Posts Tagged ‘ Fisher ’

MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

January 12, 2012
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MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

Tomorrow, we will discuss Fisher-Tippett theorem. The idea is that there are only three possible limiting distributions for normalized versions of the maxima of i.i.d. samples . For bounded distribution, consider e.g. the uniform distribution on t...

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Confidence interval for predictions with GLMs

November 4, 2011
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Confidence interval for predictions with GLMs

Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation...

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Two sample Student’s t-test #1

July 24, 2009
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Two sample Student’s t-test #1

t-Test to compare the means of two groups under the assumption that both samples are random, independent, and come from normally distributed population with unknow but equal variancesHere I will use the same data just seen in a previous post. The data ...

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