# variance

1. ### Calculating Covariance Matrix (Regression Analysis)

Im having difficulty in trying to compute the Covariance Matrix. I think Im missing out an equation to be honest. Here's what I've been given in the question: Model: Y = theta_0 + X*theta_1 + (X^2)*theta_2 + epsilon Design: Y | 4, 3, 2, 3, 8 X |-2,-1,0, 1, 2 Now the question asks to...
2. ### A question about sampling

Consider two probability distributions, A and B. A has greater variance than B, but A and B have equal means. We are not told anything about their skewness or kurtosis, these can be different for A and B (A might have fat tails or be skewed, while B might be likewise or may different all...
3. ### What is the contribution of a sub-segment of random numbers to total variance?

I am not sure if this is good etiquette, but I posted a question in the practical section and although contributes tried to help, no one was able to! So, I am posting it again here in a more general way, in the hope that here is where the truly hard-core statisticians are found! :D QUESTION...
4. ### Decomposing total variance of profits into variance from loss and variance from gain

Hello, Consider the profit stream of a firm. This profit stream consists of losses and gains. Suppose that I am interested in investigating the variance of this profit stream and wish to make a conclusion about how much of the variance is attributed to variance of gains and how much is...
5. ### Why data standardization is necessary in Prinicple Component Analysis (PCA) ?

Dear Guys, Hi. Generally the PCA process is described as follows: 1: Get some data 2: Standardize the data 3: Calculate the covariance matrix 4: Calculate the eigenvectors and eigenvalues of the covariance matrix 5: Choosing components and forming a feature vector 6: Deriving the new...
6. ### N vs N-1 in variance of population?

I did not get the why there are N and N-1 while calculating population variance. When we use N and when we use N-1?
7. ### need help to calculate variance of sales

Hi, I'm trying to calculate numerical value of the variance of sales, and the probability of a sale greater than 6300 cans. but it seems wrong because I get very very large numbers. we are given that SALES = 40710 - 430P where sales are cans sold per week. and PRICE ~N(75,25) I...
8. ### 1-Tailed Levene Test

I am interested in testing if the variance of one data set is bigger than another set. I thought about using a simple F-test, but I am not sure the populations are normal. Is there a 1-tailed variant of the Levene Test for Equality of Variances? I understand that the Levene Test performs a...
9. ### Variance, means and clusters

I have a question for you, hopefully it's not too trivial, but I a'm not an expert :) I have the distribution, within a certain population, of a group (G) of variables (urban quality of life indicators, but that's not so relevant, I guess) that may or may not be correlated with each other...
10. ### Text book or article exposition on MLE (non-linear least squares) error analysis

I am looking for a rigorous mathematical development of non-linear least squares error analysis, specially the accuracy of the MLE estimate -- either in a text or a paper. This involves an analysis of the use of the hessian of the objective function, and the variance of the residuals as a scale...
11. ### Discriminant analysis Eigenvalues

I have a specific question: when running a stepwise Discriminant analysis, if I get 2 or more steps, and then SPSS shows the eigenvalue of "function no. 1" ONLY which explains 100% of the variance, does this mean this function includes the variables in all of the steps? So, for example, I...
12. ### Question Help ASAP!

The scores on a standardized English placement exam are normally distributed with a mean of 100 and a variance of 81. The top 10% of students will be placed in an Honours English class. What score must a student get on the placement test in order to be placed in Honours English? THANKS!!
13. ### Standard Deviation of the Mean vs Standard Error of the Mean

Hi all, I am having a few issues with understandin some statistics and I have 2 questions: QUESTION 1 does anyone know the difference between standard deviation of the mean and standard error of the mean? in some sources, it seems to indicate that they are the same thing (including my...
14. ### Clustering Analysis when to stop the algorithm?

I have a data set, let's assume 1,000 points, that I am attempting to form into clusters. I am using Hierarchical clustering in the sense that I start with 1000 clusters then for each point I join it together with the next closest point until i have cycled through all 1,000 points. Now I have...
15. ### Stepwise Regression

When a variable is added and then removed in stepwise regression, what happens to the proportion of the variance it explained?