Segment 19

From Computational Statistics (CSE383M and CS395T)
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Calculation Problems

1. Proof using Cholesky decomposition

Food for Thought Problems

1. T-value is the number of standard deviation from the mean that the given data is on the distribution. This can be a good first estimate of our data with respect to the model. Square of the t-value fits the chi-square distribution

2. Since the extremes can happen on both sides, a two-tailed p-value would be the ideal process. To calculate this, the sum of the square of every <math> (x_i - \mu_i)/\sigma_i </math> can be put into the chi-sq formula.


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