# Questions tagged [statistics]

The study of collection, organization, analysis, and interpretation of data.

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### How to add large exponential terms reliably without overflow errors?

A very common problem in Markov Chain Monte Carlo involves computing probabilities that are sum of large exponential terms, $e^{a_1} + e^{a_2} + ...$ where the components of $a$ can range from ...
2answers
26k views

### Define custom probability density function in Python

Is there a way, using some established Python package (e.g. SciPy) to define my own probability density function (without any prior data, just $f(x) = a x + b$), so I can then make calculations with ...
2answers
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### Sum over very small exponentials: Underflow

I am trying to compute (in C) a sum like $S = \sum_i \exp( - a_i )$, where $10^{4} < a_i < 10^{5}$ are approximately normal distributed. So even if I do the Log-Sum-Exp trick \$S = \exp(\...
2answers
204 views

### How to optimize sampling for parameter estimation

I have a computer model with a number of parameters that need to be calibrated based on experimental results. It's also important to understand the sensitivity of the results to each parameter ...