S
swisscheese
Iron
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- Jan 25, 2022
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Ok so lets say you have some quantaties that you believe are important to your SVM (height, face, etc) that you believe to be *STATISTICALLY INDEPENDENT* and you have some relative factors of importance (maybe you believe face is 2 times as important as height etc). Now let's say you estimate your percentile (top 10% = 90 percentile) for each of those quantities. Remember to condition on the environment you are competing in (top 10% of all people? of men? of men in a club?). How do you calculate your SMV?
STEP 1
Go from percentile p to z score for each quantity using the probit function
STEP 2
Calculate weighted sum of z scores
STEP 3
Divide the result by the square mean of the weights (the L2 norm of the weight vector)
STEP 4
Plug the resulting z score into the Gaussian CDF
The result is the percentage of people you mog. Here is a toy example:
Bob has top 15% height, top 5% dick size. Bob has a below average face, mogging just 20% of people. Lets say height is half as important as face but double as important as dick size.
STEP 1
probit(0.85) = 1.0364
probit(0.95) = 1.6449
probit(0.2) = -0.8416
STEP 2
2 * 1.0364 +
1 * 1.6449 +
4 * -0.8416 = 0.3513
STEP 3
sqrt(1**2 + 2**2 + 4**2) = sqrt(1 + 4 + 16) = sqrt(21) = 4.58257569496
0.3513 / 4.58257569496 = 0.07665994483
STEP 4
CDF(0.07665994483) = 0.53
This guy mogs 53% of people. He is average.
You can also use this kind of calculation to figure out how rich you have to be to be top 10% SVM or whatever else interests you.
________________________________________________________________________________________________________________
for nerds who want proof consider that the sum of independent gaussians is a gaussian with variance equal to the sum of the individual variances and that a factor times a gaussian is just another gaussian whose standard deviation is also multiplied by that factor.
STEP 1
Go from percentile p to z score for each quantity using the probit function
STEP 2
Calculate weighted sum of z scores
STEP 3
Divide the result by the square mean of the weights (the L2 norm of the weight vector)
STEP 4
Plug the resulting z score into the Gaussian CDF
The result is the percentage of people you mog. Here is a toy example:
Bob has top 15% height, top 5% dick size. Bob has a below average face, mogging just 20% of people. Lets say height is half as important as face but double as important as dick size.
STEP 1
probit(0.85) = 1.0364
probit(0.95) = 1.6449
probit(0.2) = -0.8416
STEP 2
2 * 1.0364 +
1 * 1.6449 +
4 * -0.8416 = 0.3513
STEP 3
sqrt(1**2 + 2**2 + 4**2) = sqrt(1 + 4 + 16) = sqrt(21) = 4.58257569496
0.3513 / 4.58257569496 = 0.07665994483
STEP 4
CDF(0.07665994483) = 0.53
This guy mogs 53% of people. He is average.
You can also use this kind of calculation to figure out how rich you have to be to be top 10% SVM or whatever else interests you.
________________________________________________________________________________________________________________
for nerds who want proof consider that the sum of independent gaussians is a gaussian with variance equal to the sum of the individual variances and that a factor times a gaussian is just another gaussian whose standard deviation is also multiplied by that factor.
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