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...
Blog Archives
Short selling, volatility and bubbles
Yesterday, I wrote a post (in French) about short-selling in financial market since some journalists claimed that it was well-known that short -selling does increase volatility on financial market. Not only in French speaking journals actually, sin...
We keep breaking records ? so what ?… Get statistical perspective….
This summer, we have been told that some financial series broke some records (here, in French) For instance, the French CAC40 had negative return for 11 consecutive days (which has never been seen, so far). > library(tseries)> x<-get....
Multivariate probit regression using (direct) maximum likelihood estimators
Consider a random pair of binary responses, i.e. with taking values 1 or 2. Assume that probability can be function of some covariates . The Gaussian vector latent structure A standard model is based a latent Gaussian structure, i.e. there exi...
Who will be the next President of the US ?
A lot of weird facts (?) can be found on the internet. For instance, about the height of the winner of Presidential elections in the US: the taller always win... "Still, being short does, on average, hurt a person's prospects...The tall guy gets th...
Playing with robots
My son would be extremely proud if I tell him I can spend hours building robots. Well, my robots are not as fancy as Dr Tenma's, but they usually do what I ask them to do. For instance, it is extremely simple to build a robot with R, to extract dat...
Oscar awards: good actor versus good actress
I am not a big fan of those ceremonies, where some actors pretend that they are extremely happy to be there, and then some win a trophy, some don't, and those who win start to cry, and those who did not get a trophy try to pretend that they are not...
Time horizon in forecasting, and rules of thumb
I recently received an email about forecasting and rules of thumb. "Dans la profession se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision
Circular or spherical data, and density estimation
I few years ago, while I was working on kernel based density estimation on compact support distribution (like copulas) I went through a series of papers on circular distributions. By that time, I thought it was something for mathematicians working ...
Want to say one thing and the exact oppositive with strong confidence ?
No need to do politics. Just take a statistical course. And I do not talk about misinterpretation of statistics, but I talk about the mathematical foundations of statistical tests. Consider the following parametric test, with a one-dimensional para...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
