Article View: sci.math.stat
Article #249Re: Degrees of Freedom Was: Re: Standard Deviation.
From: Joe Keane
Date: Fri, 28 Aug 1992 05:03
Date: Fri, 28 Aug 1992 05:03
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1830 bytes
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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<l95552INNa4h@roundup.crhc. <thompson.714338397@kiyotaki.econ.umn.edu> <1992Aug21.000314.2367@newshost.anu.edu.au>Show Full Headers
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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> Organization: Versant Object Technology, Menlo Park, CA Lines: 25 Weather: sunny, high 83, low 56 Moon-Phase: new