[EMAIL PROTECTED] wrote in message <83ln40$530$[EMAIL PROTECTED]>...
>Hello;
>
>I am trying to write some code which will churn
>out a set of values representing the cumulative
>density function of the Student t-distribution,
>for a given probability and range of DFs.
>
>Can anyone tell me what I
Avi Lev wrote:
>
> well let's express this probablity that all will meet in plain english
> and the formulae should then be more clearly understood and will make
> perfect sense.
>
> P = sum of 1 to meet all n-1 already there - sum of all of the rest (n-1) to
> come at the same time as 1 individ
For openers, I quote from Pedhazur (2nd edition), p 329 (summary for
Chapter 9), so that we're all on the same wavelength, more or less:
"... Regardless of the coding method used, the results of the
overall analysis are the same. ..."
(This is the point that other respondents
Dear Why, Ted:
Sign your query, and provide a usable return address, and someone might
consider an answer. It might even be a useful one. But anonymous
questions don't deserve a response.
On Tue, 21 Dec 1999, Generic <[EMAIL PROTECTED]> wrote:
> My wife wants to adjust marks for a course s
My wife wants to adjust marks for a course she is marking. Does someone have
a formula or something for using a bell curve to move them up or down?
I have done this sort of thing about 15 years ago, but I can't remember any
of it!
--
On 20 Dec 1999, Don Taylor wrote in part:
> Has anyone tried using "Comprehending Behavioral Statistics"
> by Russell T. Hurlburt, Brooks Cole, 1994 (that I saw)
>
> It seems to be the usual sort of intro stat text, but with a twist.
> He makes a large point of showing students how to "eyeball"
Skewness is only well defined for univariate distributions.
The Johnson SU distribution approximation for the skewness distribution converts
a Pearson skewness measure to a normal distribution Z value. As with all large
data sets, a small skewness will show up as indicationg that the departur
I have a problem which, in the end, comes down to making an inference about
a difference between means, but it seems more complicated than any example I
can find in Croxton's Applied General Statistics or Sach's Applied
Statistics: Handbook of techniques.
Subjects make dichotomous judgements, cod
Even
though in the context of structural equation modeling you may want to take a
look at:
West, S.
G, Finch, J. F., & Curran, P. J. (1995). Structural equation models with nonnormal
variables. In R. H. Hoyle (Ed.), Structural equation
modeling: Concepts, issues, and applications (pp. 56
Hello:
Are there "standards" for describing the skew of a
distribution? For example, 0 to 1 = mild; 1 - 2 = moderate, etc. I
am aware of tests of significance for skew, but with large samples
practically any skew is significant. Any references would be
appreciated.
Sincerely,
Ro
Our calculators at
http://www.stat.ucla.edu/calculators/cdf
use dcdflib (in C or FORTRAN) from
ftp://odin.mdacc.tmc.edu/pub/source
At 4:56 PM + 12/20/99, [EMAIL PROTECTED] wrote:
>Hello;
>
>I am trying to write some code which will churn
>out a set of values representing the cumulative
>de
Hello;
I am trying to write some code which will churn
out a set of values representing the cumulative
density function of the Student t-distribution,
for a given probability and range of DFs.
Can anyone tell me what I should be trying to
code?
I can find dozens of tables which list the values
Hello;
I am trying to write some code which will churn
out a set of values representing the cumulative
density function of the Student t-distribution,
for a given probability and range of DFs.
Can anyone tell me what I should be trying to
code?
I can find dozens of tables which list the values
Dale Berger wrote:
>
> Hi Robert,
>
> We have a website featuring interactive applets with tutorials for some
> introductory concepts. The applet for power is particularly cool - the user
> can control effect size, n, or power, and see dynamic connections. The URL
> is wise.cgu.edu These a
Herman Rubin wrote:
> Robert Frick <[EMAIL PROTECTED]> wrote:
> >Jerry Dallal wrote:
>
> >> Robert Frick wrote:
>
> >> > I know it is hard to make statistics fun, but FOLLOWING
> >> RULES IS NEVER
> >> > FUN. Not in math, not in games, nowhere.
>
> >> In math and in games, following r
Thanks for your replies, I have 5 minutes to reply to some of your comments because my
wife and friends are waiting for me to get home so we can go to New Orleans.
1. I agree with Joe that the term "dummy" in dummy coding is a rather dumb term to use
for indicator variables. The terms is widely
Haider Al-Katem wrote:
> I have conducted a factor analysis on some questionnaire items. The
> dependent variables that I am measuring for example ('Intention To Buy',
> 'Attitude towards a product' and 'Trust in buying the product from a
> merchant' ) seem to load significantly high on two facto
- Original Message -
From: Joe Ward wrote:
> Yep!!
>
> As you say:
> "Why are people so obsessed with T and Z? "
>
> Perhaps it would be even better (easier?) to focus on F since
>
> F(df1,df2) = t^2(df2)
>
> (Reminder: when using a t-table, the p-values usually involve ONE-TAIL...
On Sun, 19 Dec 1999, Joe Ward wrote in part:
> (Reminder: when using a t-table, the p-values usually involve ONE-TAIL and
> when using the F-table, the p-values involve TWO-TAILS )
Re t: Well, that depends in part on how the table in question was set
up, and in part on the investigato
Tjen-Sien Lim asks:
> Why are people so obsessed with T and Z? When the degrees of freedom
exceeds
> say 30, the difference between T and Z is practically negligible. You can
use T
> or Z in such a case. However, the P-value from Z is easier to compute.
With appropriate tables or software, th
Miguel Verdu wrote:
>
> Posted also to comp.soft-sys.stat.spss where the same question appeared
> (and nobody answered).
>
> Hello.
>
> This is an output of GLM from SPSS 9.0 where the dependent variable
> FLOR (log transformed)
>
> was analysed by crossing 2 levels of the FIXED factor S
In article <[EMAIL PROTECTED]>,
[EMAIL PROTECTED] says...
>
>
>
>On the other hand, a body of knowledge can be thought of as a set of
>'rules'. The important thing is that this set is constructed by the
>individual, so our aim should not be to teach statistics as a set of
>rules, but in such a w
[EMAIL PROTECTED] wrote:
>
> In article <[EMAIL PROTECTED]>,
> [EMAIL PROTECTED] says...
> >
> >
> >
> >On the other hand, a body of knowledge can be thought of as a set of
> >'rules'. The important thing is that this set is constructed by the
> >individual, so our aim should not be to teach s
On 18 Dec 1999, Archtopist wrote:
> Happy holidays! I am developing a map of the annual probability of
> burning (in a wildfire) for a mountainous area. I have a map with
> cells labeled according to
> a) one of five vegetation types and
> b) housing density and
> c) the y
Yep!!
As you say:
"Why are people so obsessed with T and Z? "
Perhaps it would be even better (easier?) to focus on F since
F(df1,df2) = t^2(df2)
(Reminder: when using a t-table, the p-values usually involve ONE-TAIL and
when using the F-table, the p-values involve TWO-TAILS )
Example: The c
With all this discussion about methods and rules
I thought that this question might be appropriate:
Has anyone tried using "Comprehending Behavioral Statistics"
by Russell T. Hurlburt, Brooks Cole, 1994 (that I saw)
It seems to be the usual sort of intro stat text, but with a twist.
He makes a l
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