# Questions tagged [statistics]

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

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### fastest and most efficent way to count all combinations in many sets and sum them together

I am a Java programmer who has reached the limits of brute computer power. My relational database (and non relational databases) is not producing results quick enough and I have hit a bottleneck in ...
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### What is the algorithm that matlab used in its built-in function 'pca'?

Do anyone know what is the algorithm that MATLAB used in its built-in function "pca"? I have the following data set: 148.9820 55.8438 210.2150 149.3030 56.8891 208.4280 151.4400 55....
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### What is 'SOLVER' in R and Statistics/Analytics ?

**strong text**a) I tried to research on what exactly is a SOLVER only to find a not clear-cut simple answer. My doubts still remain after going through several sites full of discussions about it. I ...
698 views

### Python: What is a good way to generate a 1D particle field with a gaussian distribution?

If I have N particles how do I assign their x values so that the end result is Gaussian distribution. i.e. particles near the ends are more spread out than particles near the center.
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### 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 ...
561 views

### How can I reduce the error of the sample average?

I want to use the sample average $(X_1 + .... X_n)/n$ as a substitute for the expectation $\mathbb{E}(X)$. As claimed by the weak law of large numbers, as n increases the sample average should ...
792 views

### Computing a rolling quantile

An algorithm I'm writing needs to compute rolling quantiles of a time series. Currently I do this in the naive way: for a window of size W and a vector ...
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### Adding deliberate imperfection to RNG output - toolkits?

Are there any existing software toolkits, libraries, frameworks or whatever for studying the quality of pseudorandom number generators that allow one to add a known amount of imperfection - e.g ...
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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 ...
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### Probabilistic algorithms for matrix approximation

Considering regular matrix approximation inequality || $A - QQ^TA$|| < e where we try to approximate matrix $A$ by a lower rank orthonormal matrix $Q$. I've read an article on probabilistic ...
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### Testing for stability of a simulated dynamical system

Background and question I often work with simulations of dynamical systems and I usually track a single parameter $x$, such as the number of agents (for agents based models) or the error rate (for ...
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### Kolmogorov–Smirnov test for multivariate data

I have a set of files consisting of randomly selected points from a dataset, each file belonging to a particular class. Each row in these files contains the coordinates in n-space of the point. I'd ...
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### Looking for C/C++ implementations of sampling from multinomial and Dirichlet distributions

I'm looking for C/C++ implementations of functions that return random variates multinomial and Dirichlet distributions. This is in the context of a calculation for posterior predictive p-values, part ...