Recent content by artbio

Philip Wong the pcs aren't never correlated between each other. That's one of the restrictions when you do a pca. They might be after you do a rotation on the loadings. Getting PCs with equal eigen values (variance) is just a coincidence. Those two principal components are only the same, if the...

You are wrong. You can indeed calculate the principal components from the correlation matrix. In some cases it is even advisable. When your variables are measured in different units you can't make meaningful linear combinations out of them. When you do it from the correlation matrix you are...

Hi. I am going to have my Multivariate Statistics exam in two weeks. I am going by a book that isn't available in the English literature. But I don't like it, because it has several omissions. Can you recommend me any good books in English? I can borrow many (for free) at my institution's...

Hi. I have the following problem I am finding very difficult to solve. Assume that the lifetime T is an r.v. that follows an exponential distribution with hazard rate a (Note: the hazard rate is the parameter of the exponential distribution) and that the right censoring time C is Uniform(0,b)...

The hazard function is: h(t)=- \frac{d Ln[S(t)]}{dt} The cumulative hazard function is: H(t)=-Ln[S(t)]

If you have a logarithm table or if you know one by memory, yes. Other than that, the only other way I can remember is through a Taylor series expansion. See http://en.wikipedia.org/wiki/Taylor_series With Taylor series you can only approach the value and it involves hard work and time. I...

I think you can get many equations that will give you the result of a cubic, square or whatever root you want. One of them is: e^{\frac{1}{3}ln(64)} If computers didn't exist, you could get the result from a table of logarithms.

Thanks for your reply. These are the courses we are going to have this semester: Bayesian statistics Experimental design Sampling Space-time statistics Multivariate statistics Survival analysis Biostatistics For the 3rd semester we don't know yet. There is a list of options. From...

I have a degree in Engineering. Now I am back to school, for a 2 year Master's degree in Statistics. The second semester just started. And there will be a 3rd. Is there a chance that I will need complex numbers? My background in Complex Analysis is very limited. Should I study any Complex...

Thanks man. You're awesome! Let's see if I got it. I will use the \Theta greek letter instead of a k because that was the one used on the original question. 1) Let (X_1,X_2,...X_n) be a random sample. The individual X_i are independent identically distributed random variables that...

So: E[max(x_1,...,x_n)]=\int_0^k \! max(x_1,...,x_n)\frac{1}{k} \, dx=\frac{1}{k}\int_0^k \!max(x_1,...,x_n)\, dx Is this correct? Now I have a problem. Since the "max" is also a random variable, for which I don't know the density function. How do I integrate this?

Hi. That statement seems obvious to me. I don't need a proof. If you have two variables for which the outcome is uncertain i.e random. The outcome of their sum will also be uncertain i.e random. So the sum of two random variables is also a random variable. Don't you think? I don't even know...

Hi had this question on my last "Statistical Inference" exam. And I still have some doubts about it. I determined that the maximum likelihood estimator of an Uniform distribution U(0,k) is equal to the maximum value observed in the sample. That is correct. So say my textbooks. After that the...