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Article #249

Re: Degrees of Freedom Was: Re: Standard Deviation.

#249
From: Joe Keane
Date: Fri, 28 Aug 1992 05:03
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In article <thompson.714338397@kiyotaki.econ.umn.edu>
thompson@atlas.socsci.umn.edu (T. Scott Thompson) writes:
>To put out a concrete example that illustrates the nature of my
>qualms, consider the following.  Suppose my data consist of a single
>number, say X.  Suppose that I am given two pieces of information
>about X (but not X itself):
>
>           (1)  I can observe Y := X**2
>           (2)  I can observe Z := {  1 if X > 0
>                                   { -1    otherwise

It seems to me that the concept of degrees of freedom is closely related to
that of dimension.  Given that, i would say that X and Y have one degree of
freedom, and Z has *no* degrees of freedom, because it's discrete.

On the other hand, it's often more useful to talk about bits of information.
If X is symmetrically distributed, Z gives you one bit of information.  If we
observe Y to some accuracy, we can divide that accuracy by dY/dX to get the
accuracy of X.  Then we compare that with our previous accuracy of X to see
how much information we have gained.  Believe it or not, this actually works
out in the end.

--
Joe Keane, amateur mathematician
jgk@osc.com (uunet!amdcad!osc!jgk)
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References: <l95552INNa4h@roundup.crhc. <thompson.714338397@kiyotaki.econ.umn.edu> <1992Aug21.000314.2367@newshost.anu.edu.au>

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Path: arc1-ca.pugleaf.net!sparky!uunet!usc!sdd.hp.com!zaphod.mps.ohio-state.edu!uakari.primate.wisc.edu!ames!pacbell.com!pacbell!osc!jgk
From: jgk@osc.COM (Joe Keane)
Newsgroups: sci.math.stat
Subject: Re: Degrees of Freedom  Was: Re: Standard Deviation.
Summary: It's OK.
Keywords: information
Message-ID: <5713@osc.COM>
Date: 28 Aug 92 05:03:07 GMT
References: <l95552INNa4h@roundup.crhc. <thompson.714338397@kiyotaki.econ.umn.edu> <1992Aug21.000314.2367@newshost.anu.edu.au>
Reply-To: Joe Keane <jgk@osc.com>
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