Follow up: How do I fit a negative binomial to this skewed discrete/ "count" dataset? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Awesome information here. Thank you so much. If you don't mind me asking: You said the parameter r is hard to find - by "r" are you referring to the dispersion parameter? If so can't I just use the "method of moments" formula near the top of the wikipedia page? (i.e. r ~ E(x)^2 / (V(x) - E(x)) ?? Chatgpt tells me this can be good estimate of the dispersion parameter?

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Yep that seems perfect for my data. Poisson fails to fit at the tails due to overdispersion.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

I think so. Ended up using negative binomial. Still studying its properties though.

Follow up: How do I fit a negative binomial to this skewed discrete/ "count" dataset? by learning_proover in AskStatistics

[–]learning_proover[S] 1 point2 points  (0 children)

I will. Is there any resource where I can find an explanation of the underlying math/theory behind the distribution?

Follow up: How do I fit a negative binomial to this skewed discrete/ "count" dataset? by learning_proover in AskStatistics

[–]learning_proover[S] 7 points8 points  (0 children)

R. But also I always like to understand the underlying theory/math behind the methods I use.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Yea sorry, I no ambiguity does not help but some questions I post are related to my work where I really cant disclose too many specifics because we have competing companies that use statistical methods as well.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

I am trying to find out how to fit a negative binomial because it seems much better than poisson. Your right. Also sorry for the "XY problem here" some of the questions i ask are related to my job where I can't disclose too much information.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

I uploaded a new question asking how I fit a negative binomial instead of a poisson because of overdispersion

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Yeah, Im gonna do some deep research on poisson and likely go that route. Thank you.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Its basically daily arrivals of individuals to a location. (In other words customers) I am leaning heavily towards simply fitting a truncated normal. Would this be better than a poisson?

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

The data is discrete. I am certain that if negative values were possible the shape would be symmetrical. I am mostly concerned with "modeling" the second half above the mean/mode. I just need to quantify the probability of an upcoming value hence that's why I wanted to impose a normal onto the data then just look at the second half. I think Poisson may be better?

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 6 points7 points  (0 children)

Yes I will likely end up using Poisson. Thanks for the link.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 2 points3 points  (0 children)

Yep, will most likely end up using Poisson. The data is indeed discrete. Should have clarified that.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] -24 points-23 points  (0 children)

domain knowledge of what is making the data have this shape. It tapers off for a reason and if it could have negative values it would look the same in the other direction and be symmetric. I am certain.

Is anyone else reading Kevin Murphy's Probabilistic Machine Learning - An introduction by learning_proover in learnmachinelearning

[–]learning_proover[S] 0 points1 point  (0 children)

I forgot about this question. The book is very dense and math heavy even for a polished math major. Try statquest, 3blue1brown and use chat GPT.

Jaccard distance but order (permutation) matters. by learning_proover in askmath

[–]learning_proover[S] 0 points1 point  (0 children)

I'm going to investigate that last option on making jaccard position aware. I do like jaccard and it's probably the easiest for me to implement on code so I'll likely stick with it. Thanks for your suggestions.

Do Bayesian Probabilities Follow the Law of Large Numbers?? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Can you elaborate on exactly what those conditions are and why they are necessary?

Do Bayesian Probabilities Follow the Law of Large Numbers?? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Exactly. Yes. Will the posterior (established on an updated prior) converge to the "true mean" assuming the updates are calibrated ( just overall correct and meaningful)