From theory to practice - page 383

 
Is it possible to predict a value in a normal distribution?
 
Yuriy Asaulenko: The whole design process is reduced to trying out predictors of distributions - Student, Erlang, Poisson, Boltzmann , Maxwell... And everything


Maybe there are programs for analysis where you enter data and get the result of checking the series against a distribution...


something like:

Проверка гипотезы о виде распределения
  • math.semestr.ru
. С помощью онлайн-калькулятора проводится проверка статистической гипотезы по критерию согласия Пирсона о том, что ряд имеет форму: . Чтобы провести анализ ряда, выберите вид ряда, укажите количество строк. Полученное решение сохраняется в файле (см. примеры). Иногда потребуется предварительно сгруппировать ряд, поэтому используйте...
 
Yuriy Asaulenko:

But let's give it a try. It's worth a try, isn't it, Lavrentiy Pavlovich? (с)

So, I'm getting bored already - the whole design process is reduced to trying various predictors of distributions - Student, Erlang, Poisson, Boltzmann, Maxwell... And still nothing. Soon there will be no free distributions left).

There's a good proverb in Siberia: you don't have to eat the whole ham to know if it's rotten.

Why don't you stop writhing and crawling, take your mind off..., lie on the sofa and think - can the problem be solved by using distributions only, because there are also other operations of arithmetic and other sections of calculus.

Actually, I root for this team, but if this continues, I will leave the stadium. It's too bad they're playing).

No, you don't have to leave. You're probably one of the few people I listen to sometimes.

I'm weak, Yuri... Missed one big hit from the market and I'm floating. I'm getting senile...

 
Alexander_K2:
:))) Nah. It's hit or miss. I'll literally eat the earth, but I'll get the Grail. It's a matter of principle.

I can give you some advice: apply your algorithm to the spreads of two strongly correlated instruments (pair trading), and then you might get something like a grail. If any direction of search does not give the desired result, then you should periodically change it at least a bit. Stubbornness is not always useful. The principle and the drop chisels the rock, given your age, does not fit here. You have to be more flexible.

 
Alexander_K2:
I am literally digging my teeth into the ground and crawling towards the coveted Grail. No one and nothing can stop me.
Way to go! That's not a boy's speech, but a husband's. And even, in some ways, a son-in-law.)
 
Dmitriy Skub:
Way to go! It's not a boy's speech, but a husband's. And even, somewhere, a son-in-law.)

Thank you, Dimitri.

Yes, I fell to the ground from the blow and crawl, driven by kicks of my beloved father-in-law... He is 76, but, for some reason, he has more craving for money than me and, shaking his fists, shoves Landau and Lifshitz up my nose.

 
Alexander_K2:

Thank you, Dimitri.

Yes, I fell to the ground from the blow and crawl, driven by kicks of my beloved father-in-law... He is 76, but, for some reason, he has more money than me and shakes his fists and shoves Landau and Lifshitz up my nose.

Yeah..... That's not much of a signal...

I have written some comments for you in the mach-education and showed you a book.

You should at least start by returning the deposit.

In the meantime, keep working on it.


 
Renat Akhtyamov:

Yeah....... That's not much of a signal...

I wrote you some comments in the Mach-Education and showed you the book.

At least start by getting your deposit back.

With a little distraction, go on with the development.


I agree, Rena. I should read the forum in search of genius ideas, which I will do now.

 
Alexander_K2:

Thank you, Dimitri.

Yes, I fell to the ground from the blow and crawl, driven by kicks of my beloved father-in-law... He is 76, but, for some reason, he has more money than me and shakes his fists and shoves Landau and Lifshitz up my nose.

I dare to assert that purely mathematically (as you try here) it is impossible to screen such strokes.

You need another model tied to reality (to those "tails") here, and you are throwing them out altogether, in fact. IMHO.



 
Renat Akhtyamov:

At least start by getting the deposit back

The father didn't beat his son for gambling, he beat him for getting even. (с)

To regret a foolish thing done is to commit another. (с)

Don't spit into the well - it will come out, you won't catch it. (с)

......

Reason: