Posts Tagged ‘ Probability ’

Insights into Quantile Regression from Arthur Charpentier

April 24, 2012
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Insights into Quantile Regression from Arthur Charpentier

At this Monday’s Montreal R User Group meeting, Arthur Charpentier gave an interesting talk on the subject of quantile regression. One of the main messages I took away from the workshop was that quantile regression can be used to determine if extreme events are becoming more extreme. The example given was hurricane intensity since 1978.

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Montreal R Workshop: Quantile Regression

April 17, 2012
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Montreal R Workshop: Quantile Regression

Stewart Biology Building, McGill University (Rm N4/17) Monday, April 24, 2012  14h-16h Dr. Arthur Charpentier (UQàM) In this workshop we will examine difference concepts related to quantiles, and practical issues based on R codes. This workshop will present quantile regression, and the idea of iterative least square estimation. It will present an illustration on climate

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Playing with fire (or water)

April 2, 2012
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Playing with fire (or water)

A few days ago, http://www.futilitycloset.com/ published a short post based on the fourth problem of the 1987 Canadian Mathematical Olympiad (from on a problem from the 6th All Soviet Union Mathematical Competition in Voronezh, 1966). The problem i...

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Sunday evening, stupid games…

April 1, 2012
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Sunday evening, stupid games…

This evening, while I was about to wash the dishes, I heard my elders starting a game (call them Him and Her) Him: "I have picked - in my head - a number, lower than 50. Try to guess..." Her: "No way, too difficult..." Him: "You can try five differ...

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Ruin probability and infinite time

March 27, 2012
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Ruin probability and infinite time

A couple of weeks ago, I had a discussion with a practitioner, working in some financial company, about ruin, and infinite time. And it remind me a weird result. Well, not a weird result, but a result I found disturbing, at first, when I was a stud...

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Montreal R Workshop: Introduction to Bayesian Methods

March 22, 2012
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Montreal R Workshop: Introduction to Bayesian Methods

Monday, March 26, 2012  14h-16h, Stewart Biology N4/17 Corey Chivers, Department of Biology McGill University This is a meetup of the Montreal R User Group. Be sure to join the group and RSVP. More information about the workshop here. Topics Why would we want to be Bayesian in the first place?  In this workshop we

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Monty Hall Simulations

March 20, 2012
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Using R I'm doing a lot of simulations of the classic monty hall-problem and plotting multiple simulations using ggplot2.

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π Day Special! Estimating π using Monte Carlo

March 14, 2012
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π Day Special! Estimating π using Monte Carlo

In honour of π day (03.14 – can’t wait until 2015~) , I thought I’d share this little script I wrote a while back for an introductory lesson I gave on using Monte Carlo methods for integration. The concept is simple – we can estimate the area of an object which is inside another object

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How Not To Draw a Probability Distribution

March 7, 2012
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How Not To Draw a Probability Distribution

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...

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Example 9.21: The birthday "problem" re-examined

February 23, 2012
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Example 9.21: The birthday "problem" re-examined

The so-called birthday paradox or birthday problem is simply the counter-intutitive discovery that the probability of (at least) two people in a group sharing a birthday goes up surprisingly fast as the group size increases. If the group is only 23 peo...

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