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Tag: statistics

Micro metrics vs macro metrics

To test the results of my multi-label classfication model, I measured the Precision, Recall and F1 scores. I wanted to compare two different results, Micro and Macro. I have a dataset with few rows, but my label count is around 1700. Why is the macro so low even though I get a high result in micro, which one would be

Why doesn’t Johnson-SU distribution give positive skewness in scipy.stats?

The code below maps the statistical moments (mean, variance, skewness, excess kurtosis) generated by corresponding parameters (a, b, loc, scale) of the Johnson-SU distribution (johnsonsu). For the range of loop values specified in my code below, no parameter configuration results in positive skewness, only negative skewness, even though it should be possible to parameterize the Johnson-SU distribution to be positively-skewed.

Creating vector with intervals drawn from Poisson process

I’m looking for some advice on how to implement some statistical models in Python. I’m interested in constructing a sequence of z values (z_1,z_2,z_3,…,z_n) where the number of jumps in an interval (z_1,z_2] is distributed according to the Poisson distribution with parameter lambda(z_2-z_1) and the numbers of random jumps over disjoint intervals are independent random variables. I want my piecewise

Why do coefficient of determination, R², implementations produce different results?

When attempting to implement a python function for calculating the coefficient of determination, R², I noticed I got wildly different results depending on whose calculation sequence I used. The wikipedia page on R² gives a seemingly very clear explanation as to how R² should be calculated. My numpy interpretation of what is being said on the wiki page is the

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