4
votes
Accepted
Given the total cost of many graph walks, how to estimate the cost of each edge?
This can be solved with linear regression (as a first-pass)
This problem can probably be handled as a linear regression (at least as a first pass analysis) using the total cost as the response ...
- 133k
3
votes
Accepted
Calculate the mean and variance of a stochastic process?
The process is a series of random variables $(X_n).$ It is evident from your formulas and code that these random variables are the proportions of white balls in the urn when there are $n$ balls in the ...
- 334k
2
votes
Accepted
Proof for Asymptotic Normality for MLE with Multiple Parameters
I will give a sketch of the proof, as I do not have access to the reference pointed out in the comments. Before that, note that indeed, the (mis)use of the mean value theorem/Taylor series ...
- 186
2
votes
Accepted
How do machine learning topics fit into a traditional undergraduate statistics course on estimation?
To integrate those ML topics into undergraduate traditional statistics topics of estimation, begin with statistical estimation theory (MLE, MAP, MME) to set the foundational stage and then apply it to ...
- 1,335
2
votes
Calculating mean variance between double determined measurement of random variable
Your sense is correct that, in principle, you can pool information from multiple measurements to get a better estimate of the error variance. Here's an illustration in R.
First, generate a set of ...
- 102k
1
vote
Bayesian Regression with ARIMA errors
Both the {brms} and {mvgam} packages can do this using Stan on the backend. The advantage of these two is that the ARMA process ...
- 1,011
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