# sci.stat.math

**Intermediate Accounting***eland 7E Test Bank is available for purchase at affordable prices. Contact us at bestsellers.testbanks[at[gmail.com to buy it today.**,*esol42***It's actually redundant to recompute b, since Welch provides it as the first three elements of his return array**,*djh***[no subject]**,*Unknown***Forgot Ivo's "ui" subroutine - here it is ...**,*djh***[no subject]**,*Unknown***H F Dodges 1943 paper A Sampling Plan for Continuous Production**,*Opal Cove Villa 38 Villa 38***Pitfalls with simple probability**,*Tony Miller***Re: Pitfalls with simple probability**,*Rich Ulrich*

**Re: Standard Deviations From Expected Values History**,*Dave***Re: Standard Deviations From Expected Values History**,*DMc***Re: Standard Deviations From Expected Values History**,*Rich Ulrich***Re: Standard Deviations From Expected Values History**,*DMc***Re: Standard Deviations From Expected Values History**,*Rich Ulrich***Re: Standard Deviations From Expected Values History**,*DMc***Re: Standard Deviations From Expected Values History**,*Dave***Re: Standard Deviations From Expected Values History**,*DMc***Re: Standard Deviations From Expected Values History**,*Rich Ulrich***Re: Standard Deviations From Expected Values History**,*DMc***Re: Standard Deviations From Expected Values History**,*Rich Ulrich***Re: Standard Deviations From Expected Values History**,*DMc***Re: Standard Deviations From Expected Values History**,*Rich Ulrich***Re: Standard Deviations From Expected Values History**,*DMc*

- <Possible follow-ups>
**Re: Standard Deviations From Expected Values History**,*Dave*

**Richard Anderson's PERL Statistics::LineFit Module**,*djh***best test to determine if two proportions are different**,*Fede***is there a mathematics model for this?**,*Kent Tong***Re: is there a mathematics model for this?**,*Rich Ulrich*

**How to support with statistical parameter?**,*arulthasan83cyr***Re: How to support with statistical parameter?**,*Rich Ulrich*

**How to interpret Spearman's rank coefficient ?!**,*Vlad***Re: How to interpret Spearman's rank coefficient ?!**,*Vlad***Re: How to interpret Spearman's rank coefficient ?!**,*Rich Ulrich***Re: How to interpret Spearman's rank coefficient ?!**,*Vlad***Re: How to interpret Spearman's rank coefficient ?!**,*Rich Ulrich***Re: How to interpret Spearman's rank coefficient ?!**,*Vlad***Re: How to interpret Spearman's rank coefficient ?!**,*Rich Ulrich***Re: How to interpret Spearman's rank coefficient ?!**,*Vlad*

**Re: How to interpret Spearman's rank coefficient ?!**,*Rich Ulrich***Re: How to interpret Spearman's rank coefficient ?!**,*Ray Koopman*

**Re: Regression when have an "independent continuous variable" ?**,*Vlad***aprroximation to function of a statistitics**,*oercim***Re: aprroximation to function of a statistitics**,*Herman Rubin***Re: aprroximation to function of a statistitics**,*David Jones*

**Taming a heavy-tailed estimator**,*Paul***Re: Taming a heavy-tailed estimator**,*Paul***Re: Taming a heavy-tailed estimator**,*Herman Rubin***Re: Taming a heavy-tailed estimator**,*David Jones*

**Can p's involving slopes of z on x, z on y, & z on (x,y) appear in same Bonferroni ranking?**,*djh***Gammln used in betainv**,*Mike Jonasson***Re: Gammln used in betainv**,*duncan smith*

**Can the two 12x12 M's in this post be "t-tested"? If so, how?**,*djh***Perhaps it would be legit to t-test the eigenvalues of the two matrices (after "completing" them) ???**,*djh***Background posts for discussion of a legitimate matrix comparison technique**,*djh***Some preliminary numbers and three preliminary simple questions ...**,*djh***Re: Some preliminary numbers and three preliminary simple questions ...**,*Ray Koopman***Re: Some preliminary numbers and three preliminary simple questions ...**,*djh***Actually - your recap of the procedure WAS accurate (no amendment needed at present)**,*djh***Re: Some preliminary numbers and three preliminary simple questions ...**,*Ray Koopman***Re: Some preliminary numbers and three preliminary simple questions ...**,*djh***Re: Some preliminary numbers and three preliminary simple questions ...**,*Ray Koopman***Regarding your point re loss of info on slope & intercept variance and covariance**,*djh***Re: Regarding your point re loss of info on slope & intercept variance and covariance**,*Ray Koopman***Re: Regarding your point re loss of info on slope & intercept variance and covariance**,*djh***Re: Regarding your point re loss of info on slope & intercept variance and covariance**,*Ray Koopman***Re: Regarding your point re loss of info on slope & intercept variance and covariance**,*djh***Re: Regarding your point re loss of info on slope & intercept variance and covariance**,*Ray Koopman***1) thanks for the definition; 2) a Bonferroni question**,*djh***Re: 1) thanks for the definition; 2) a Bonferroni question**,*Ray Koopman***OK - no more eigenanalysis (for now) - but here's a straightforward question arising from it ...**,*djh***Re: OK - no more eigenanalysis (for now) - but here's a straightforward question arising from it ...**,*Ray Koopman***Re: OK - no more eigenanalysis (for now) - but here's a straightforward question arising from it ...**,*djh***Re: OK - no more eigenanalysis (for now) - but here's a straightforward question arising from it ...**,*Ray Koopman***1) are relative indices unitless? 2) the conventionaal line "thru" (1,1,1)**,*djh***Please ignore the 1st occurrence of "2. You wrote:" in my prior post.**,*djh***Motivation for treating the regressions on length intervals as lying in orthogonal planes**,*djh***Your suggestion to try another "line by convention" has perhaps paid off ....**,*djh**Message not available***Thanks for the p-value!**,*djh***A thought-provoking comment from Bob Lewis re choice of arbitrary "line by convention"**,*djh***Re: Thanks for the p-value!**,*Ray Koopman***Re: Thanks for the p-value!**,*djh*

**A comment from Bob Lewis (Fordham) on his norm for comparing hyperboloids**,*djh*

**Gary Sokolich - 2869**,*Gary Sokolisch***a puzzling conditional probability**,*stats_now***Re: a puzzling conditional probability**,*Rich Ulrich***Re: a puzzling conditional probability**,*stats_now***Re: a puzzling conditional probability**,*Rich Ulrich*

**Comprehensive Test Banks and solution manuals**,*esolnow***test: please ignore**,*rsparapa***Re: Bayes vs Hypothesis--false positive-negative and hypothesis nomenclature**,*divergent . tseries***EARN FROM WORLD BIGGEST COMPANY "GOOGLE ADSENSE" ........**,*Puspa Sarkar***If I'd only thought more carefully about a suggestion you made 2 months ago ....**,*djh***Two really quick questions about Bonferroni corrections**,*djh***QUICK question about whether a certain result is/isn’t sample-size independent**,*djh***I'm proceeding without your answer to my last question, BUT ...**,*djh***Re: I'm proceeding without your answer to my last question, BUT ...**,*Ray Koopman***Re: I'm proceeding without your answer to my last question, BUT ...**,*djh***Example tabulation of N's and QUICK question re a possible sampling protocol ...**,*djh***PS - I think you suggested a protocol like the above some time ago ...**,*djh***Example of Bonferroni ranking (presumably) independent of sample size**,*djh***Re: Example tabulation of N's and QUICK question re a possible sampling protocol ...**,*Ray Koopman***Before I go to bootstrapping, could you evaluate one last simple proposal?**,*djh***Re: Before I go to bootstrapping, could you evaluate one last simple proposal?**,*Ray Koopman***OOPS! But is there another way to test the two sets of eigenvalues ?????**,*djh***Re: OOPS! But is there another way to test the two sets of eigenvalues ?????**,*Ray Koopman***OK - it looks like we can wrap this thread up ...**,*djh*

**Re: QUICK question about whether a certain result is/isn’t sample-size independent**,*Ray Koopman***When you “return”, please note the LATEST proposed design in my posts of 8/5@720&738 and 8/7@731**,*djh***Re: When you “return”, please note the LATEST proposed design in my posts of 8/5@720&738 and 8/7@731**,*Ray Koopman***My question was whether the intercept of x1 on x2,x3 is common to BOTH regression lines of this multiple regression.**,*djh***Re: My question was whether the intercept of x1 on x2,x3 is common to BOTH regression lines of this multiple regression.**,*Ray Koopman***My problem is understanding the single intercept that Excel reports for x1 on (x2,x3)**,*djh***Re: My problem is understanding the single intercept that Excel reports for x1 on (x2,x3)**,*Ray Koopman***Re: My problem is understanding the single intercept that Excel reports for x1 on (x2,x3)**,*djh***Re: QUICK question about whether a certain result is/isn’t sample-size independent**,*Ray Koopman***Re: QUICK question about whether a certain result is/isn’t sample-size independent**,*djh***Would you have time to devise the test for comparing a simple and a multiple regression?**,*djh***Re: Would you have time to devise the test for comparing a simple and a multiple regression?**,*Ray Koopman***We may be talking at cross-purposes - I'm not sure ...**,*djh***Re: We may be talking at cross-purposes - I'm not sure ...**,*Ray Koopman***I trust your ability to see statistical clarity through the messiness**,*djh***For multiple linear regressions, are definitions same for SlopeVar, IntcptVar, and (Sl,Int)Covar???**,*djh***Re: For multiple linear regressions, are definitions same for SlopeVar, IntcptVar, and (Sl,Int)Covar???**,*Ray Koopman***For our multiple regression ,will SE's of coefficients (including intercept) suffice for now?**,*djh***As you can see from my offline emails with Ivo Welch, I CAN get the covariance matrix that's required ...**,*djh***Re: As you can see from my offline emails with Ivo Welch, I CAN get the covariance matrix that's required ...**,*Ray Koopman***Re: As you can see from my offline emails with Ivo Welch, I CAN get the covariance matrix that's required ...**,*djh***Quick question re multiplying AX'y to get b.**,*djh***Re: Quick question re multiplying AX'y to get b.**,*Ray Koopman***Thanks for the cautionary note, but here's why there's no cause for concern ...**,*djh***Re: Thanks for the cautionary note, but here's why there's no cause for concern ...**,*Ray Koopman***I see your point re NOT needing to recompute b, since Welch returns it,**,*djh***Would more pairs of files help you determine whether you can construct the desired test?**,*djh***List of Descriptors for Forthcoming "Structural Parameters" Results Files**,*djh***I've got v and C = vA. and they match yours !!!!!**,*djh*

**Re: Pseudocode / Algorithm for betainv (as defined in Excel) - Inverse Beta Distribution**,*Barry W Brown*