A recent one had an email root address matching a Taiwan friend, so I infer they
are coming from there. they have the same 'appearance' I find when looking at
Chinese web pages, suggesting that yes, they are intended to be Chinese
characters but mis-handled.
Perhaps there is a short set of typic
In his Re: What Is This?: ÒµÎñÁªÏµ (1/31/2002) Carl Lee wrote:
>
I certainly agree that said messages are inappropriate for this news list
and ought to be stopped.
In article <[EMAIL PROTECTED]>,
Glen Barnett <[EMAIL PROTECTED]> wrote:
>Dennis Roberts wrote:
>> unless you had a table comparable to the z table for area under the normal
>> distribution ... for EACH different level of skewness ... an exact answer
>> is not possible in a way that would be expl
All of these are from China. It can be read by Chinese browser. They are
commercial advertisements. It is extremely irresponsible, and must be stopped.
This list is not for junk mails such as these.
Carl
--
Ronny Richardson wrote:
> I've started receiving me
Visualize a large cubic room, say 100 feet on a side. 1,000 ping pong balls
will be removed from an urn and placed in the room via random drawings from
a uniform distribution for the x, y, and z position. The balls will be held
stationary in their assigned position by means unknown to us and of
Eric Miller wrote:
>
> Dear Friends,
>
> I had difficulty reading huge excel data into sas.
> I tried the following code, but it always says "physical file does not
> exist". I need your help.
>
> My code:
> ===
> filename import dde 'excel|sheet1!r2c1:r379c15';
> data xra
On Thu, 31 Jan 2002 10:37:13 -0500, Rich Ulrich <[EMAIL PROTECTED]>
wrote:
> Postmaster,
> Would you please tell your User that they have to
> stop sending their daily message to Usenet Newsgroups.
>
> Below are the headers, and the contents of what was
> received today, at sci.stat.edu.
>
> R
Hello!
I am trying to find out if the following integral
(given in mathematica notation) can be solved analytically.
If anyone knows the answer to this I'd appreciate the help.
f[y_]:=p*Exp[-y^2/(2*a)]/Sqrt[2*Pi*a] + (1-p)*Exp[-y^2/(2*b)]/Sqrt[2*Pi*b]
Integrate[-f[y]*Log[f[y]] , {y, -Infinity,
We (our systems administrator and I) have been mystified by the recent
glut of these messages too. Most of them seem to come from Asian
countries, so I presume the problem has something to do with the mapping
of Asian character sets. I know there have also been lots of problems
with spam and vir
I thought that these were sublime messages from Venus. I am receiving them
too.
Henry M. Silvert Ph.D.
Research Statistician
The Conference Board
845 3rd. Avenue
New York, NY 10022
Tel. No.: (212) 339-0438
Fax No.: (212) 836-3825
> -Original Message-
> From: Ronny Richardson
I've started receiving messages like the following from the newsgroup. Is
this a problem with the newsgroup or a problem with my mail program?
Ronny Richardson
At 02:02 PM 1/31/02 +0800, you wrote:
>Á貨ÅÆ01713»·±£ÐÍÍòÄܽº
>
>²úÆ·½éÉÜ
>´«Í³µÄ¼ÒÍ¥×°ÊÎ×°è«£¬ÃÅ¡¢´°¡¢¼Ò¾ß¡¢×À¡¢ÒΡ¢´²¡¢
Hi all,
My question, although probably basic to most of you, is: If you are
comparing two models, why might the test variables parameter estimates
be significant in the second case and not in the first yet the
R-square is decreased. For example:
Model 1 - Some time period
y = x1 + x2 + x3 + x
I had a colleague (a biologist) ask me about sensitivity analysis. I am
not familiar with the technique (above and beyond knowing that the
technique exists). What books/articles/websites/etc. would be good sources
for my colleague to learn about sensitivity analysis. Since he's a
biologist a
Hola!
But the original poster asked about trimming IN THE MARGINAL
DISTRIBUTION with multivariate data --- and that is totally insane. If
trimming should be used in regression settings , the residuals should be
trimmed - as in Rousseuw and Leroy's LTS (least trimmed mean of
squares), implemented
Postmaster,
Would you please tell your User that they have to
stop sending their daily message to Usenet Newsgroups.
Below are the headers, and the contents of what was
received today, at sci.stat.edu.
Rich Ulrich, [EMAIL PROTECTED]
== headers and message (raw plus HTML plus encoded)
Path:
The answer is E(CA)=EA*EB. This is why:
You have C=A*B. Therefore, E(CA)=E((A**2)*B))=E(A*B)=EA*EB.
The second to last equality holds because A**2=A, and the last one is
correct because A and B are independent.
Vadim
[EMAIL PROTECTED] (John Smith) wrote:
> If I have 3 variables defined as follo
Hi
On 30 Jan 2002, Wuzzy wrote:
> Anyway I'm currently going on the definition of "adjusted" for 1 2 and
> 3 as the following equation:
>
> adjusted variable=variable^-variable
>
> (where variable-hat represents the variable predicted by 1 2 and 3 in
> a multivariate equation and "variable" is
Harold W Kerster wrote:
> Look at minitab's "trimmed mean." It is a Tukey (I think) invention w/5%
> chopped from each end, leaving the central 90%. For the high variance,
> high skew, common world, a good approach.
Oh, yeah, especially when setting reserves. Or calculating premiums.
Those
are you saying that you have variables X, Y, and Z ... and, X and Y are
uncorrelated and, Z is the sum of X and Y? ... and you want to find the
covariance (or r i assume) between X and Z?
(or between Y and Z ... same difference)
here is a hint
if X and Y are independent, it is like having two
If I have 3 variables defined as follows:
A, B as independent, uncorrelated values of 0 or 1
C defined as the logical AND of A&B, such that C=1 if and only if both
A & B =1, and 0 otherwise.
Example
A=1, B=0 then C=0
A=0, B=1 then C=0
A=0, B=1 then C=0
A=1, B=1 then C=1
My question is, what is
Verba Volant 31-01-02,
Every day a new quotation translated into many languages.
_
Quotation of the day:
Author -
Elisa
Félix
English - only that which I have lost belongs to me for always
Italian - soltanto ciò che ho perso mi appartiene per sempre
Spanish - tan sólo lo que he
Dennis Roberts wrote:
>
> unless you had a table comparable to the z table for area under the normal
> distribution ... for EACH different level of skewness ... an exact answer
> is not possible in a way that would be explainable
Even if you specify level of skewness, an exact answer is still no
I have a question about creating biplots from *existing* output by
PCA, canonical variates analysis (CVA) and correspondence analysis.
Am I right in thinking that variable and object scores in
correspondence analysis are scaled to the same space and so require no
further treatment for producing b
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