HDTenEightyP/NetNews huggingface dataset:
From: packer@amarna.gsfc.nasa.gov (Charles Packer)
Subject: Re: Congressional Check Bouncing
News-Software: VAX/VMS VNEWS 1.4-b1  
Organization: Dept. of Independence
Date: Tue, 10 Nov 1992 11:08:00 GMT

In article <1992Nov9.225516.11794@Princeton.EDU>, sjackman@phoenix.Princeton.EDU (Simon D. Jackman) writes...
>distribution is highly positively skewed.  I think it maxed out around
>960 checks, but a large number of people had zero or only a small number
>of bounced checks.


..And positive skewness is what one would expect, since check-bouncing is
a performance variable, in the same class as income attainment or
publishing papers! Experts, is this a lognormal or hyperbolic distribution?
Does one shade into the other? In either case, aren't multiplicative
effects usually proposed to model this, as opposed to the additive
effects that generate a Gaussian distribution?
Newsgroups: sci.math.stat
From: regeorge@magnus.acs.ohio-state.edu (Robert E George)
Subject: Re: QUESTION FROM AN IGNORANT CHEMIST
Organization: The Ohio State University
Date: Thu, 12 Nov 1992 18:06:14 GMT

In article <1992Nov12.154410.28408@athena.mit.edu> chasman@athena.mit.edu (Davi
d Chasman) writes:
>This is probably a silly question, but I can't learn if I don't ask
>questions:
There are no silly questions.
>
>I have the following data analysis problem:
>
>I have a set on values: { y_i }
>
>I hypothesize that these values are related to some x's
>by
>
>    y_i = sum_{n=1}^D x_n(i)
>
Are "i" and "n" reversed here? The example below seems to suggest
that they are.

>x_n(i) are just some values and more than 2 y_i may have an x_n(i) in common.
>Generally, D will be 1-10 :
>
>For example :
>
>  x_1(1) = 1   x_1(2) = 1
>  x_2(1) = 1   x_2(2) = 2
>  x_3(1) = 2   x_3(2) = 1
>  x_4(1) = 2   x_4(2) = 2
>
>so: y_1 = 2    y_2 = 3    y_3 = 3    y_4 = 4
>
>The questions are : (1) can I figure out what D is ?
No, not as the problem is currently posed. For instance, why couldn't
D be three (instead of two) in the example above:
x_1(1) = 1   x_1(2) = 1/2   x_1(3) = 1/2
x_2(1) = 1 = x_2(2) = x_2(3)
x_3(1) = 1 = x_3(2) = x_3(3)
x_4(1) = 2  x_4(2) = 1   x_4(3) = 1
In other words "what D is" is not yet well-defined.
>                    (2) can I giure out the x_n(i) ?
Likewise to (1)
>
>Answers to either question are appreciated
>
>Thankyou --David Chasman
[deletions]


Please don't despair, I am sure that somebody on the net can help you do
what you want to do. But try to make more formal what it is you want to do:
do these points arise from some physical process which you can describe?
Are you trying to choose D and the x's to have some specific property?
Any clarification/expansion will help.

Robert George
(speaking only for myself)

"The very essence of individual freedom is equal justice under a rule of
law, a law to which every man shall be subject and which no executive
can modify."
    Senator Robert Taft , March 11, 1944
From: sparapan@flash.ra.anl.gov (RA Sparapani RA/208/xxx gwing)
Newsgroups: sci.math.stat
Subject: Re: Fermat
Date: 6 Nov 92 23:25:15 GMT
Article-I.D.: flash.72109231527908
Organization: Argonne National Laboratory, Argonne IL

In article <2787@tymix.Tymnet.COM> rick@daffodil.tymnet.com (Rick McFarland) writes:
>Perhaps this news group can help ....
>
>There is  a  lot of discussion in another news group about
>
>    Fermat's "Final?"  Theorem
>
>For all integers  n > 2,  there is NO integer  solution  for
>         n           n              n
>      A    +    B     =      C    

There are no integers that satisfy this relationship for n < 100000.
This makes any solutions (besides 2) trivial.  It may be that Fermat
thought he had a proof that there are no integers besides 2 that
satisfy this condition.  That really would have been more interesting.
Also, remember that all true statements cannot be proved(Godel's
Incompleteness Theorem).  Therefore, the proof of the statement that
no integer besides 2 satisfies this condition may not exist.

Rodney
Newsgroups: sci.math.stat
From: burgin@ecsvax.uncecs.edu (Robert Burgin)
Subject: Cluster Analysis Code Wanted
Keywords: ftp site?
Organization: UNC Educational Computing Service
Date: Wed, 11 Nov 1992 13:46:21 GMT

I am looking for some cluster analysis code - preferably
in Fortran or C.  Rumor has it that such is available
via ftp but no one can give me a specific site.  Any
help would be greatly appreciated.

--rb
Newsgroups: sci.math.stat,bit.listserv.stat-l
From: baer@uwovax.uwo.ca
Subject: Re: Latent class analysis
Organization: University of Western Ont, London
Distribution: sci
Date: Wed, 11 Nov 1992 04:14:09 GMT

In article <SAID.92Nov10113245@cix.cict.fr>, said@cict.fr (Said Jmel) writes:
> 
>  I would like to know if there is any program to perform latent
>  class analysis.
>  Anything written in FORTRAN, or in SAS or S languages.
>  Please could  somebody send me such a program.
> 
>        Thanks in advance.
> 
>      Said Jmel
>
Clifford Clogg's MLLSA was written in Fortran, though I am not sure if
the Fortran source is currently distributed along with the pc executable
file that is distributed.   Source: Scott Eliason, University of Iowa,
Soc. Department.   

There is also a program called LCAG, written by Jacques Hagenaars at
the Dept. of Sociology, Univ. of Tilburg, the Netherlands.  Contact
Ruud Luijkx (who helped write the program) at that location.  Hagenaars
has written a book on latent class analysis.  

There is a Fortran program (with a subroutine called LATENT) in volume
2 of S. Haberma's Analysis of Qualitative Data (Wiley, 1979).  The 
program's listing (in full) is in the appendix at the end of vol. 2.      
> Email adress :  said@cict.fr
-- 
---------------------------------------------------------------------
Douglas Baer, Department of Sociology,
University of Western Ontario, London, Canada N6A 5C2
Internet: BAER@UWOVAX.UWO.CA
From: christos@kuhub.cc.ukans.edu
Newsgroups: sci.math.stat
Subject: Gallup Polls and Curving Grades
Date: 8 Nov 92 18:14:46 GMT
Article-I.D.: kuhub.1992Nov8.121446.44520
Organization: University of Kansas Academic Computing Services

Hello there,

	I would like to get some information about gallup polls and  curving 
grades., i.e. the procedure that is followed to collect data and the thoery 
behind it. Do you have any suggested reference that I should refer to any book 
in sampling that does not get into too much technicality?

	I would appreciate any relevant response.

Thanks,
CHris.
Internet Address:cneophytou@tesla.ece.ukans.edu
From: bivvian@sus.edu.eur.nl (Jeroen van Vianen)
Newsgroups: sci.math.stat
Subject: E-Mail address of SPSS, Inc. needed
Summary: The subject says it all
Keywords: SPSS E-mail
Date: 5 Nov 92 13:37:07 GMT
Organization: EUR

Hi,

I want to know the E-mail address of SPSS, Inc. 

Thank you,

Jeroen van Vianen
Dept. of Household Economics
Erasmus University Rotterdam
bivvian@sus.eur.nl
Newsgroups: sci.math.stat
From: rizzo@cbnewsf.cb.att.com (anthony.r.rizzo)
Subject: bug in fortran RNG
Organization: AT&T
Date: Thu, 5 Nov 1992 20:53:59 GMT

Some time ago, during a discussion of random number generators,
at least one individual mentioned that the RNG in "Numerical Recipes,"
perhaps the fortran version, had a bug in it.  Does anyone recall
what that bug was and how to correct it?  Does anyone recall
which of the various RNGs in "Numerical Recipes" has the bug?
Thanks!

Tony Rizzo 
(who admires Jim Florio and enjoys root canals)
From: davis@pacific.mps.ohio-state.edu ("John E. Davis")
Subject: Congressional Check Bouncing 
Reply-To: davis@pacific.mps.ohio-state.edu  (John E. Davis)
Organization: "Dept. of Physics, The Ohio State University"
Date: Sun, 8 Nov 1992 20:19:49 GMT

Hi,

   I was wondering if anyone has made a histogram for the number of bounced
checks by congressmen.  I would imagine that if there were random problems
with the house banking system, the histogram should be of a gaussian(?) form.
At any rate, the statistics should suggest a cutoff on the number of bounced
checks so that one could say the congressman X was or was not a victim of the
banking system. I am not a statistician but this seems like an ideal problem
for statistics.

Thanks,

--
     _____________
#___/John E. Davis\_________________________________________________________
#
# internet: davis@amy.tch.harvard.edu
#   bitnet: davis@ohstpy
#   office: 617-735-6746
#
From: frederik@pollux.acs.uci.edu (M. Donald Frederick)
Newsgroups: sci.math.stat
Subject: Re: bug in fortran RNG
Date: 10 Nov 92 18:28:03 GMT
Article-I.D.: news.2AFFFF33.13083
Reply-To: frederik@pollux.acs.uci.edu (M. Donald Frederick)
Organization: University of California, Irvine

In article <1992Nov6.172324.23826@infodev.cam.ac.uk>, nmm1@cus.cam.ac.uk (Nick Maclaren) writes:
|> In article <1992Nov5.205359.29733@cbfsb.cb.att.com>, rizzo@cbnewsf.cb.att.com (anthony.r.rizzo) writes:
|> |> Some time ago, during a discussion of random number generators,
|> |> at least one individual mentioned that the RNG in "Numerical Recipes,"
|> |> perhaps the fortran version, had a bug in it.  Does anyone recall
|> |> what that bug was and how to correct it?  Does anyone recall
|> |> which of the various RNGs in "Numerical Recipes" has the bug?
|> |> Thanks!
|> 
|> I might have been the person, but I didn't say that there was a bug in any of
|> the basic generators in Numerical Recipes.  I said that most of them were
|> ghastly, and fail several of the standard tests very badly.  The only one
|> that is any good is the DES-based one, and I suggest using more efficient
|> code (such as Eric Young's).  Alternatively, use a reliable traditional
|> generator, such as Wichmann and Hill's.
|> 
|> 
|> Nick Maclaren
|> University of Cambridge Computer Laboratory,
|> New Museums Site, Pembroke Street,
|> Cambridge CB2 3QG, England.
|> Email:  nmm1@cus.cam.ac.uk
|> Tel.:   +44 223 334761
|> Fax:    +44 223 334679

The NR authors have issued improved RNGs in the 2nd edition of their book.
The same algorithms are discussed in their column in the Sep/Oct issue of
"Computers in Physics".

------------------------------------------------------------------------
        Donald Frederick       |      Office of Academic Computing
        frederik@uci.edu       |      University of California, Irvine
        frederik@UCI.BITNET    |      Irvine, CA  92717
        (714) 725-3200         |      FAX (714) 725-2069
-----------------------------------------------------------------------
Newsgroups: sci.math.stat
From: mcclella@yertle.Colorado.EDU (Gary McClelland)
Subject: Re: Non-central t distribution routine wanted
Organization: University of Colorado, Boulder
Date: Sat, 7 Nov 1992 06:50:15 GMT

kunjin+@pitt.edu (Kun Jin) writes:

>I am looking for a routine or S-function that can calculate non central t
>distribution.  I would appreciate any suggestion on how to find one.

Functions for Noncentral t, F, and chi-square distributions are
available in Mathematica.  (in the ContinuousDistributions.m file
in the Statistics packages in the usual implementation of 2.0)

gary mcclelland
univ of colorado
mcclella@yertle.colorado.edu
Newsgroups: sci.math.stat,sci.math
From: mroussel@alchemy.chem.utoronto.ca (Marc Roussel)
Subject: Re: Repost: Algorithms for model discrimination
Followup-To: sci.math
Organization: Department of Chemistry, University of Toronto
Date: Fri, 13 Nov 1992 01:23:49 GMT

In article <BxLHMG.K9J@constellation.ecn.uoknor.edu> u235@rex.chb.uokhsc.edu
(Yung-Jin Lee) writes:
>I have several rival models which are needed to to
>be discriminated in my kinetic studies.  Is there any numerical 
>algorithms (Fortran in preferred) can be used in my studies?  What
>I have tried is the method of sequential experimental design from
>a text of 'Mathematical Modelling and Computers in Endocrinology'
>written by McIntosh JEA and McIntosh RP, 1980, Springer-Verlag.

     I don't have an algorithm to offer, but there is an analytic method
which will sometimes work.  Here is the reference:

M.R. Roussel and S.J. Fraser, "Accurate steady-state approximations:
   Implications for kinetics experiments and mechanism", J. Phys. Chem. 95,
   8762-8770 (1991).

     The heart of the method is a recasting of the ODE problem into a
functional equation problem.  When it works, it works spectacularly.
When it doesn't work, you either have a system with unusual dynamics
(and that is valuable to know as well) or the business of distinguishing
the two mechanisms will be very difficult by any method.
     If you have the right equipment, you can also try fast relaxation
methods.  Have a look at K. Hiromi, Kinetics of Fast Enzyme Reactions
(Wiley: New York, 1979), esp. pp. 41-42.

				Marc R. Roussel
                                mroussel@alchemy.chem.utoronto.ca

P.S.: I have redirected followups to sci.math since this has little to
      do with statistics.
From: ekdug@b56vxg.kodak.com (Linda Stustman)
Newsgroups: sci.math.stat
Subject: Help With Statistics on "Compressed Data"
Keywords: statistics, compressed data,
Date: 5 Nov 92 14:58:00 GMT
Organization: Eastman Kodak Company, Rochester NY
News-Software: VAX/VMS VNEWS 1.41

I'm looking for a way to estimate an upper bound on the standard deviation
of a stream of plant data.  The complication is that the data is coming from 
a process data base that has a type of compression applied to it.

Simply put, data from the process is generated ever 30 minutes (an analysis
by a gas chromatograph).  The process data base compares the new value with
the previous one and only records the new value (with an associated time
stamp) if the absolute value of the difference between the two readings is
greater than a fixed threshold.

In practice, this means 3 to 6 values a day are recorded for the variable,
out of the 48 analyses that are actually done.  My problem is to come up
with a way of providing a reasonable estimate for the standard deviation
of the analysis values that uses the information present in the recorded
values, but also includes the information that the other 42 to 45 analyses
varied less that the threshold value.

My only idea on how to attack the problem (to date) is to assume that the 
range of +/- the threshold value corresponds to +/- 3 sigma of a normally
distributed variable.  Then, I could generate the appropriate number of 
"missing" values from a random normal distribution, add the recorded 
values and calculate a standard deviation from the resulting augmented
"data" set.  Perhaps arguments could be made for treating the +/- range
of the threshold value as +/- 2 or +/- 4 sigma (and does anyone have any
comments?).

Or, is there some well-known (but not by me) method of handling this 
situation?  Comments are *most* welcome!

(As a answer to a possible question as to why I seem to be trying to 
calculate a daily standard deviation, the process has several sources of 
rather slow drifts superimposed over the normal measurement noise that 
occurs in industrial processes.  One day is long enough to do reasonable
averages over and not so long as to pick up too much of the drift 
contributions.  Historical data has to be used because we can't go back
to the older modes of operating the process.)

Please reply to the conference, if you feel this topic might have broad
interest, or to jhcox@Kodak.com

Thanks in advance,
JHCox
Newsgroups: sci.math.stat,comp.lang.fortran
From: u235@rex.chb.uokhsc.edu (Yung-Jin Lee)
Subject: Repost: Algorithms for model discrimination
Originator: usenet@essex.ecn.uoknor.edu
Date: Thu, 12 Nov 1992 08:44:39 GMT
Organization: University of Oklahoma Health Sciences Center, OKC

	I am a graduate student of College of Pharmacy, The University
of Oklahoma.  I have several rival models which are needed to to
be discriminated in my kinetic studies.  Is there any numerical 
algorithms (Fortran in preferred) can be used in my studies?  What
I have tried is the method of sequential experimental design from
a text of 'Mathematical Modelling and Computers in Endocrinology'
written by McIntosh JEA and McIntosh RP, 1980, Springer-Verlag.
Please e-mail me.  Thanks for your kindly help.

Yung-jin

Newsgroups: sci.math.stat
From: awhichel@robin.rp.csiro.au (Adrian Whichello)
Subject: Teaching Introductory Statistics: followup and thankyou
News-Software: VAX/VMS VNEWS 1.41    
Organization: CSIRO Division of Radiophysics/Australia Telescope National Faci
Date: Fri, 6 Nov 1992 08:37:00 GMT

Dear Netters

thankyou all to everyone who replied to my original post: I should have posed
the query BEFORE I started to teach the course! Most replies said that the 
teaching of statistics to beginners was always difficult and that the change of 
emphasis away from traditional lectures to a more experimental presentation 
helped students see the relevance of the material. If I ever am called upon to 
teach the course again, I shall try this approach. Thanks again,

						Adrian P. Whichello
From: sjackman@phoenix.Princeton.EDU (Simon D. Jackman)
Newsgroups: sci.math.stat
Subject: Re: Congressional Check Bouncing
Date: 9 Nov 92 22:55:16 GMT
Organization: Princeton University
Originator: news@nimaster

In the briefing book CBS News was circulating prior to the election
there was a copy of a list of congress people with check problems.  The
distribution is highly positively skewed.  I think it maxed out around
960 checks, but a large number of people had zero or only a small number
of bounced checks.

A good proportion of people with serious check problems (say, > 100
checks) chose not to seek re-election, or lost in the primaries.

Cheers -- Simon Jackman, Woodrow Wilson School, Princeton U, and Dept of
Political Science, U.Rochester.
Newsgroups: sci.math.stat
From: pkedrosk@student.business.uwo.ca (Paul S. Kedrosky)
Subject: Re: Fermat
Organization: University of Western Ontario
Date: Sat, 7 Nov 1992 19:47:34 GMT

rick@daffodil.tymnet.com (Rick McFarland) writes:

> Perhaps this news group can help ....
> 
> There is  a  lot of discussion in another news group about
> 
>     Fermat's "Final?"  Theorem
> 
> For all integers  n > 2,  there is NO integer  solution  for
>          n           n              n
>       A    +    B     =      C    
> 
> I have  heard  conflicting stories that 
> 1)  A  proof does not exist and  Fermat died leaving behind a message
>      "remarkable proof!"  implying that he found a simple proof.
> 2)  A  proof DOES exist but it is very complex.  Thus, Fermat's simple
>      proof either  eludes us  or  his "remarkable" proof was flawed.

The short answer is that no proof exists. Many have tried and all have
failed. Questions about Fermat's Last Theorem seem to appear fairly
regularly so a longer, more complete, answer to your question  can be
found in the regular FAQ posting on rec.games.

Paul

 __________________________________________________________________________
  Paul S. Kedrosky               || "His soul swooned slowly as he 
  pkedrosk@business.uwo.ca       ||  heard the snow falling faintly through
  University of Western Ontario  ||  the universe and faintly falling,
  London ON CANADA N6A 3K7       ||  like the descent of their last end,
  (519) 679-2111 x5174           ||  upon all the living and the dead."
 --------------------------------------------------------------------------
pkedrosk@student.business.uwo.ca (Paul S. Kedrosky)
Western Business School  --  London, Ontario
From: boubez@tastesgreat.rutgers.edu (Toufic Boubez)
Newsgroups: sci.math.stat
Subject: clustering, classification packages
Date: 5 Nov 92 16:57:44 GMT
Distribution: na
Organization: Rutgers Univ., New Brunswick, N.J.

Hi. Could anybody please point me to some available clustering and
classification packages available in the public domain (ftp, listserv,
email ...) Thanks.

toufic
            R 2 4      Toufic Boubez
            |_|_|      boubez@cesl.rutgers.edu
            | | |      Computational Engineering Systems Lab
            1 3 5      CAIP Center, Rutgers University, NJ
Xref: sparky sci.math.stat:2333 bit.listserv.stat-l:1937
From: said@cict.fr (Said Jmel)
Newsgroups: sci.math.stat,bit.listserv.stat-l
Subject: Latent class analysis
Date: 10 Nov 92 11:32:45 GMT
Distribution: sci
Organization: Centre Interuniversitaire de Calcul de Toulouse


 I would like to know if there is any program to perform latent
 class analysis.
 Anything written in FORTRAN, or in SAS or S languages.
 Please could  somebody send me such a program.

       Thanks in advance.

     Said Jmel
     
Email adress :  said@cict.fr
From: trh@ukc.ac.uk (T.R.Hopkins)
Newsgroups: sci.math.stat
Subject: UK Statlib Server
Date: 5 Nov 92 17:51:23 GMT
Distribution: eunet
Organization: Computing Lab, University of Kent at Canterbury, UK.


                   UK Statlib Service Available 
		   ----------------------------

Hensa/unix, the IUSC funded electronic software archive, has now
made available the statlib software and data from CMU. This
archive contains a number of useful collections including

  * Selected Applied Statistics algorithms,
  * S functions and related software,
  * Minitab macros,
  * Multivarite Analysis and Clustering software,
  * Various datasets,
  * Xgobi data visualization software.

In all over 4000 files are available. Files may be obtained via

  * Electronic mail,
  * Interactively over JANET or via Telnet,
  * File transfer via  DARPA  ftp and Blue Book (ni-ftp),
  * On disc or cartridge tape.

The service is free with the exception of discs and tapes for which 
a standard charge applies.

To obtain more details of what's available from statlib and how to
access the system send an electronic mail message to

                  statlib@uk.ac.hensa.unix

with a blank subject line and containing the single line

                  send index

A file of instructions and a summary of the contents of statlib
will be electronically mailed back. Please note that you are
communicating with a program which understands relatively few commands;
hence signatures and pleas for help will generally elicit only failure
messages! Statlib is just a small part of Hensa/unix. More details
of the full Hensa/unix service may be obtained by including the line

                  send general.info

in the above message.

Tim Hopkins
Computing Laboratory
University of Kent
Canterbury, CT2 7NF, Kent

Tel: +44 227 475430
Fax: +44 227 762811
Newsgroups: sci.math.stat
From: davidb@psych.toronto.edu (David Brodbeck)
Subject: G statistic
Organization: Department of Psychology, University of Toronto
Date: Tue, 10 Nov 1992 14:29:57 GMT

Okay gang, I need some advice.  I have data collected that I put into
2, 4 X 4 contigency tables ( I guess actually its a 2x4x4 table then
sin't it :)  Anyway, I want to test for effects of rows, columns, and
"table".  I figure G is appropriate here, but others (read a reviewer)
says no.  What does everyone think ?

Thanks in advance
Dave

-- 
                          Dave Brodbeck - U of T Psych
                     The chickadees are not what they seem
                            davidb@psych.toronto.edu
From: kpf@oasis.icl.co.uk (Karl Funk)
Newsgroups: sci.math.stat
Subject: 90%ile rolling code
Date: 13 Nov 92 13:40:08 GMT
X-Newsreader: Tin 1.1 PL3

Hi,
	I need to generate a rolling 90%ile distribution figure for a (large)
	series of numbers as they arrive at the program. i.e after every say
	100 numbers it spits out the 90% so far.
	The value can be interpolated, but the code must be fast and have a
	minimal overhead i.e I am happy to accept small errors for speed.

	Code in any langauge (pref C) or an algorithm will be great...., or
	even some hints (but go easy on me I am a computer scientist - not a
	statistician!).

	Cheers
	Karl Funk.
Newsgroups: sci.math.stat