HDTenEightyP/NetNews huggingface dataset:
From: Decker@Themis.CS.UMASS.EDU (Keith Decker)
Newsgroups: sci.math.stat
Subject: Combinatorics of `limited partitions'?
Date: 2 Oct 92 15:37:18 GMT
Reply-To: decker@ariel.cs.umass.edu
Organization: Computer and Information Science, University of Massachusetts, Amherst, MA


Hello again,

Since my last query generated some great help, I thought I'd
post the other little problem that has come up in recent work.
I actually have, I think, a set of recurrence equations to solve
this, but I wanted to know if it is a solved problem so I can
double check my answer, and if it has a `standard' name by which
I can refer to it. I've been calling it the problem of `limited
partitions'.

It is known that the number of partitions of n into exactly k
parts is [n-1 choose k-1]. What I want to know is the partition
of n into k OR LESS parts WHERE THE MAX VALUE = m. I call this
(until someone tells me it's real name) a `limited partition'
P(n,k,m).

I've solved this by breaking it into simpler problems, i.e., we
first choose some number i (i>1, and n<im) of the k slots to get
the max value m (there are [k-(i-1) choose 1] ways to do this),
and then for each compute P'(n-im,k-i,m-1), where P'(n,k,m) =
number of partitions of n into k or less values each <= m.
P'(n,k,m) is in turn computed by choosing another j<k and
referring to a final partition, P*(n,k,m), which is the
partition of n into EXACTLY k values where each value is <= m.

In any case, I wondered if any of these were standard solved
problems so I could call them by the right names and check my
derivations (maybe they even have closed form solutions).

Thanks again,
/Keith
decker@cs.umass.edu
Cooperative Distributed Problem Solving Lab
University of Massachusetts at Amherst

P.S.  In case anyone wants to know, the application of the
result is to distributed problem solving.  Say we want to
analyze how long it will take A agents to solve n problems that
initially arrive randomly at agents (like tossing n balls into A
boxes) The termination time for the system is based on which
agent gets the *most* problems (which box gets the most balls).
The expected termination time is then the termination time if
the agent with the most balls got exactly m balls, times the
probability of that occuring, which can be deduced directly from
the above limited partition results.



Newsgroups: sci.math.stat
From: packer@amarna.gsfc.nasa.gov (Charles Packer)
Subject: Re: margin of error
News-Software: VAX/VMS VNEWS 1.4-b1  
Organization: Dept. of Independence
Date: Sun, 4 Oct 1992 10:49:00 GMT

In article <POPAT.92Oct3125308@image.mit.edu>, popat@image.mit.edu (Kris Popat) writes...
>correspond to D?  If so, what is the corresponding value of P?  Are we
>supposed to assume it is some standard value, like 0.95?


Yes, it's safe to assume that they are referring to a 95% confidence
interval, along with all the assumptions that go with it in survey
sampling. At any rate, when the NY Times reports in detail on on of
the surveys they do as a joint effort with CBS, they include a 
footnote that describes the "margin of error" in layman's terms,
and it sounds like the 95% confidence interval to me.
From: pbond@spitws100.sbil.co.uk (Philip Bond)
Newsgroups: sci.math.stat
Subject: Re: non-central chi-squared distributions
Date: 29 Sep 92 08:33:15 GMT
Reply-To: pbond@spitws100.sbil.co.uk
Organization: Salomon Brothers, Ltd.

In article 15051@head-cfa.harvard.edu, dj@head-cfa.harvard.edu (Diab Jerius) writes:
>i have come across references to a non-central chi-squared distribution
>in the statlib/netlib random number generator package ranlib.
>it is described in the accompanying documentation as being the sum of a
>chi-squared deviate with df-1 degrees of freedom and the square of a normal
>deviate with standard deviation of 1 and non-zero mean.
>
>i am totally ignorant as to what these distributions are based on or what
>they're use might be, but from the name of the beast i may have some
>use for it.  
>
>i have searched through quite a few probability and statistics references,
>but none seems to describe this distribution.  can anyone point me to
>a reference or perhaps briefly describe from whence it arose and what
>its use might be?
>
>
>thanks much!
>
>diab
>-- 
>------------------------------------------------------------------------------
>diab jerius                     | harvard-smithsonian center for astrophysics   
>jerius@cfa.harvard.edu          | 60 garden st., m/s 81,  cambridge ma  02138  
>                                | vox: 617-496-7575         fax: 617-495-7356




These are generated, for example, by mean-reverting square root processes, ie:

Let X be a positive stochastic variable, K and u be parameters. Then the
stochastic differential equation


	dX = K( u - X ) dt + sqrt(X) dz

where dz is a brownian process, will generate a non-central Chi2 distribution
for X as a function of time t. 


Usual disclaimers,

	PB.
From: maj@waikato.ac.nz
Newsgroups: sci.math.stat
Subject: Re: robust location estimators
Date: 2 Oct 92 08:48:19 +1200
Organization: University of Waikato, Hamilton, New Zealand

In article <BvGFAu.GEv@mentor.cc.purdue.edu>, hrubin@pop.stat.purdue.edu (Herman Rubin) writes:

> 
[stuff and quotes deleted]

> Robustness cannot be defined in a formal manner to be a precise concept.
> The definition I like is
> 
> 	The robustness of a procedure is the extent to which its 
> 	properties do not depend on those assumptions which one
> 	does not wish to make.
> -- 
> Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
> Phone: (317)494-6054
> hrubin@pop.stat.purdue.edu (Internet, bitnet)  
> {purdue,pur-ee}!pop.stat!hrubin(UUCP)

This is a good definition of what one wants, but I dispute that
robustness cannot be given a formal definition. I'll try:

   A statistical functional is robust iff it is continuous.

Continuous in what topology?   you may ask. *That* I wont answer,
that's were the vagueness of the concept comes in.
-- 
Murray A. Jorgensen [ maj@waikato.ac.nz ]    University of Waikato
Department of Mathematics and Statistics     Hamilton, New Zealand      
__________________________________________________________________
'Tis the song of the Jubjub! the proof is complete,
if only I've stated it thrice.'
Newsgroups: sci.math.stat
From: strgh@warwick.ac.uk (J E H Shaw)
Subject: Re: A question or two re: splines
Organization: Computing Services, Warwick University, UK
Date: Tue, 6 Oct 1992 16:46:54 GMT

Sorry - my e-mailed reply bounced, so I'm posting this (reply to
how to fit splines with a fixed number of free knots).

  I looked (briefly!) at this a long time ago.  With free knots,
  the equations are horribly ill-conditioned.  I think your best
  chance of fitting a spline in practice is iterative ad-hockery:
  fix the knots & fit the spline, find the `least important'
  knot (e.g. where the n'th deriv. changes least or the knot whose
  omission changes the likelihood least) & try it somewhere else
  (e.g. in the middle of the section with largest n'th deriv.)
  and repeat.  Or something like that.  Good luck.
                -- Ewart Shaw

I'll try to dig up whatever references I found on the problem.
-- 
J.E.H.Shaw,  Department of Statistics,  |  JANET:  strgh@uk.ac.warwick.cu
             University of Warwick,     |  BITNET: strgh%uk.ac.warwick.cu@UKACRL
             Coventry  CV4 7AL,  U.K.   |  PHONE:  +44 203 523069
Sarah (20 months) on first seeing juggling:  `Balls skipping in the sky'.
Newsgroups: sci.math.stat
From: naftaly@supergas.dazixco.ingr.com (Naftaly Stramer)
Subject: Re: normal random number generato
Reply-To: naftaly@dazixco.ingr.com
Organization: Dazix
Date: Mon, 28 Sep 1992 15:57:13 GMT


Thank to all the neters who send me information on the subject. It really helped.

Naftaly

---
Naftaly Stramer (303)581-2370, FAX (303)581-9972    DAZIX, An Intergraph Company
Internet: naftaly@dazixco.ingr.com                  6095 Spine Road    
UUCP: ..uunet!ingr!dazixco!naftaly  	            Boulder, CO 80301
Please excuse my English
Naftaly Stramer (303)581-2370, FAX (303)581-9972    DAZIX, An Intergraph Company
Internet: naftaly@dazixco.ingr.com                  6095 Spine Road    
UUCP: ..uunet!ingr!dazixco!naftaly  	            Boulder, CO 80301
Please excuse my English
From: KJA102@psuvm.psu.edu
Newsgroups: sci.math.stat
Subject: SUDAAN Stats Package: Info wanted
Date: 1 Oct 92 14:03:02 GMT
Organization: Penn State University

I am looking for information on the SUDAAN data analysis package.
I received this lovely letter from the ASA about a two-day tutorial they
are sponsoring on the package, but I can't seem to get any information
about SUDAAN.  I would like to know what the memory load requirements are
to run SUDAAN, how much a site license costs, what advantages it holds over
SPSS and SAS for survey research analysis, and how I can obtain the package.
Any help or hints would be appreciated.


Thank you!
---Kit Aikin
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
"Defeated intellectually, prejudice lingers emotionally."   +
--Gordon Allport (1954)                                     +
Kit Aikin     Dept. of Psychology      Penn State University+
kja102@psuvm.psu.edu   \\\\\ Good Tea.  Nice House.  \\\\\\ +
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Newsgroups: sci.math.stat
From: rons@hardy.u.washington.edu (Ronald Schoenberg)
Subject: Re: Let's Make a Deal!
Organization: University of Washington, Seattle
Date: Fri, 2 Oct 1992 03:17:37 GMT

In article <schumach.717961218@convex.convex.com> schumach@convex.com (Richard A. Schumacher) writes:
>In <1992Sep29.152101.12250@u.washington.edu> rons@hardy.u.washington.edu (Ronald Schoenberg) writes:
>
>>problem.  Suppose that you were untrained in mathematics or physics,
>>that one day you read somewhere that the speed of light was the same
>>in every direction, and that after some thought about it you crank out
>>the special theory of relativity.  However, you make a small error in
>>your assumptions, but your conclusions were correct anyway .  Now how
>>would you feel if the only responses to your achievement were about
>>your error?  Wouldn't you want some credit for having duplicated a
>>renowned result?  Wouldn't you think that the people who failed to
>>give you credit for you achievement and concentrated instead on your
>>error had some kind of ego problem?
>
>How much credit would be due such a person? If they proceeded from incorrect
>assumptions but arrived at a correct conclusion anyway, then they made
>errors in reasoning. Their conclusion was arrived at either by insight
>or by cribbing.
>
>

I wonder how many (male) mathematicians started thinking about a
career in mathematics when they received an enthusiastic response
after precociously solving a problem even though they made errors in
the solution?  And I wonder how many bright young women failed to pursue
careers in mathematics when similarly solving a problem were chastised
for the errors?
From: heumann@hplvec.LVLD.HP.COM (John Heumann)
Newsgroups: sci.math.stat
Subject: Wanted: used copy of Duda & Hart
Date: 24 Sep 92 15:39:58 GMT
Organization: Hewlett-Packard Co., Loveland, CO

Anyone got a used copy of Duda and Hart "Pattern Recognition
and Scene Analysis" which you'd be willing to sell for a 
reasonable price?  Doesn't have to be in mint condition,
but it shouldn't be falling apart either.  Please email
replies.

Thanks,
-jh-
Newsgroups: sci.math.stat
From: jsvrc@rc.rit.edu (J A Stephen Viggiano)
Subject: Principal Component Analysis (was: Principle Components Analysis)
Organization: RIT Research Corp
Distribution: na
Date: Tue, 6 Oct 1992 14:21:23 GMT

In article <BvIqDK.9EK@csn.org> sullivan@teal.csn.org (Steve Sullivan) writes:

>I'm interested in learning about principle components
>analysis, but none of the profs I've talked to have
>any references.

I don't think you'll find anything on "principle components analysis," but
there should be a lot on "principal component analysis." Please don't
consider this a flame in any way, shape, or form -- I just want to help get
you on the right track.

Edward (Ted) Jackson, of Eastman Kodak, wrote a three-part series on PCA for
the _Journal_of_Quality_Technology_ which appeared in 1981. It's a great
introduction. I think he also wrote a book on the subject.

There are a variety of books on a related topic, Factor Analysis. Be advised
that this is only a related topic; PCA is only treated as a special case, if
at all. One of the best is the Third Edition of _Modern_Factor_Analysis_ by
Harry Horace Harmon. BTW, Part 3 of Ted Jackson's series in JQT covers
Factor Analysis.

Finally, there are books on multivariate analysis that discuss PCA.
Gnanadesikan's _Methods_for_Statistical_Data_Analysis_of_Multivariate_
_Observations_ provided me with a starting point for my thesis work on
non-linear PCA about 8 or 9 years ago.

Good luck!
Newsgroups: sci.math.stat
Subject: Can Any body Help? Nonparametrics and forecasting
From: morgoth@otago.ac.nz
Date: 5 Oct 92 12:38:04 NZDT
Organization: University of Otago, Dunedin, New Zealand

To all who read this - First Thanks.

Second - Can you help me with a problem.

I am looking at non-parametric statistical methods for a study.

Currently I am looking at using the nonparametric derivative of Lisral or Confirmatory Factor analysis.  If there are any other methods that come to mind please let me know.  I using this for a study that has a survey and uses the a yes/no format for the answers.


Second problem.  I am looking at what is available in forecasting packages in the PC format?  any thing considered at the moment.  Must be able to perform sales forecasting.

Thanks All,


		Mike Speed,
	
Newsgroups: sci.math.stat
From: grater@ra.me.wisc.edu (Juergen Graeter)
Subject: probability, help needed
Organization: /usr/users/grater/.organization
Distribution: sci
Date: 28 Sep 92 00:19:54

hi, 

I do have the following (easy to solve ) problem but i couldnt 
figure out what to do:

I have a set of equally distributed random numbers ranging from 0.8 to
1.2. If i was to pick n (lets say n=2000) samples what is the
probability that the average of the samples is (1+x, i.e. 1.01) and
not 'exactly' 1?

thanks

juergen


Newsgroups: sci.math.stat
From: g5000005@nickel.laurentian.ca
Subject: Wanted: Statistica 3.1 manual
Organization: Laurentian University
Date: Wed, 30 Sep 1992 13:28:40 GMT


Hello netters!

	I am looking for a manual/book for Statistica 3.1 (for DOS).

	Has anyone used this program? I am currently using VAX/VMS SPSSx but 
will be graduating soon and have to choose between SPSS-PC+ and Statistica.

	Any and all replies welcome!

	Thanks in advance!

Norm
Newsgroups: sci.math.stat
From: sullivan@teal.csn.org (Steve Sullivan)
Subject: Principle Components Analysis
Organization: Colorado SuperNet, Inc.
Distribution: na
Date: Fri, 2 Oct 1992 23:53:43 GMT


I'm interested in learning about principle components
analysis, but none of the profs I've talked to have
any references.

Can anyone recommend some good introductory books or
articles?

Many thanks in advance -

Steve Sullivan
sullivan@csn.org

Xref: sparky sci.math.stat:2073 sci.math.num-analysis:2938
Newsgroups: sci.math.stat,sci.math.num-analysis
From: radford@cs.toronto.edu (Radford Neal)
Subject: Re: Gibbs sampling and annealing (was: Help!  Book recommendations?)
Organization: Department of Computer Science, University of Toronto
Date: 6 Oct 92 15:59:13 GMT

In article <1992Oct5.225003.11916@news2.cis.umn.edu> charlie@umnstat.stat.umn.edu (Charles Geyer) writes:

>[Annealing] doesn't help much.  All it attempts to do is produce one
>realization that is "almost" from the stationary distribution to
>use as the start of the run.
>
>But if the chain mixes very slowly, the average will be near the starting
>point, but not near the expectation one wants to calculate.
>
>On the other hand, if the chain mixes rapidly, the "annealing" isn't
>needed.

Not necessarily. It could be that the chain mixes rapidly once it has
reached the right general region, but that without annealing it takes
a long time to reach that region from whereever it was started.

Anyway, in some problems, notably many in statistical physics,
obtaining a _single_ point form the correct distribution is enough to
solve the problem. An example would be finding the volume of a given
mass of a substance at given temperature and pressure. This quantity
fluctuates, but with a large number of molecules, these fluctuations
are negligible.  A single point from the distribution will almost
certainly give you a good estimate.

    Radford Neal
From: jerry@hnrc.tufts.edu (Jerry Dallal)
Newsgroups: sci.math.stat
Subject: Re: robust location estimators
Date: 1 Oct 92 14:30:17 GMT
Organization: USDA HNRC at Tufts University

In article <44800@ucbvax.BERKELEY.EDU>, beran@wizzle.Berkeley.EDU (ibidem) writes:
>> ... why robust location estimators have not become more popular.
> 
> One answer might be: too many candidates, with too many differing
> theoretical optimality properties. As it stands, the problem of
> robust estimation is not reasonably well-defined. It will take a
> new approach, I suspect, at some future date. 

And because of the lack of mass market software.  Look how popular Cleveland's
LOESS has become (in some circles) now that many stat packages will computer
it.  The same thing seems to be happening with Rousseeuw's PROGRESS.

Even $10 calculators have sigma buttons.  Haven't seen one with an 
M-estimator button, yet.

If you want to make advance a new statistical technique, don't worry about
writing theory articles for prestigious statistical publications.  
Just write some easy-to-use software and market it like mad.
From: popat@image.mit.edu (Kris Popat)
Newsgroups: sci.math.stat
Subject: margin of error
Date: 3 Oct 92 17:53:08 GMT
Organization: MIT Advanced Television Research Program


Consider the statement,

         "The margin of error for this poll was +/- 3 percent."

I'd like to know what such a statement means in precise terms.  The
Chebyshev inequality allows us to make statements like, "the
probability that the measured value differs from the "true" value by
more than D, is less than P."  So does the "margin of error" here
correspond to D?  If so, what is the corresponding value of P?  Are we
supposed to assume it is some standard value, like 0.95?

Kris Popat
MIT Rm. E15-391  Cambridge, MA  02139
From: ayoung@vax.oxford.ac.uk
Newsgroups: sci.math.stat
Subject: Help!  Book recommendations?
Date: 2 Oct 92 09:00:24 GMT
Followup-To: sci.math.stat,sci.math.num-analysis
X-From: ayoung@vax.oxford.ac.uk
X-Newsgroups: sci.math.num-analysis

X-Date: 2 Oct 92 09:55:21 BST
X-Organization: Oxford University VAX 6620

 Can anyone recommend some good books on the follwing:

[1] importance sampling

[2] Gibbs sampling

[3] Simulated annealing

[4] Genetic algorithms

 I'm hoping to find something that (in addition to the maths) also discusses
and compares the merits of various algorithms for implementing each method.

 Thanks, Alan Y.
Newsgroups: sci.math.stat
From: robb@stat.lsa.umich.edu (Robb Muirhead)
Subject: Re: expected value of the esimated covariance matrix
Reply-To: robb@stat.lsa.umich.edu (Robb Muirhead)
Organization: University of Michigan, Dept. of Statistics
Date: Fri, 2 Oct 1992 17:24:04 GMT


For a sample of size N from a MVN distribution

E(S**-1)={(N-1)/(N-p-2)}Sigma**-1

(p is the dimension, Sigma is the population cov matrix)

Newsgroups: sci.math.stat
From: packer@amarna.gsfc.nasa.gov (Charles Packer)
Newsgroups: sci.math.stat
Subject: Re: Let's Make a Deal!
Date: 28 Sep 92 19:07:00 GMT
Organization: Dept. of Independence
News-Software: VAX/VMS VNEWS 1.4-b1

In article <28SEP199206381627@amarna.gsfc.nasa.gov>, packer@amarna.gsfc.nasa.gov (Charles Packer) writes...
>Wait a minute, I thought I understood this a few months


As pointed out to me by e-mail, I merely enumerated
the situations where I would win. I restate the
sample space to indicate where I would win by switching
vs win by staying...

I choose A, host chooses B, I stay with A 1/12 win by staying
I choose A, host chooses B, I switch to C 1/12
I choose A, host chooses C, I stay with A 1/12 win by staying
I choose A, host chooses C, I switch to B 1/12
I choose B, host chooses C, I stay with B 1/6
I choose B, host chooses C, I switch to A 1/6  win by switching
I choose C, host chooses B, I stay with C 1/6
I choose C, host chooses B, I switch to A 1.6  win by switching

Clearly, now, the probability of winning by switching is
twice that of winning by staying.
From: rhh@alice.att.com (r hardin)
Newsgroups: sci.math.stat
Subject: Re: Variance of AxB?
Date: 3 Oct 92 01:16:22 GMT
Article-I.D.: alice.23788
Organization: AT&T Bell Laboratories, Murray Hill NJ



I seem to remember a handy trick for normal distributed numbers,
the expected value of any product of them   <abcd> say  is

<abcd> = <ab> <cd> + <ac> <bd> + <ad> <bc>

ie., just write every unique product of pairs

which works for any order of product.

From which, if I have remembered it correctly of course, you can
compute any variance.

Perhaps someone can verify the rule, which I am remembering from
a distance of perhaps 20 years.
Newsgroups: sci.math.stat
From: thompson@atlas.socsci.umn.edu (T. Scott Thompson)
Subject: Re: garch modelling software
Reply-To: thompson@atlas.socsci.umn.edu
Organization: Economics Department, University of Minnesota
Date: Tue, 29 Sep 1992 16:47:39 GMT

ciar04@vaxa.strath.ac.uk writes:

>The literature for ARCH/GARCH is very extensive.  The more important papers
>are:

>3)  Bollerslev, T., Chou R.Y., Kroner, K.F. (1992), "ARCH Modeling in
>    Finance:  A Review of the Theory and Empirical Evidence.", Journal
>    of Econometrics 52, 5-59.

In fact, Journal of Econometrics 52 (1-2) April/May 1992 is entirely
devoted to papers on ARCH modelling in finance.
--
T. Scott Thompson              email:  thompson@atlas.socsci.umn.edu
Department of Economics        phone:  (612) 625-0119
University of Minnesota        fax:    (612) 624-0209
From: howard@iscsvax.uni.edu
Newsgroups: sci.math.stat
Subject: Ross Perot and Statistics
Date: 2 Oct 92 11:18:39 -0500
Organization: University of Northern Iowa

Was it just me, or did anyone else cringe a bit at Ross Perot's
methods of "asking the volunteers" whether he should run for 
President?

Some problems I saw with his "technique" were:

1) defining the population. Is a "Perot Volunteer" someone who signed
the petition to put him on the ballot? Are people who are paid allowed
to vote?

2) Deciding on the sampling method. Apparently, some states just
got together 30-50 people they knew supported Perot and decided without
asking other Perot supporters in the state. Other states made more of
an effort to contact thousands of supporters. And apparently 
part of the decision was made on the number of calls to the 800 number. 
Trouble was, they did not tell people before they called that they could
not vote no, only yes. 

3) Conducting a sample representative of the population. It seems to
me that the most fair way to determine support would have been to 
conduct a random sample of those who signed petitions, and then 
weight those results by the size of the state. 

I think what surprised me most was the failure of the news media to 
question his sampling technique. Should journalism students be required
to take more statistics?


Anyway, I'm voting for Bill Clinton. 

-Mary Howard