If I google for “probability distribution” I find the following extremely bad picture: It’s bad because it conflates ideas and oversimplifies how variable probability distributions can generally be. Most distributions are not unimodal. Most dist...

While playing around with Bayesian methods for random effects models, it occured to me that inverse-Wishart priors can really bite you in the bum. Inverse Wishart-priors are popular priors over covariance functions. People like them priors because they are conjugate to a Gaussian likelihood, i.e, if you have data with each : so that the

The Journal of Nature put out an interesting op-ed recently discussing the need to make source code available for scientific articles that require statistical computation to produce their results. http://www.nature.com/nature/journal/v482/n7386/ful...

An X’idated reader of Monte Carlo Statistical Methods had trouble with our Example 3.13, the very one our academic book reviewer disliked so much as to “diverse a 2 star”. The issue is with computing the integral when f is the Student’s t(5) distribution density. In our book, we compare a few importance sampling solutions,

I’ve just released my first R package! Over the past 1.5 years or so, I’ve been studying an obscure statistical model over ranking (full, or partial) data called Mallows’ model. It hypothesizes that a set of sequence data has a “modal” sequence about which the data cluster, and that the data fall away from that

Lately I have been rather productive in my programming and frustrated at the same time. Trying to solve the problems of creating a demographics summary table proved to be a lesson in frustration with R. Since I love R, this was disheartening. I did eventually find the reporttools package which does make a great latex

If you are reading this vis-à-vis R-Bloggers, then you know how good R, LaTeX, and Sweave are for generating reports and/or conducting reproducible research. It has been particularly valuable for me in Institutional Research where there are many reports that I need to prepare on a regular basis (some monthly, some quarterly, some annually). However, one issue

Another problem generated by X’validated (on which I spent much too much time!): given an unbiased coin that produced M heads in the first M tosses, what is the expected number of additional tosses needed to get N (N>M) consecutive heads? Consider the preliminary question of getting a sequence of N heads out of k

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