any programming language:
...
- 111
6
votes
2
answers
117
views
Fast top-n from samples of many different normal distributions
Let's say I have 1 million normal distributions, each with a different mean and stdev. I want to sample from each distribution and take the top 10 samples (for a Thompson sampling application.)
Is ...
- 135
9
votes
1
answer
676
views
Is the ratio of two sums normally distributed?
I've encountered this problem and I'm not sure whether my logic is correct. Suppose I have a random sample of customer spending and I want to estimate the market share of a given store in a given ...
2
votes
0
answers
41
views
Preconditioning
Problem Statement
Let $\pi(x)$ be my target distribution and suppose $\text{Var}_\pi[X] = \Sigma$.
Suppose also that I have obtained samples $X^{1:N}\sim \pi$, computed their sample covariance matrix $...
- 667
1
vote
0
answers
72
views
Prior probability of Normal distribution [closed]
I was solving one problem and got to the point where I needed to find the prior probability of the normally distributed variable, with the known mean and variance. I'm a little confused because I've ...
- 247
1
vote
1
answer
897
views
Chi-Squared-Test fails for large sample size?
I am currently working on an exercise for my statistics class and I came across some weird behaviour of the Chi-Squared-test (CST), which I hoped someone could explain to me.
The problem is the ...
- 113
1
vote
0
answers
41
views
What is the probability a specific video in a loop is played while a customer waits in line?
Question: What is the probability a given video from a video loop will be displayed to a customer waiting in line?
Assumptions:
1. Mean Wait Time = 260 Seconds
2. Standard Deviation of Wait = 120 ...
0
votes
1
answer
11k
views
How can I calculate the mean and standard deviation given three percentiles using Matlab?
I have the percentiles of 3 values. The percentiles are 5th, 50th and 95th. The values respectively are 340, 365 and 385. How can I find the median and the standard deviation given that data follow a ...
2
votes
1
answer
380
views
MCEM algorithm in normal distribution
Consider $z_1,\ldots,z_n$ as a sample of observations of $Z$ and
$y_1,\ldots,y_n$ the missing data,
where $Z\sim N(\mu,\sigma^2+1)$ and $Y\sim N(0,1)$.
i)Find the expression of $u_{p+1}$ ...
user72621
2
votes
1
answer
486
views
Area within a given number of standard deviations from given mean
I have a variable with mean value of 18.85 and standard deviation of 1.45.
I want to define the area that is covered by 1.45 standard deviations left and 1.45 standard deviations on the right side ...
- 171
3
votes
2
answers
970
views
How to transform a normal random variable such that I can simulate normal samples between the range of 1 and 45?
How to transform a normal random variable such that I can simulate normal samples between the range of 1 and 45?
Do I need to do a jacobian transformation ?
- 1,256
0
votes
1
answer
419
views
Comparing two probabilities from the same normal distribution
have a normal distribution. I would like to compare two input probabilities from this population to measure how "similar" they are. Everything is subjective but I wanted to be able to say that $x$ is ...
1
vote
1
answer
541
views
Fast way to calculate difference in normal CDFs
I'm running a computationally intensive method where I have to calculate the difference in Normal CDF's millions of times, such as
pnorm(y)-pnorm(x)
I have not ...
- 7,470
2
votes
2
answers
2k
views
EM algorithms - confidence interval estimation
Does anybody know how to find the confidence intervals for estimated parameters of a mixture of Gaussians by using EM algorithm?
- 21
49
votes
4
answers
93k
views
How to sample from a normal distribution with known mean and variance using a conventional programming language?
I've never had a course in statistics, so I hope I'm asking in the right place here.
Suppose I have only two data describing a normal distribution: the mean $\mu$ and variance $\sigma^2$. I want to ...
- 635