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  1. K

    Statistical test for comparing means of correlation coefficients

    Suppose that I have two lists of correlation coefficients such as A = [0.5,0.3,0.25,0.3,-0.1] and B = [0.8,0.7,0.75,0.8,0.8]. The correlation coefficients in A are independent to B. Now, I want to test the null hypothesis, that the means of both lists are equal. I am familiar with how to...
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    Autocorrelation of discrete time series

    I am currently planning on calculating the autocorrelation for various lags given a time series. However, my elements of the time series are "discrete" and abstract classes; i.e., no integers. For example, my series could look like: class A, class B, class A, class A ... Of course I...
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    Difference powerlaw, lognormal and streteched exponential (Weibull) function

    I am currently fitting above mentioned functions to my data and I can observe, that both lognormal and Weibull are better fits than powerlaw. In literature, it is often suggested, that it is hard to distinguish these functions, but I can in my data. I do not completely understand the...
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    Markov Chain Prediction with unknown states

    down vote favorite 2 I want to make a prediction of the next state based on a training and test dataset. So I split my data into a train and test set and calculate the MLE on the train set and want to predict the next state on the test dataset. The problem now is, that there can be...
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    Log-likelihood MLE Markov chain

    Hey! I am currently working with Markov chains and calculated the Maximum Likelihood Estimate using transition probabilities as suggested by several sources. I now want to calculate the log-likelihood of the MLE, but I am quite unsure how to do so. Maybe someone can help me out. Thanks...