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

Apples, oranges, pears or bananas? Bus, train, car, or walk? Many choices are made between more than two options, a situation that can be represented by multinomial choice modelling. Here's a quick tutorial on how to do it in R.

According to the Google Ngram corpus, R is still the top rated statistical software package.
Ok, I’m just kidding. That plot is worthless. All the data are from books published between the years 1890 and 2008, and none of those software packages wou...

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 ...

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...

It is common to look at best
time at the Marathon. Or perhaps the distribution of the top100, as
done by John Myles White on his blog here
(data can be found there), as
the graph below, with the density of the time for the first 100 men (in blue) a...

Recently on his blog (here), Robin mentioned an amazing book, called "A Million Random Digits" published by RAND corporation. The book was initially published in 1955, but RAND published a nice (and expensive) second edition.
A great thing is that ...

Today, at lunch, Matthieu told us a nice story (or call it a paradox if you like) about the probability to find you seat empty when you get in a place.
a plane full of nuns
Assume that you are in the line to get in the airplane, you are the ...

Friday in the course of statistics, we started the section on confidence interval, and like
always, I got a bit confused with the degrees of freedom of the Student
(should it be or ?) and which empirical variance (should we
consider the one wher...