cross validated

another X’idated question

February 23, 2012 | 0 Comments

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 [sic] a 2 star”. The issue is with computing the integral when f is the Student’s t(5) distribution density. In our book, we ... [Read more...]

Bayesian inference and the parametric bootstrap

December 15, 2011 | 0 Comments

This paper by Brad Efron came to my knowledge when I was looking for references on Bayesian bootstrap to answer a Cross Validated question. After reading it more thoroughly, “Bayesian inference and the parametric bootstrap” puzzles me, which most certainly means I have missed the main point. Indeed, the paper ... [Read more...]

mean of an absolute Student’s t

November 30, 2011 | 0 Comments

Having (rather foolishly) involved myself into providing an answer for Cross Validated: “Can the standard deviation of non-negative data exceed the mean?“, I ended up having to derive the mean of the absolute value of a Student’s variate X.  (Well, not really, but then I did.) I think the ... [Read more...]

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