On 28 Feb 2002 07:37:16 -0800, [EMAIL PROTECTED] (Brad Anderson)
wrote:
> Rich Ulrich <[EMAIL PROTECTED]> wrote in message
>news:<[EMAIL PROTECTED]>...
> > On 27 Feb 2002 11:59:53 -0800, [EMAIL PROTECTED] (Brad Anderson)
> > wrote:
BA > > >
> > > I have a continuous response variable that range
s
> the data
[ snip, rest]
Looks to me like it might be reasonable to re-sort and re-score
the speed as reciprocal, "questions per hour" -- instead of
the original, hours per question. That emphasizes something
you (perhaps) omitted: some tests at the end were incomplete.
Also, Q/H
[EMAIL PROTECTED] (Eric Bohlman) wrote in message
news:...
> Rolf Dalin <[EMAIL PROTECTED]> wrote:
>
> IIRC, your example is exactly the sort of situation for which Tobit
> modelling was invented.
Considered that (actually estimated a couple of Tobit models and if I
use a log transformed or bo
Rolf Dalin <[EMAIL PROTECTED]> wrote:
> Brad Anderson wrote:
>> I have a continuous response variable that ranges from 0 to 750. I only
>> have 90 observations and 26 are at the lower limit of 0,
> What if you treated the information collected by that variable as really
> two variables, one ca
els do make sense.
> well, if 750 has the same numerical sort of meaning as 0 (unit wise) ... in
> terms of what is being measured then i would personally not think so SINCE,
> the categories above 0 will encompass very wide ranges of possible values
[ ... ]
Frankly, the question is ab
At 07:37 AM 2/28/02 -0800, Brad Anderson wrote:
>I think a lot of folks just run standard analyses or arbitrarily apply
>some "normalizing" transformation because that's whats done in their
>field. Then report the results without really examining the
>underlying distributions. I'm curious how f
Rich Ulrich <[EMAIL PROTECTED]> wrote in message
news:<[EMAIL PROTECTED]>...
> On 27 Feb 2002 11:59:53 -0800, [EMAIL PROTECTED] (Brad Anderson)
> wrote:
>
> > I have a continuous response variable that ranges from 0 to 750. I
> > only have 90 observations and 26 are at the lower limit of 0, whi
Brad Anderson wrote:
> I have a continuous response variable that ranges from 0 to 750. I only
> have 90 observations and 26 are at the lower limit of 0,
What if you treated the information collected by that variable as really
two variables, one categorical variable indicating zero or non-zero
i thought of a related data situation ...but at the opposite end
what if you were interested in the relationship between the time it takes
students to take a test AND their test score
so, you have maybe 35 students in your 1 hour class that starts at 9AM ...
you decide to note (by your watch) t
Brad Anderson wrote:
>
> I have a continuous response variable that ranges from 0 to 750. I
> only have 90 observations and 26 are at the lower limit of 0, which is
> the modal category.
If it's continuous, it can't really have categories (apart from those
induced by recording the variable to
At 04:11 PM 2/27/02 -0500, Rich Ulrich wrote:
>Categorizing the values into a few categories labeled,
>"none, almost none, " is one way to convert your scores.
>If those labels do make sense.
well, if 750 has the same numerical sort of meaning as 0 (unit wise) ... in
terms of what is being
On 27 Feb 2002 11:59:53 -0800, [EMAIL PROTECTED] (Brad Anderson)
wrote:
> I have a continuous response variable that ranges from 0 to 750. I
> only have 90 observations and 26 are at the lower limit of 0, which is
> the modal category. The mean is about 60 and the median is 3; the
> distributio
I have a continuous response variable that ranges from 0 to 750. I
only have 90 observations and 26 are at the lower limit of 0, which is
the modal category. The mean is about 60 and the median is 3; the
distribution is highly skewed, extremely kurtotic, etc. Obviously,
none of the power transf
"Glen Barnett" <[EMAIL PROTECTED]> wrote in message
a5dev7$8jn$[EMAIL PROTECTED]">news:a5dev7$8jn$[EMAIL PROTECTED]...
>
> Chia C Chong <[EMAIL PROTECTED]> wrote in message
> a5d38d$63e$[EMAIL PROTECTED]">news:a5d38d$63e$[EMAIL PROTECTED]...
> >
> >
> > "Glen" <[EMAIL PROTECTED]> wrote in message
> > > Do you want to make any assumptions about the form of the conditional,
> > > or the joint, or any of the marginals?
> >
> > Well, the X & Y are dependent and hence there are being descibed by a joint
> > PDF.
>
> Can you at least indicate whether any of them are restricted to be positive?
Chia C Chong <[EMAIL PROTECTED]> wrote in message
a5d38d$63e$[EMAIL PROTECTED]">news:a5d38d$63e$[EMAIL PROTECTED]...
>
>
> "Glen" <[EMAIL PROTECTED]> wrote in message
> [EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> > Do you want to make any assumptions about the form of the conditional,
> > or t
"Glen" <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> [EMAIL PROTECTED] (Chia C Chong) wrote in message
news:<[EMAIL PROTECTED]>...
> > Helloo..
> >
> > I have 1000 samples 3 RVs (say X, Y and Z) drawn from a series of
> > experiments. My intention is to find
[EMAIL PROTECTED] (Chia C Chong) wrote in message
news:<[EMAIL PROTECTED]>...
> Helloo..
>
> I have 1000 samples 3 RVs (say X, Y and Z) drawn from a series of
> experiments. My intention is to find the PDF of Z condition on X and Y
> i.e. f(Z|X,Y). I am not sure what is the proper way of doing i
if you don't want to make to many assumptions then you can try
nonparametric estimation (estimate f(X,Y,Z) and f(X,Y) by kernel methods).
Check out books on nonparametric methods ("Nonparametric Econometrics" by
Pagan, for example, or a book by Silverman(?)).
On 24 Feb 2002, Chia C Chong wrote:
Helloo..
I have 1000 samples 3 RVs (say X, Y and Z) drawn from a series of
experiments. My intention is to find the PDF of Z condition on X and Y
i.e. f(Z|X,Y). I am not sure what is the proper way of doing it
practically!!. Any suggestions??
Thanks in advacnce
Regards,
CCC
==
Henry <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> I was trying to suggest that he meant the slope of the CDF was the
> height of the PDF.
Oh, okay. Yes, that would be correct, but it shouldn't be called probability!
Glen
===
On Sat, 23 Feb 2002 00:27:00 +1100, "Glen Barnett"
<[EMAIL PROTECTED]> wrote:
>
>Henry <[EMAIL PROTECTED]> wrote in message
>[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
>> On Fri, 22 Feb 2002 08:55:42 +1100, "Glen Barnett"
>> <[EMAIL PROTECTED]> wrote:
>>
>> >Bob <[EMAIL PROTECTED]> wrote in mes
Henry <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> On Fri, 22 Feb 2002 08:55:42 +1100, "Glen Barnett"
> <[EMAIL PROTECTED]> wrote:
>
> >Bob <[EMAIL PROTECTED]> wrote in message
> >[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> >> A straight line CDF would im
On Fri, 22 Feb 2002 08:55:42 +1100, "Glen Barnett"
<[EMAIL PROTECTED]> wrote:
>Bob <[EMAIL PROTECTED]> wrote in message
>[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
>> A straight line CDF would imply the data is uniformly distributed,
>> that is, the probability of one event is the same as the p
[EMAIL PROTECTED] (Linda) wrote in message
news:<[EMAIL PROTECTED]>...
> Hi!
>
> If I plot CDF of a sample data and this CDF looks like a straight line
> cross through 0. What does this implies?? Normally, CDF will not look
> like a straight line but sth like a "S2 shape, isn't??
>
> Linda
A s
Bob <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> [EMAIL PROTECTED] (Linda) wrote in message
news:<[EMAIL PROTECTED]>...
> > Hi!
> >
> > If I plot CDF of a sample data and this CDF looks like a straight line
> > cross through 0. What does this implies?? Norma
Hi!
If I plot CDF of a sample data and this CDF looks like a straight line
cross through 0. What does this implies?? Normally, CDF will not look
like a straight line but sth like a "S2 shape, isn't??
Linda
=
Instructions for joini
Herman Rubin wrote:
>
> > ExpVar = -ln(UnifVar);
>
> It is not a good method in the tails, and is much too slow.
If I recall correctly, transcendental operations on a Pentium require
only a couple hundred clock cycles and can usually be optimized to take
place during other calc
In article <[EMAIL PROTECTED]>,
Robert J. MacG. Dawson <[EMAIL PROTECTED]> wrote:
>Linda wrote:
>> I want to generate a series of random variables, X with exponential
>> PDF with a given mean,MU value. However, I only want X to be in some
>> specified lower and upper limit?? Say between 0 -> 15
Alan Miller wrote (six times):
>
> Linda wrote in message <[EMAIL PROTECTED]>...
> >I want to generate a series of random variables, X with exponential
> >PDF with a given mean,MU value. However, I only want X to be in some
> >specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
Linda wrote:
>
> I want to generate a series of random variables, X with exponential
> PDF with a given mean,MU value. However, I only want X to be in some
> specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
> anything outside this range Does anyone have any ideas how should
AP wrote:
>
> Hi all:
>
> I would appreciate your help in solving this question.
>
> calculate the standard deviation of a sample where the mean and
> standard deviation from the process are provided?
> E.g. Process mean = 150; standard deviation = 20. What is the
On 15 Feb 2002 14:38:49 -0800, [EMAIL PROTECTED] (AP) wrote:
> Hi all:
>
> I would appreciate your help in solving this question.
>
> calculate the standard deviation of a sample where the mean and
> standard deviation from the process are provided?
> E.g. Process
Thanks everyone for helping me...
Regards,
Linda
Art Kendall <[EMAIL PROTECTED]> wrote in message
news:<[EMAIL PROTECTED]>...
> try this SPSS syntax.
>
> new file.
> * this program generates 200 cases
> * trims those outside the desired range
> * and takes the first 100 of the remaining.
> *
try this SPSS syntax.
new file.
* this program generates 200 cases
* trims those outside the desired range
* and takes the first 100 of the remaining.
* change lines flagged with < .
input program.
loop #i = 1 to 200. /* < .
compute mu= .005. /* < .
compute x = rv.exp(mu).
end case.
Linda wrote in message <[EMAIL PROTECTED]>...
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone ha
Linda wrote in message <[EMAIL PROTECTED]>...
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone ha
Linda wrote in message <[EMAIL PROTECTED]>...
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone ha
Linda wrote in message <[EMAIL PROTECTED]>...
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone ha
Linda wrote in message <[EMAIL PROTECTED]>...
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone ha
Linda wrote in message <[EMAIL PROTECTED]>...
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone ha
In article <[EMAIL PROTECTED]>,
Bill Rowe <[EMAIL PROTECTED]> wrote:
>In article <[EMAIL PROTECTED]>,
> [EMAIL PROTECTED] (Linda) wrote:
>>I want to generate a series of random variables, X with exponential
>>PDF with a given mean,MU value. However, I only want X to be in some
>>specified lower
Hi,
Define Y = X if X<=T
= 0 otherwise
For your problem, T=150 (threshold) and X is exponential random variable
with mean, MU.
So, first generate X and compare with T and assign a value to Y as
specified in the above rule.
Alternatively, find the CDF (distribution funct
Linda wrote in message <[EMAIL PROTECTED]>...
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this range Does anyone ha
In article <[EMAIL PROTECTED]>,
[EMAIL PROTECTED] (Linda) wrote:
>I want to generate a series of random variables, X with exponential
>PDF with a given mean,MU value. However, I only want X to be in some
>specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
>anything outside this
I want to generate a series of random variables, X with exponential
PDF with a given mean,MU value. However, I only want X to be in some
specified lower and upper limit?? Say between 0 -> 150 i.e. rejected
anything outside this range Does anyone have any ideas how should I do
that??
Regards,
Lind
Hi all:
I would appreciate your help in solving this question.
calculate the standard deviation of a sample where the mean and
standard deviation from the process are provided?
E.g. Process mean = 150; standard deviation = 20. What is the SD for
a sample of 25? The answer suggested is 4.0
On 13 Feb 2002 09:48:41 -0800, [EMAIL PROTECTED] (Dennis Roberts) wrote:
> At 09:21 AM 2/13/02 -0600, Mike Granaas wrote:
> >On Fri, 8 Feb 2002, Thomas Souers wrote:
> > >
> > > 2) Secondly, are contrasts used primarily as planned comparisons? If
> > so, why?
> > >
> >
> >I would second those wh
At 09:21 AM 2/13/02 -0600, Mike Granaas wrote:
>On Fri, 8 Feb 2002, Thomas Souers wrote:
> >
> > 2) Secondly, are contrasts used primarily as planned comparisons? If
> so, why?
> >
>
>I would second those who've already indicated that planned comparisons are
>superior in answering theoretical que
means. Here we have a type I error rate of
>alpha. If the global F test is significant, we then perform a series of t-tests
>(pairwise comparisons of factor level means), each at a type I error rate of alpha.
>This may seem like a stupid question, but how does this test preserve a type I er
On Fri, 8 Feb 2002, Thomas Souers wrote:
>
> 2) Secondly, are contrasts used primarily as planned comparisons? If so, why?
>
I would second those who've already indicated that planned comparisons are
superior in answering theoretical questions and add a couple of comments:
1) an omnibus test
Hi
On 8 Feb 2002, Thomas Souers wrote:
> 2) Secondly, are contrasts used primarily as planned
> comparisons? If so, why?
There are a great many possible contrasts even with a relatively
small number of means. If you examine the data and then decide
what contrasts to do, then you have in some i
At 10:37 AM 2/8/02 -0800, Thomas Souers wrote:
>2) Secondly, are contrasts used primarily as planned comparisons? If so, why?
well, in the typical rather complex study ... all pairs of possible mean
differences (as one example) are NOT equally important to the testing of
your theory or notions
to test the hypothesis of equality of factor level means. Here
we have a type I error rate of alpha. If the global F test is
significant, we then perform a series of t-tests (pairwise comparisons of
factor level means), each at a type I error rate of alpha. This may seem
like a stupid question, but how
ha. If the global F test is significant, we then perform a series of t-tests
(pairwise comparisons of factor level means), each at a type I error rate of alpha.
This may seem like a stupid question, but how does this test preserve a type I error
for the entire experiment? I understand that with a Bonfe
Hi all,
The conditional distribution of Poisson variates given their sum is
multinomial. Does anyone know the densitity of Poisson variates, given
their partial sums S1, S2, etc. Sk, with each Si possibly overlapping with
one or more of the other sums?
Thanks in advance.
Bhaskara
===
I'm looking at forced-reponse answers to a question where there a
several possible choices.
I'm trying to test the significance of the difference between the
proportion choosing answer A and the proportion choosing answer B.
I've got the fairly-simple formula for a chi-square-d
an average of 0.0094 inches.
I believe European locomotive (train engine) plans are documented in mm, from
one end to the other. But the overall length is reported to management and
the public in meters.
Does this help?
Jay
Wei Wang wrote:
> Dear Friends,
>
> Here is an exam question whi
Dear Friends,
Here is an exam question which I don't know how to do. Can anyone help me?
The question is "a biostatistician was asked to analyze some data
regarding cell counts, and the values were reported like 6.27x10^7,
72.5x10^7, 3.42x10^7, etc. rather than using the data
t;[EMAIL PROTECTED]> wrote in sci.stat.edu:
> >Back in my day (did we have days back then?) I recall
> >talk of test questions on the SAT. That is, these questions
> >were not counted; they were being tested for (I presume)
> >some sort of statistical validity.
> >
>
esume)
>some sort of statistical validity.
>
>Does anyone have any statistical insight into the SAT question
>selection process. Does anyone have a specific lead? I can
>find virtually nothing.
I remember reading a good book about the inner operation of ETS
(administers the SA
tistical validity.
>
> Does anyone have any statistical insight into the SAT question
> selection process. Does anyone have a specific lead? I can
> find virtually nothing.
I believe that they have to change their questions a lot more
often than they used to, now that they occasionally
Back in my day (did we have days back then?) I recall
talk of test questions on the SAT. That is, these questions
were not counted; they were being tested for (I presume)
some sort of statistical validity.
Does anyone have any statistical insight into the SAT question
selection process. Does
at
"Nathaniel" <[EMAIL PROTECTED]> wrote in message
news:9v3d79$2rj$[EMAIL PROTECTED]...
> Hi,
>
> Sorry for question, but how is the english word for @
> Pleas forgive me.
>
> N.
>
>
=
I
In article ,
Chia C Chong <[EMAIL PROTECTED]> wrote:
>Hi!
>I have a series of observations of 2 random variables (say X and Y) from my
>measurement data. These 2 RVs are not independent and hence f(X,Y) ~=
>f(X)f(Y). Hence, I can't investigate f(X) and f(Y) separatel
Chia C Chong <[EMAIL PROTECTED]> wrote in message
a145qk$qfq$[EMAIL PROTECTED]">news:a145qk$qfq$[EMAIL PROTECTED]...
> Hi!
>
> I have a series of observations of 2 random variables (say X and Y) from my
> measurement data. These 2 RVs are not independent and hence f(X,Y) ~=
> f(X)f(Y). Hence, I c
"Chia C Chong" <[EMAIL PROTECTED]> wrote in message
a145qk$qfq$[EMAIL PROTECTED]">news:a145qk$qfq$[EMAIL PROTECTED]...
> Hi!
>
> I have a series of observations of 2 random variables (say X and Y)
from my
> measurement data. These 2 RVs are not independent and hence f(X,Y) ~=
> f(X)f(Y). Hence, I
Hi!
I have a series of observations of 2 random variables (say X and Y) from my
measurement data. These 2 RVs are not independent and hence f(X,Y) ~=
f(X)f(Y). Hence, I can't investigate f(X) and f(Y) separately. I tried to
plot the 2-D kernel density estimates of these 2 RVs and from the it look
[EMAIL PROTECTED] (Petrus Nel) wrote in message
news:<000201c18fe2$f73aeee0$ed9e22c4@oemcomputer>...
> I require some advice regarding the following: One set of variables is
> the grades obtained by students for different high school subjects (i.e.
> the symbols candidates obtained such as A,
Good advice on all counts.
I'm curious about where you want to take this 'correlation' if found. A
college admissions person could use the relationship (in the form of a
regression equation), if any, to predict the score on the 'college level
subject' for those students who were unable to take s
On Fri, 28 Dec 2001, Petrus Nel wrote:
> I require some advice regarding the following: One set of variables is
> the grades obtained by students for different high school subjects
> (i.e. the symbols candidates obtained such as A, B, C, D, etc. for each
> subject). The other set of variables
Dear members,
I require some advice
regarding the following: One set of variables is the grades obtained by students
for different high school subjects (i.e. the symbols candidates obtained
such as A, B, C, D, etc. for each subject). The other set of variables are the
scores obtained for
. The only
constrain on my parameters is that they remain positive. Occassionally one will
approach zero, not often. I am reposting because I have another focused
question stemming from the same problem.
MY SITUATION:
I am studying a time-dependent stochastic Markov process. The conventional
method
"Herman Rubin" <[EMAIL PROTECTED]> wrote in message
9vqoln$[EMAIL PROTECTED]">news:9vqoln$[EMAIL PROTECTED]...
>
> Maximum likelihood is ASYMPTOTICALLY optimal in LARGE
> samples. It may not be good for small samples; it pays
> to look at how the actual likelihood function behaves.
> The fit is
In article <[EMAIL PROTECTED]>,
Jimc10 <[EMAIL PROTECTED]> wrote:
>To all who have helped me on the previous thread thank you very much. I am
>reposting this beause the question has become more focused.
>I am studying a stochastic Markov process and using a maximum likelih
To all who have helped me on the previous thread thank you very much. I am
reposting this beause the question has become more focused.
I am studying a stochastic Markov process and using a maximum likelihood
technique to fit observed data to theoretical models. As a first step I am
using a Monte
U¿ytkownik "Nathaniel" <[EMAIL PROTECTED]> napisa³ w wiadomo¶ci
news:9v3d79$2rj$[EMAIL PROTECTED]...
> Hi,
>
> Sorry for question, but how is the english word for @
> Pleas forgive me.
>
> N.
Thank everyone fo
Nathaniel:
The symbol @ belongs to the cateqory of special characters in English.
Although it is often rendered as "commercial at" in a technical context, in
the vernacular (and on the net) it is most often rendered as simply"at."
I can't help but advise that, since English is clearly your se
ype). Sometimes addresses were given as
> john.smith at harvard.edu
> Nathaniel wrote:
>
> > Hi,
> >
> > Sorry for question, but how is the english word for @
> > Pleas forgive me.
> >
> > N.
>
===
Nathaniel wrote:
>
> Hi,
>
> Sorry for question, but how is the english word for @
> Pleas forgive me.
You're forgiven...
The New Hacker's Dictionary gives:
common: at sign; at; strudel
rare (and often facetious): vortex, whorl, whirlp
RE: The Poisson process and Lognormal action time.
This kind of problem arises a lot in the actuarial literature (a
process for the number of claims and a process for the claim size),
and the Poisson and the lognormal have been used in this context - it
might be worth your while to look there fo
ken as point as in filname point
ext (extension indicating type). Sometimes addresses were given as
john.smith at harvard.edu
Nathaniel wrote:
> Hi,
>
> Sorry for question, but how is the english word for @
&
wrote:
>Hi,
>
>Sorry for question, but how is the english word for @
>Pleas forgive me.
>
>N.
>
>
=
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=
v) * (v^n)/(n!)
>
> Each arriving customer has a task to be carried out of which the size (in
> units) is described by a lognormal distribution:
>
> f(u)= exp(-(ln u)^2 / (2*a^2)) / (u*a*SQRT(2*PI))
>
> Question: What is the total number of units (i.e. size of all tasks)
> req
e carried out of which the size (in
> units) is described by a lognormal distribution:
>
> f(u)= exp(-(ln u)^2 / (2*a^2)) / (u*a*SQRT(2*PI))
>
> Question: What is the total number of units (i.e. size of all tasks)
> requested during the time intervall ?
>
> I wonder how the
(u)= exp(-(ln u)^2 / (2*a^2)) / (u*a*SQRT(2*PI))
Question: What is the total number of units (i.e. size of all tasks)
requested during the time intervall ?
I wonder how these distributions can be concatenated, and if there is a
formula for this.
Thanks for any help!
Jacek Gomoluch
the reality of this is ... sometimes getting notes from other students is
helpful ... sometimes it is not ... there is no generalization one can make
about this
most student who NEED notes are not likely to ask people other than their
friends ... and, in doing so, probably know which of their
Jon Miller <[EMAIL PROTECTED]> wrote in message >
> You can ask the top students to look at their notes, but you should be prepared
> to find that their notes are highly idiosyncratic. Maybe even unusable.
Having seen notes of some top students on a variety of occasions
(as a student and as a l
Stan Brown wrote:
> Jon Miller <[EMAIL PROTECTED]> wrote in sci.stat.edu:
> >
> >Stan Brown wrote:
> >
> >> I would respectfully suggest that the OP _first_ carefully study the
> >> textbook sections that correspond to the missed lectures, get notes from
> >> a classmate
> >
> >This part is of do
It's true. If you are concerned with proof, following the this belove
according to conditional probability p(a|b)=p(a,b)/p(b)
(1) P(A,B|C)=P(A,B,C)/P(C)
(2) P(A,B,C)=P(A,C)*P(B|A,C)
(3) P(A,C)=P(C)*P(A|C)
WITH (2) AND (3) WE GET
(4) P(A,B,C)=P(C)*P(A|C)*P(B|A,C)
TAKING (1) AND (4) WE GET P(A*
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Hi,
This assertion is true
Franck
Matt Dobrin a écrit :
> Does P(A*B|C)=P(A|C)*P(B|A*C)? If not, what does it equal? Thanks in
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Hi,
This assertion is true
Franck
Matt Dobrin a écrit :
> Does P(A*B|C)=P(A|C)*P(B|A*C)? If not, what does it equal? Thanks in
Alexander Sirotkin wrote:
>
> Hi.
>
> After fitting a linear regression model I need to do an extremely
> simple thing - plot the regression function along with the original
> data. Splus has a simple way to plot quite a few complex plots and
> a very complicated way to do this simple one !
>
>
Does P(A*B|C)=P(A|C)*P(B|A*C)? If not, what does it equal? Thanks in
advance.
-Matt
=
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Hi.
After fitting a linear regression model I need to do an extremely
simple thing - plot the regression function along with the original
data. Splus has a simple way to plot quite a few complex plots and
a very complicated way to do this simple one !
Is there a simple way to plot the regress
At 06:13 PM 12/1/01 -0500, Stan Brown wrote:
>Jon Miller <[EMAIL PROTECTED]> wrote in sci.stat.edu:
> >
> >Stan Brown wrote:
> >
> >> I would respectfully suggest that the OP _first_ carefully study the
> >> textbook sections that correspond to the missed lectures, get notes from
> >> a classmate
Jon Miller <[EMAIL PROTECTED]> wrote in sci.stat.edu:
>
>Stan Brown wrote:
>
>> I would respectfully suggest that the OP _first_ carefully study the
>> textbook sections that correspond to the missed lectures, get notes from
>> a classmate
>
>This part is of doubtful usefulness.
Doubtful? It is "
Stan Brown wrote:
> I would respectfully suggest that the OP _first_ carefully study the
> textbook sections that correspond to the missed lectures, get notes from
> a classmate
This part is of doubtful usefulness.
> , and _then_ contact the instructor to fill in any remaining gaps or
> answer
Elliot Cramer <[EMAIL PROTECTED]> wrote in sci.stat.edu:
>Sima <[EMAIL PROTECTED]> wrote:
>: I have missed some lectures on statistics due to heavy illness
>: and now i got an assignment which i cannot solve.
>
>We all feel sorry for you Sima, but perhaps you should talk to your
>instructor about
Sima <[EMAIL PROTECTED]> wrote:
: Dear List Members,
: I have missed some lectures on statistics due to heavy illness
: and now i got an assignment which i cannot solve.
We all feel sorry for you Sima, but perhaps you should talk to your
instructor about it. He undoubtedly has office hours.
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