Fwd: Re: normal distribution

> >"In most cases, as in the case of errors of observation, they have a fairly >definite symmetrical shape and one that approaches with a close degree of >approximation to the well-known error or probability-curve. A frequency >curve, which, for practical purposes, can be represented by the error

Re: Hypothesis testing and magic - episode 2

- Original Message - From: Michael Granaas <[EMAIL PROTECTED]> To: EDSTAT list <[EMAIL PROTECTED]> Sent: Thursday, April 13, 2000 8:23 AM Subject: Re: Hypothesis testing and magic - episode 2 > In addition to defining the variables some areas do a better job of > defining and therefore te

Re: Hypothesis testing and magic - episode 2

> Truth has nothing to do with it. We contruct stories of how the universe operates - > we call these stories 'theories' or 'models'. Significance testing is one way in > which we choose between stories as to which is (probably) more useful in a > specified context. -- > Alan McLean ([EMAIL PROTEC

Re: hyp testing

In article <[EMAIL PROTECTED]>, Michael Granaas <[EMAIL PROTECTED]> wrote: >On Thu, 13 Apr 2000, Robert Dawson wrote: >> Michael Granaas wrote: >> > If n = 10 and I cannot reject a null of 100 I certainly agree that the >> > corroboration value is low. But, if n = 100 and I can't reject a null

Re: hyp testing

In article <005101bfa4fb$cc623d00$[EMAIL PROTECTED]>, David A. Heiser <[EMAIL PROTECTED]> wrote: >> Except for posterior probability, none of these are tools >> for the actual problems. And posterior probability is not >> what is wanted; it is the posterior risk of the procedure. >> But even thi

Re: normal distribution

In article <8d4fpl$em8$[EMAIL PROTECTED]>, Jan Souman <[EMAIL PROTECTED]> wrote: >Does anybody know why the normal distribution is called 'normal'? The most >plausible explanations I've encountered so far are: >1. The value of a variable that has a normal distribution is determined by >many diffe

Re: How do you demonstrate Var[x]<= 1/4 on the interval [0,1]

In article , Aaron & Katya <[EMAIL PROTECTED]> wrote: >If you distribute your mass 1/2 at 0 and 1/2 at 1 the variance is 1/4. (ie >Var[x]=E[x^2]-E[x]^2=(0^2*1/2+1^2*1/2)-(0*1/2+1*1/2)^2=1/4. >I believe this is the maximum variance for the interval [0,1]. Other than

Re: bootstrap, jackknife & cross-validation with matlab

It is a fact that most statisticians who write scripts use S-plus. For precisely the same reasons that most business majors use Excel, most consulting firms use SAS, most secretaries use Word, and most PC's run Windows. All very true, and all very unfortunate. At 0:15 + 04/14/2000, T.S. Lim

Re: Hypothesis testing and magic - episode 2

Spot on, Michael. Michael Granaas wrote: > On Thu, 13 Apr 2000, dennis roberts wrote: > > > At 10:23 AM 4/13/00 -0500, Michael Granaas wrote: > > > > >In addition to defining the variables some areas do a better job of > > >defining and therefore testing their models. The ag example is one wher

Re: bootstrap, jackknife & cross-validation with matlab

In article <8d4f0o$g4$[EMAIL PROTECTED]>, [EMAIL PROTECTED] says... > >Hi everybody, > >I m looking for free Matlab programs wich perform bootstrap, jackknife & >cross-validation, for neural netorks and regression (MLP). >Does anybody can tell me where I can find it ? > >Thanks a lot >-- > >Frédé

Re: Hypothesis testing and magic - episode 2

dennis roberts wrote: > but, if we follow this to some logical conclusion ... this could be > rephrased as meaning ... > > situations where you have essentially complete control over variable > manipulation = situations where you can establish 'the truth' (in > terms of the impacts of these

Re: Hypothesis testing and magic - episode 2

Hi Michael, This sounds to me like lousy experimental design. Surely the purpose of the experiment is to distinguish between competing theoretical models? Michael Granaas wrote: > But in some areas in psychology you will have a situation where many > theoretical perspectives predict the same ou

Re: normal distribution

Hi Jan, I have always understood that the word 'normal' in this context means 'perpendicular'. You might remember calculus exercises in which you were asked to find 'the equation to the normal to a curve', just after you were asked to find the equation to the tangent. The reason why this name ap

Find optimum operating conditions fast

Process optimization is essential for gaining and maintaining a competitive edge. The sequential simplex method may provide the optimal strategy for discovering the true optimum. An article from the April issue of Chemical Engineering Progress is available for download/viewing as an Adobe Acrobat

Re: Nonpar Repeated Measures

On Thu, 13 Apr 2000 11:53:05 GMT, Chuck Cleland <[EMAIL PROTECTED]> wrote: > I have an ordinal response variable measured at four different times > as well as a 3 level between subjects factor. I looked at the time > main effect with the Friedman Two-Way Analysis of Variance by Ranks. > That

Re: Hypothesis testing and magic - episode 2

On Thu, 13 Apr 2000, dennis roberts wrote: > At 10:23 AM 4/13/00 -0500, Michael Granaas wrote: > > >In addition to defining the variables some areas do a better job of > >defining and therefore testing their models. The ag example is one where > >not only the variables are relatively clear so a

RE: summing standard errors within polynomial regression

Don..Thank you for your responseI think you are on target about " It rather looks as though the question dealt with the SE of a single (new) observation at a particular value of (X1, X2, ...)", that value being the peak (or when the tangent to the curve is horizontal, i.e., at the global

Re: summing standard errors within polynomial regression

Dale, a quick response before my 2:00 class. What does your correspondent want the SE _of_? It rather looks as though the question dealt with the SE of a single (new) observation at a particular value of (X1, X2, ...). If this is indeed the question, Draper & Smith deal with it in their secti

Re: Hypothesis testing and magic - episode 2

At 10:23 AM 4/13/00 -0500, Michael Granaas wrote: >In addition to defining the variables some areas do a better job of >defining and therefore testing their models. The ag example is one where >not only the variables are relatively clear so are the models. That is >there is one highly plausible

Re: Data Mining

Paul Bernhardt wrote: > I am not affiliated with the Motley Fool (where this investment strategy > is touted) nor am I advertising for them. It is just an interesting > practical problem which raises a question I think many statiticians face, > how to explain when someone has conducted data mining

Re: Hypothesis testing and magic - episode 2

At 08:37 AM 4/13/00 -0400, Art Kendall wrote: >in the "harder to do" sciences it is common to distinguish an experiment >from a >quasi-experiment. > >Part of the difficulty of these fields is that we can not (or ethically may >not) manipulate many independent variables. Therefore we lose the opp

Re: How do you demonstrate Var[x]<= 1/4 on the interval [0,1]

On Thu, 13 Apr 2000, Aaron & Katya wrote: > If you distribute your mass 1/2 at 0 and 1/2 at 1 the variance is 1/4. > (ie Var[x]=E[x^2]-E[x]^2=(0^2*1/2+1^2*1/2)-(0*1/2+1*1/2)^2=1/4. > > I believe this is the maximum variance for the interval [0,1]. Other >than just making an assertion, is there

Re: linear model or interactive model?

- Original Message - From: Wen-Feng Hsiao <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Thursday, April 13, 2000 3:06 AM Subject: linear model or interactive model? | Dear all, | | Suppose I have an aggregation model which is in the following form: | Y = c1*(X11 * X12) + c2*(X21

Re: Forecasting Software

In article <[EMAIL PROTECTED]>, [EMAIL PROTECTED] (Brian E. Smith) wrote: > I will be teaching Time Series and Forecasting (an MBA course) in the Fall. > I am looking for an inexpensive software package that is good for > forecasting. Last year I used Minitab 12 and found it easy-to-use and >

Re: Hypothesis testing and magic - episode 2

On Thu, 13 Apr 2000, Alan McLean wrote: > Some more comments on hypothesis testing: > > My impression of the ‘hypothesis test controversy’, which seems to exist > primarily in the areas of psychology, education and the like is that it > is at least partly a consequence of the sheer difficulty o

Re: hyp testing

On Thu, 13 Apr 2000, Robert Dawson wrote: > Michael Granaas wrote: > > > > If n = 10 and I cannot reject a null of 100 I certainly agree that the > > corroboration value is low. But, if n = 100 and I can't reject a null of > > 100 I am starting to see support for 100 as a correct value. If n

Re: Nonpar Repeated Measures

On Thu, 13 Apr 2000, Chuck Cleland wrote: > Hello: > I have an ordinal response variable measured at four different times > as well as a 3 level between subjects factor. I looked at the time > main effect with the Friedman Two-Way Analysis of Variance by Ranks. > That effect was statistically

normal distribution

Does anybody know why the normal distribution is called 'normal'? The most plausible explanations I've encountered so far are: 1. The value of a variable that has a normal distribution is determined by many different factors, each contributing a small part of the total value. Because this is the

Re: Hypothesis testing and magic - episode 2

in the "harder to do" sciences it is common to distinguish an experiment from a quasi-experiment. Part of the difficulty of these fields is that we can not (or ethically may not) manipulate many independent variables. Therefore we lose the opportunity to assert "et ceteris paribus" "everything e

Nonpar Repeated Measures

Hello: I have an ordinal response variable measured at four different times as well as a 3 level between subjects factor. I looked at the time main effect with the Friedman Two-Way Analysis of Variance by Ranks. That effect was statistically significant and was followed up by single df compari

Re: linear model or interactive model?

Generally, you can include an interaction (or moderator) term in a linear model, like y = b0 + b1 * x1 + b2 * x2 + b3 * x1*x2, and the model still is linear. If you decide not to include x1 and x2, like y = b0 + b1 * x1*x2, you still have a linear model. BUT: I don't understand the purpose and tec

bootstrap, jackknife & cross-validation with matlab

Hi everybody, I m looking for free Matlab programs wich perform bootstrap, jackknife & cross-validation, for neural netorks and regression (MLP). Does anybody can tell me where I can find it ? Thanks a lot -- Frédéric Martin

Re: Forecasting Software

ForecastPro or one of the other AutoBox products may fit all of your criteria, with the exception inclusion of the very advanced features. It's meant to be used by MBA & non-statistician types. I believe you can look them over at www.autobox.com. I've been using ForeCastPro for some time to predic

Re: hyp testing

Michael Granaas wrote: > I have in my own mind been using "plausible" to refer to a hypothesis that > has not been refuted by data. We may certainly find at some point that > the hypothesis is in fact false, but at the time we propose it it could be > true. We may even wish it to be false at th

Re: Data Mining

"T.S. Lim" wrote: > Data Mining = Statistics reborn with a new name. > > You ask the wrong crowd. Go to > >http://www.kdcentral.com > > and subscribe to datamine-l mailing list. That's debatable. The poster's question has as much to do with regression to the mean as with modeling, and any

How do you demonstrate Var[x]<= 1/4 on the interval [0,1]

If you distribute your mass 1/2 at 0 and 1/2 at 1 the variance is 1/4. (ie Var[x]=E[x^2]-E[x]^2=(0^2*1/2+1^2*1/2)-(0*1/2+1*1/2)^2=1/4. I believe this is the maximum variance for the interval [0,1]. Other than just making an assertion, is there a way to prove that Var[x]<=1/4. ==

linear model or interactive model?

Dear all, Suppose I have an aggregation model which is in the following form: Y = X11 * X12 + X21 * X22. This model could be thought as an aggregation of two knowledge, namely X1. and X2.. Each knowledge contains two pieces of information (attributes). For example, X1 contains X11 ans X12. N