Re: Re Li0N_iN_0iL@NoSpam.Com (Li0N_iN_0iL)

2000-12-02 Thread Li0N_iN_0iL
[EMAIL PROTECTED] wrote: >I understand you concern about spam but without >identifying yourself it is difficult to take any of you >comments very seriously. It is also difficult to take seriously any comments containing grammar such as your own; but the topic of this Newsgroup is statistics, n

Re: stat question

2000-11-24 Thread Li0N_iN_0iL
Dennis Roberts wrote about Herman's pronouncement: >he takes the position that no one can benefit from >any intro stat courses ... which we know is a silly >position to take It's worse than silly: it's false. = Instructions for jo

Re Li0N_iN_0iL@NoSpam.Com (Li0N_iN_0iL)

2000-11-24 Thread Li0N_iN_0iL
Robert C. Knodt <[EMAIL PROTECTED]> wrote: >It might be more polite to show your name >and/or address to identify yourself >when sending comments to the mailing list. It might and/or might not be, and that was once my practice; but after receiving more than enough spam and unwelcome e-mail fo

Re: stat question

2000-11-23 Thread Li0N_iN_0iL
Herman Rubin wrote: >anyone wanting to learn good statistics should not even >consider taking an "undergraduate" statistics course Nonsense. = Instructions for joining and leaving this list and remarks about the problem of INAPPR

Re: Standard deviation/confidence interval help.

2000-11-23 Thread Li0N_iN_0iL
Mark Solberg <[EMAIL PROTECTED]> wrote: >I've had some statistics coursework, probably just enough to be dangerous. > >Here's my problem. By the way this is an actual problem, not theoretical. >I need to analyze the hold percentage on certain table games in the casino I >work at. I should think

Re: distribution of daily low/high

2000-11-14 Thread Li0N_iN_0iL
Herman Rubin wrote: >The Brownian motion here is one-dimensional. See chapter 17 (Brownian Motion of a galvanometer), "Thermodynamics", Francis Weston Sears (Addison-Wesley). = Instructions for joining and leaving this list and r

Re: distribution of daily low/high

2000-11-08 Thread Li0N_iN_0iL
Vincent Granville wrote: >The problem is to find the (parametric?) distribution of >the ratio low/high in connection with Brownian motions. >The application I have in mind is daily low/high or 52-week >low/high for any particular stock price. Brownian motions are usually described as having a M

Re: Poisson process

2000-10-23 Thread Li0N_iN_0iL
burt <[EMAIL PROTECTED]> wrote: >It seems like I read once that a characteristic of a >Poisson arrival pattern at a waiting line facility is that >there will be long periods of no or few arrivals followed >by periods of many arrivals. Can anyone refer me to a >reference that discusses this charac

Re: likelihood

2000-08-17 Thread Li0N_iN_0iL
David A. Heiser wrote: >>>Second, one needs to read Fisher's insight into Bayes original work to >>>understand Fisher's view of probability. >> >> The only discernable connection between Bayes original work and Fisher's >> view of probability is that they are both discussed in Chapter 2 of his >>

Re: likelihood

2000-08-10 Thread Li0N_iN_0iL
David A. Heiser wrote: >von Mises criticizes Fisher (1921) for his introduction of the term >"likelihood" without defining it, since in common usage, 'likelihood' >and 'probability" have the same meaning. Fisher may have addressed this issue in the preface to the thirteenth edition of his book,

Re: P( |X1-X2| > a)=? when X~N(my,sigma)

2000-08-08 Thread Li0N_iN_0iL
Tarjei Knapstad <[EMAIL PROTECTED]> wrote: >I have a random variable X normally distributed with known mean and >standard deviation, say, X~N(2, 0.5). If I make two samples from this >distribution, how do I find the probability of the absolute difference >between these samples being larger than a