Articles by arthur charpentier

MAT8886 the Dirichlet distribution

February 15, 2012 | arthur charpentier

In the course, still introducing some concept of dependent distributions, we will talk about the Dirichlet distribution (which is a distribution over the simplex of ). Let denote the Gamma distribution with density (on ) Let denote independent... [Read more...]

It is "simply" the average value

January 24, 2012 | arthur charpentier

for some obscure reasons, simple things are usually supposed to be simple. Recently, on the internet, I saw a lot of posts on the "average time in which you hold a stock", and two rather different values are mentioned "Take any stock in the United ... [Read more...]

Even odds

January 22, 2012 | arthur charpentier

This evening, I found a nice probabilistic puzzle on http://www.futilitycloset.com/ "A bag contains 16 billiard balls, some white and some black. You draw two balls at the same time. It is equally likely that the two will be the same color as diff... [Read more...]

Gold price and fear

January 18, 2012 | arthur charpentier

Via @theEconomist, I understood that there might be connections between the price of Gold (which is said to be extremely high nowadays) and the VIX SP500 index (the option volatility index, i.e. the so-called "fear index", as discussed - in French-... [Read more...]

Infidelity and econometrics

January 17, 2012 | arthur charpentier

On http://www.bakadesuyo.com, there was recently an interesting discussion about infidelity, the key question being "at what ages are men and women most likely to have affairs?" The discussion is based on some graphs, e.g. The source is a paper b... [Read more...]

Maps with R, and polygon boundaries

December 21, 2011 | arthur charpentier

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 ... [Read more...]

Basics on Markov Chain (for parents)

December 20, 2011 | arthur charpentier

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 ... [Read more...]
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