Parametric test for testing if two sets of samples came from the same normal distribution with unknown parameter?

Is there a parametric test to see if two sets of samples came from the same normal distribution with unknown parameter? Suppose I have one set of samples $X_1, X_2, \dots, X_m$ and another set of samples $Y_1, Y_2, \dots, Y_n$. Do we know a test to check if both of these were drawn from … Read more

Confidence interval for Mann-Whitney test (Hodges–Lehmann estimator)

Does anybody knows how to calculate the confidence interval using normal approximation for the Hodges-Lehmann estimator (median of Y-X)? This is how Minitab performs calculation, but I cannot find formula behind it! Example Group 1: 0.8, 1.2, 1.4, 0.9, 1.0 Group 2: 1.1, 1.3, 1.5, 0.7, 1.6 And below the result from Minitab which informs … Read more

How to interpret the difference between degrees of freedom estimates from a a non parametric gam() regression in R

I have run a multiple non-parametric regression using the gam function, my output is below. My question is – what can I conclude from the estimated degrees of freedom of USGDP compared to Rr (Rr is the Dollar price in South African Rands) as they relate to estimating Manufacturing? = gam(Manufacturing ~ s(Rr) +s(USGDP), … Read more

Effectiveness of exam: did it achieve the goal?

I have a dataset of student scores in an exam. Its structure is as follows: Group Subgroup StudentID Score(4 Categories) AssessmentDate 001 001 00001 1 20170401 001 002 00002 2 20170401 There are nearly 10000 students, divided into 10 groups, each having 20 subgroups or so. Different raters were assigned to groups or subgroups, so … Read more

Graduate Student in Nursing Research

I am doing a research proposal comparing the rates of venous thromboembolisms in post operative surgical patients. Two groups are being studied and were assigned by the type of drug they were prescribed from their physician. The two types of drugs compared are oral anticoagulants and low molecular weight heparin. I am doing this research … Read more

Is probability distribution known in parametric inference?

I have two questions about parametric inference. Assume we estimate parameter $\theta$ from a set of measurements. Is probability distribution $p(x|\theta)$ known from the begining? In other words, do we know the probability distribution function and its dependence on $\theta$? I think without this information it would be impossible to calculate e.q. Fisher Information and … Read more

Recursive nonlinear models [closed]

Closed. This question needs details or clarity. It is not currently accepting answers. Want to improve this question? Add details and clarify the problem by editing this post. Closed 3 years ago. Improve this question I have the following recursive linear model X=ε1 Z=β2X+ε2 Y=β3Z+ε3 By solving the model its easy to see that E[Y|X,Z] … Read more

Correcting Spearman’s rank correlation for measurement error and range restriction

Many articles describe how to correct the Pearson correlation for both measurement error and range restriction.1,2,3 For some work I am conducting, I would like to estimate the Spearman rank correlation on some data that has known quantities of measurement error and range restriction. How could I go about correcting the observed Spearman rank correlation … Read more

Smooth regression algorithms that produce zero training error

I am looking to fit three regression functions f1,f2,f3:R2→R. For example, let’s say X1 is time, X2 is geographic latitude, f1 is the temperature, f2 is the height of the water, and f3 is the humidity. I observe a set of {(X1,X2,Y)} for each of temperature, height of water, and humidity. Note that the Xs … Read more

Which test to use to detect if a process has significantly more errors than another?

A have a set of machines running a particular software. I want to do something that’s called “canary deployment”. This consists of deploying the new version of the software to a subset of machines and monitor error statistics. And then, if the new version doesn’t seem to be causing more errors than the old version, … Read more