This post will visualize how ridge regression outperforms OLS estimators. The figures and code of this post come from a group work in...

For ridge regression, it uses a shrinkage method by adding penalty on estimated coefficients. Usually ridge regression could deal with...

LDA assumes the distribution of x is normal, and it estimates the mean and variance by: and estimates the basic probability of class k...

Here we state the initial setting: We assume we have two classes, call them Class 1 and Class 2, obs. for class 1 is 300, and obs. for...

Initial setting: X belongs to a normal distribution, mean at 0 and select some variance sigma^2. Error term belongs to standard normal...

The regular precentile confidence interval for bootstrap result is easy, we just pick alpha/2 and 1 - alpha/2 quantile of estrimated...

Logistic maximum likelihood function(for binary response) in product form is not popular, here is a derivation from product form to sum...