meta user
network profile
| bio | website | linkedin.com/pub/andy-ross/14/… |
|---|---|---|
| location | Columbia, MO | |
| age | 31 | |
| visits | member for | 1 year, 5 months |
| seen | 2 hours ago | |
| stats | profile views | 657 |
|
1d |
answered | Error in ARIMAProcess example |
|
Jun 10 |
awarded | statistics |
|
Jun 8 |
comment |
Coefficient of determination (R squared) of EstimatedDistribution It fits quite poorly in the tails of the distribution. Most of the tests available to DistributionFitTest are particularly sensitive to departures in the tail which would explain the small p-values. It also appears that you have a lot of data so it isn't surprising that you would get near zero p-values with a departure that is visible to the eye like this. |
|
Jun 8 |
comment |
Coefficient of determination (R squared) of EstimatedDistribution @0x4A4D actually, in this case, a p-value near zero indicates a poor fit. There are many reasons why that may be the case but it is impossible to speculate without seeing the original data.I find it is generally better to use a QuantilePlot rather than visually compare PDFs. |
|
Jun 3 |
awarded | Popular Question |
|
May 30 |
revised |
List of compilable functions added 2 characters in body |
|
May 27 |
awarded | Popular Question |
|
May 23 |
awarded | Enlightened |
|
May 23 |
comment |
3D visualization of 4D object data It would be helpful to have access to the data. If you can't give the actual data maybe you could give some code to generate representative data. |
|
May 22 |
comment |
CorrelationTest small bug? @whuber in this particular case that is essentially true. However, that is only because we happen to have set the null value to zero for CorrelationTest. |
|
May 22 |
awarded | Nice Answer |
|
May 22 |
comment |
CorrelationTest small bug? Yes, it is the same for PearsonCorrelationTest. Again, you can check the properties and relations section to confirm. |
|
May 22 |
comment |
The default bandwidth of the SmoothKernelDistribution function @J.M. not really. It seems to have been an observation from experience rather than a mathematical derivation. We should all keep in mind that bandwidth selection is much more of an art than a science and few are better smoothing "artists" than Silverman. |
|
May 22 |
revised |
CorrelationTest small bug? added 667 characters in body |
|
May 22 |
answered | CorrelationTest small bug? |
|
May 20 |
comment |
The default bandwidth of the SmoothKernelDistribution function @wolfies KernelMixtureDistribution is meant to be exact if MaxMixtureKernels is set to All. |
|
May 20 |
comment |
The default bandwidth of the SmoothKernelDistribution function @wolfies it differs by kernel function and is hard coded for each. For user defined kernels there is a fixed constant .9. It is obviously possible to derive the optimal value if the underlying distribution is known but this seemed like more work than it was worth at the time. If it is critical functionality I recommend filing a suggestion with WRI. |
|
May 20 |
revised |
The default bandwidth of the SmoothKernelDistribution function |
|
May 19 |
comment |
The default bandwidth of the SmoothKernelDistribution function @J.M. The rule of thumb used comes from page 48 of Silverman's own book "Density Estimation for Statistics and Data Analysis" and is suggested as an improvement to 1.06 when considering a broader family of underlying distributions. |
|
May 19 |
revised |
The default bandwidth of the SmoothKernelDistribution function added 70 characters in body |
