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statistic and data mining
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Intuition of P-value
Let's use an example to demonstrate it. We suppose a coin flip is fair(null hypothesis: H: p=0.5). We begin to experiment, and toss coins 20 times. But we found the coin tuning up heads 14 times. C原创 2013-02-18 19:30:23 · 445 阅读 · 0 评论 -
design a regress function whose coeficients satisfy certain conditions
Problem: Given n points (x_1, x_2, ...x_n) as independent variables, where x_i can be a value or a vector, and the dependent variables (y_1, y_2, ... y_i), design a regression that satifies: 1.原创 2013-04-16 11:14:48 · 653 阅读 · 0 评论 -
Using Interval Estimation to set prior value in Online Learning method
The below method is a common way to compute ctr: ctr = (baseClickNumber + clickNumber)/(baseShowNumber + showNumber) If you know history(yesterday or last month) ctr, ho原创 2013-03-08 11:13:41 · 396 阅读 · 0 评论 -
explanation of the summary of linear model
0: residuals distribution 1: coefficients 2. stdandard variance of coefficients 3: using t-test to test the significant of coefficients. p-value of Hypothesis: coef=0. The p-value is the accept re原创 2013-07-16 16:06:12 · 678 阅读 · 0 评论