# Questions tagged [sample-statistics]

For questions directly related to various sample statistics: mean, median, variance, various quantiles, test and order statistics, sample moments, Dice coefficient, Jaccard index, etc.

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### Efficient sum of distributions (mixture distribution) and sampling

I manage to implement adaptive sampling by drawing samples iteratively from an update distribution which is represented by a mixture of two distributions, such that ρ_{new} = a * ρ_{old} + (1 - a) * ...
1 vote
109 views

### Parameter estimation simple theory question related to scipy.optimize.curve_fit

It has been a while since I have done some stats, and I have tried to fit a curve using optimize.curve_fit of parameter estimation. I am also interested in the standard deviation of the fitted ...
• 99
1 vote
585 views

### Optimization on MCMC codes

I am looking for MCMC codes with a GPU suport (like NVIDIA or OpenCL libraries) to make faster run chains. If someone could have a state of the art ...
434 views

### Generating particles from a distribution function using Monte Carlo

I have been given a 4D ($x, y, v_x, v_y$) distribution function, $f(x,y,v_x, v_y)$, generated by an external code. I want to generate a set of particles from this distribution function, say 10k ...
913 views

### Understand the need for Welford's online algorithm

I am puzzled by the Wikipedia entry discussing many online algorithms for computing the sample variance, including the Welford's online algorithm. In particular, the sample variance $s_n^2$ can be ...
• 141