Questions tagged [inference]
Drawing conclusions about population parameters from sample data. See https://en.wikipedia.org/wiki/Inference and https://en.wikipedia.org/wiki/Statistical_inference
3,173 questions
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Why does classical testing privilege Type I error (vs. the symmetric Bayesian view), why is status quo given privilege in traditional decision theory?
I'm trying to reconcile the classical Neyman-Pearson (NP) approach to hypothesis testing with the more symmetric, decision-theoretic view we use in my 6.437 (Inference & Information) class.
In our ...
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Why do we use convergence in probability to define consistency of an estimator?
I'm trying to find an explanation for the reason we define consistency of an estimator as a probability convergence. Basically I'm interest in understanding why we don't use almost sure convergence as ...
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Does a fully deterministic Pocock & Simon minimization affect variance estimation and inference validity (ignoring selection bias)?
I have a question about covariate-adaptive allocation in clinical trials.
Suppose we use a Pocock and Simon minimization procedure without any random component: that is, a fully deterministic ...
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Graph-RAG-CV (Fusion Reranker No-Reinfer) [closed]
Short
Can I build a Graph-RAG pipeline that applies a reranker and top-K after vector search without re-running the full inference loop? I also need to continuously ingest VLM/CV monitoring logs and ...
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Maximum likelihood estimation with the likelihood function as a function of random variables
I have seen many texts use this notation where they define the likelihood function as a function of random variables and the unknown parameter, rather than a function of the data and the unknown ...
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$X_1,...,X_m$ follows iid $\text{Bin}(n,p)$, $0<p<1$ . $T=\sum X_i $. What is the UMVUE of $q/p$ where $q=1-p$? [duplicate]
I know that $T \sim \text{Bin}(mn,p)$ and it's also complete and sufficient. For a UMVUE I need a function of $T$. But I'm bothered by $1/p$ situation. Would $mn/T$ be an UE of $1/p$ just as $T/mn$ is ...
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What are the limitations of AUC/ROC when used to evaluate effects over time (e.g., drug, electrophysiological signals) in inferential models?
I’ve been reading some papers in the neuroscience field, and I don’t quite understand the widespread use of AUC/ROC to test for group differences when analyzing neuronal firing over a range of seconds ...
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What does it mean for a prior to be "reliable" for the parameter?
In reading Lehmann & Romano (1998)(which I assume has not changed much in the 2022 edition), they mention, in passing (I believe in Chapter 3, but I cannot find the exact spot), that prior ...
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Statistical modeling with only a single data point
The vast majority of statistical literature involves having a dataset which can be partitioned into $n$ data points, $\mathbf{x} = \{x_1,...,x_n\}$ constructing a model for the individual data ...
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Is an explicit "treatment" variable a necessary condition for instrumental variable analysis?
I'm trying to model the causal impact of our marketing efforts on our ads business, and I'm considering an Instrumental Variable (IV) framework. I'd appreciate a sanity check on my approach and any ...
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How do I evaluate the covariance in the frequentist paradigm?
I am doing inferencing with a frequentest paradigm. I don't think it matters, but the context of this is to understand information geometry.
I would like to understand the Frequentist covariance ...
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Power function associated to a test
In class we looked at an example of application of the likelihood ratio test in the following situation: we are given a sample $X = (X_1, \ldots, X_n)$ from a distribution with pdf of the form $f(x|\...
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Hypothesis test. Comparing two population parameters given a threshold (difference) value. Given paired means
We want to test whether two measurements start deviating from each other in time.
Situation
We want to know the quality of water by measuring an indicator (i.e. Concentration of pollutant). There is ...
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Introductory book on statistical inference that connects theory to data analysis
I am a PhD student in Phonetics and I have been doing statistical analyses of speech data for a long time now. I am quite familiar with the hands-on side of data analysis with R and Python, such as ...
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Optimal policy under RL as inference framework
In RL as inference framework (Levine, 2018) and application of language modeling, in particular seq2seq modeling, we care about learning a policy $p_\theta(y \mid x)$, where $x$ is the input sequence ...
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