Blog Archives

Quel lancer de dé faire à Serpents et Échelles ?

December 21, 2011
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Quel lancer de dé faire à Serpents et Échelles ?

Hier soir, j’évoquais l’utilisation des chaînes de Markov au jeu Serpents et Échelles. Comme me le faisait remarquer Jean-Philippe, de manière assez étrange, les enfants sont toujours beaucoup plus content après avoir fait un 6 qu’après avoir fait un 1. Mais est-ce réellement la valeur optimale que le dé doit prendre ? Ça dépend bien sûr de la position....

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Maps with R, and polygon boundaries

December 21, 2011
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Maps with R, and polygon boundaries

With R, it is extremely easy to draw maps. Let us start with something simple, like French regions. Baptiste mentioned on his blog that shapefiles can be downloaded from http://ign.fr/ website. Hence, if you extract the zip file, it is possible to ...

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Basics on Markov Chain (for parents)

December 20, 2011
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Basics on Markov Chain (for parents)

Markov chains is a very interesting and powerful tool. Especially for parents. Because if you think about it quickly, most of the games our kids are playing at are Markovian. For instance, snakes and ladders… It is extremely easy to write down the transition matrix, one just need to define all snakes and ladders. For the one above, we...

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Basics on Markov Chain (for parents)

December 20, 2011
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Basics on Markov Chain (for parents)

Markov chains is a very interesting and powerful tool. Especially for parents. Because if you think about it quickly, most of the games our kids are playing at are Markovian. For instance, snakes and ladders... It is extremely easy to write down th...

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PhD defense on copulas

November 15, 2011
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(This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers) To leave a comment for the author, please follow the link and comment on his blog: Freakonometrics - Tag - R-english. R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave,...

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Conference in Lyon on climate change and insurance

November 14, 2011
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Conference in Lyon on climate change and insurance

I will be in Lyon next Monday to give a talk on "Modeling heat-waves: return period for non-stationary extremes" in a workshop entitled "Changement climatique et gestion des risques". An interesting reference might be some pages from Le Monde (201...

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Confidence interval for predictions with GLMs

November 4, 2011
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Confidence interval for predictions with GLMs

Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation...

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Confidence interval for predictions with GLMs

November 4, 2011
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Confidence interval for predictions with GLMs

Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation, i.e. the dot on the graph below > r=glm(dist~speed,data=cars,family=poisson) > P=predict(r,type="response", + newdata=data.frame(speed=seq(-1,35,by=.2))) > plot(cars,xlim=c(0,31),ylim=c(0,170)) > abline(v=30,lty=2)...

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Strange behavior of correlation estimation

November 2, 2011
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Strange behavior of correlation estimation

The Gaussian vector is extremely interesting since it remains Gaussian when conditioning. More precisely, if is a Gaussian random vector, then the conditional distribution of is also Gaussian. Further, it is possible to derive explicitly the cova...

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Consecutive number and lottery

October 25, 2011
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Consecutive number and lottery

Recently, I have been reading odd things about strategies to win at the lottery. E.g. or I wrote something a long time ago, but maybe it would be better to write another post. First, it is easy to get data on the French lotteries, including dra...

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