P-value

The US market will absolutely positively definitely go up in 2012

February 6, 2012 |

The Super Bowl tells us so. The Super Bowl Indicator The championship of American football decides the direction of the US stock market for  the year.  If a “National” team wins, the market goes up; if an “American” team wins, the market goes down. Yesterday the Giants, a National team, ... [Read more...]

Truly random [again]

December 9, 2010 |

“The measurement outputs contain at the 99% confidence level 42 new random bits. This is a much stronger statement than passing or not passing statistical tests, which merely indicate that no obvious non-random patterns are present.” arXiv:0911.3427 As often, I bought La Recherche in the station newsagent for the wrong reason! The ... [Read more...]

Random sudokus [p-values]

May 21, 2010 |

I reran the program checking the distribution of the digits over 9 “diagonals” (obtained by acceptable permutations of rows and column) and this test again results in mostly small p-values. Over a million iterations, and the nine (dependent) diagonals, four p-values were below 0.01, three were below 0.1, and two were above (0.21 and 0.42). [...]

The distribution of rho…

March 21, 2010 |

There was a post here about obtaining non-standard p-values for testing the correlation coefficient. The R-library SuppDists deals with this problem efficiently. library(SuppDists) plot(function(x)dPearson(x,N=23,rho=0.7),-1,1,ylim=c(0,10),ylab="density") plot(function(x)dPearson(x,N=23,rho=0),-1,1,add=TRUE,col="steelblue") plot(function(... [Read more...]

Contingency Tables – Fisher’s Exact Test

March 6, 2010 |

A contingency table is used in statistics to provide a tabular summary of categorical data and the cells in the table are the number of occassions that a particular combination of variables occur together in a set of data. The relationship between variables in a contingency table are often investigated ... [Read more...]