Statistics - 文章分类 - veager

Generalized Additive Models (GAM)

摘要：Generalized Additive Models (GAM) "5.3 GLM, GAM and more", in Interpretable Machine Learning, site pyGAM, Generalized Additive Models in Python, site 阅读全文

posted @ 2023-09-18 16:27 veager 阅读(32) 评论(0) 推荐(0)

Kernel Estimation 核估计

摘要：Kernel Estimation 核估计 1 Kernel Function 1.1 General Kernel Functions Triangular \[\kappa(u) = (1 - |u|), \quad |u| < 1 \] Epanechnikov (parabolic) \[\ 阅读全文

posted @ 2023-08-08 13:10 veager 阅读(72) 评论(0) 推荐(0)

Generalized Linear Models

摘要：Generalized Linear Models 1. Overview Two components of a linear model Random component: the response variable $Y|X$ is continuous and normally distri 阅读全文

posted @ 2023-05-14 15:30 veager 阅读(102) 评论(0) 推荐(0)

Quantile Regression

摘要：Quantile Regression 1. Theory (1) 分位数对一个随机变量 $X$，其 $\tau \ (0 \leq \tau \leq 1)$ 的分位数 $x$ $$ \tau = \Pr(X \leq x) $$ (2) Pinball Loss 损失类比于最小二乘法使用的* 阅读全文

posted @ 2023-05-05 14:27 veager 阅读(531) 评论(0) 推荐(0)

Discrete Choice Model - Multinomial Choice Models

摘要：1. Multinomial Choice Models Let $C$ denote travel mode choice set (including all potential mode choices for some population), and define $J$ to b 阅读全文

posted @ 2023-01-12 11:12 veager 阅读(79) 评论(0) 推荐(0)

Logistic Regression Model: Implement in Python

摘要：Logistic Regression Series Logistic Regression Model: Implement in Python: site 1. sklearn 中 linear_model.LogisticRegression 类 from sklearn.linear_mod 阅读全文

posted @ 2023-01-07 23:56 veager 阅读(31) 评论(0) 推荐(0)

Logistic Regression Model: Theory

摘要：Key Words: Discrete Choice Model Logistic Regression (LR) Model Multinational logistic (MNL) Model 阅读全文

posted @ 2023-01-07 23:55 veager 阅读(39) 评论(0) 推荐(0)

Statistical Inference I & II: Proof

摘要：1. Unbiased estimation 1.2 Population mean estimator The estimator $$ {\bar X = \frac{1}{n} \sum_{i=1}^n X_i} $$ of the samples is a unbiased estimato 阅读全文

posted @ 2023-01-06 14:32 veager 阅读(57) 评论(0) 推荐(0)

Statistical Inference I: Descriptive Statistics

posted @ 2023-01-06 14:19 veager 阅读(51) 评论(0) 推荐(0)

Statistical Inference - Implement in R

摘要：1. 分布函数 1.1. Basis R语言中提供了 4 类统计分布的函数，以下为函数和相应前缀： d (x, distparams, log = FALSE) ：概率密度函数，PDF，PMF x：数字或向量 log ：logical; if TRUE, will return log(p). d( 阅读全文

posted @ 2023-01-06 14:17 veager 阅读(58) 评论(0) 推荐(0)

Linear Regression - 4 Implement in R

摘要：Linear Regression Series: Linear Regression - 1 Theory : site Linear Regression - 2 Proofs of Theory : site Linear Regression - 3 Implement in Python 阅读全文

posted @ 2023-01-06 12:42 veager 阅读(47) 评论(0) 推荐(0)

Nonparametric Statistic

摘要：Nonparametric Statistic 1. Introduction Parametric statistical methods These statistical testing methods assume that $X \sim \mathcal{N}(\mu, \sigma^2 阅读全文

posted @ 2022-10-28 18:14 veager 阅读(58) 评论(0) 推荐(0)

ANalysis Of VAriance (ANOVA) Appendix 1: Proofs

摘要：ANalysis Of VAriance (ANOVA) Appendix 1: Proofs 1 Noncentral Chi-square distribution 1 Noncentral Chi-square distribution with $k$ degrees of freedom 阅读全文

posted @ 2022-10-22 16:27 veager 阅读(50) 评论(0) 推荐(0)

ANalysis Of VAriance (ANOVA)

摘要：1. Engineering Experiments Terminology: The levels of the factor are sometimes called treatments Each treatment has six observations or replicates The 阅读全文

posted @ 2022-10-11 09:16 veager 阅读(114) 评论(0) 推荐(0)

Q-Q plot

摘要：1. Quantile-Quantile Plot (Q-Q Plots) 定义：两个分布函数 x 轴 $F(x)=\Pr_X(X\leq x)$ y 轴 $G(y)=\Pr_Y(Y\leq y)$ Q-Q 图中，图中点对应的两个分布的累计概率 $p$ 相同，即 \[ (x, y): 阅读全文

posted @ 2022-05-12 19:39 veager 阅读(233) 评论(0) 推荐(0)

Gini Coefficient

摘要：Gini Coefficient 1. Lorenz Curve The Lorenz curve is used to describe the inequality in the distribution of a quantity (usually income or wealth in ec 阅读全文

posted @ 2022-05-06 23:22 veager 阅读(158) 评论(0) 推荐(0)

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文章分类 - Statistics