statistics

Lack of confidence [revised]

April 21, 2011 | xi'an

Following the comments on our earlier submission to PNAS, we have written (and re-arXived) a revised version where we try to spell out (better) the distinction between ABC point (and confidence) estimation and ABC model choice, namely that the problem was at another level for Bayesian model choice (using posterior ... [Read more...]

Thomas Bayes, 250 years later

April 21, 2011 | xi'an

A link on R-bloggers signaled a series of blogs and videos by IBM Netezza about Thomas Bayes and the consequences of his theorem. Which made me realise this was indeed the 250th anniversary of his death, and that maybe we (as a collective, incl. ISBA) should have done something on ... [Read more...]

250 years of Bayes’ Theorem

April 19, 2011 | David Smith

The Reverend Thomas Bayes died 250 years ago this month. His grave, located near epidemiological centre of excellence St Mary's College, remains a point of pilgrimage for statisticians (of both Bayesian and Frequentist stripes) visiting London to this day. Because since then, Bayes Theorem has been the underpinning of predictive analytics ... [Read more...]

Introduction to Cointegration and Pairs Trading

April 15, 2011 | Edwin Chen

Introduction Suppose you see two drunks (i.e., two random walks) wandering around. The drunks don’t know each other (they’re independent), so there’s no meaningful relationship between their paths. But suppose instead you have a drunk walking with her dog. This … Continue reading → [Read more...]

R 2.12 to 2.13 package upgrade

April 14, 2011 | nsaunders

If you: use Linux have just upgraded your R installation from 2.12 to 2.13 installed some/all of your packages in your home area (e.g. ~/R/i486-pc-linux-gnu-library/2.12) and… …are wondering why R can’t see them any more just do this: # at a shell prompt cp ~/R/i486-pc-linux-gnu-library/2.12 ~/R/... [Read more...]

Mixtures in Madrid (3)

April 14, 2011 | xi'an

For my second lecture today, I need to plot a likelihood surface for a basic two-component mixture with only the means unknown: here is the R code to speed up things llsurf=function(trumyn=2.,wayt=.3,var2=1.,ssiz=500){ # draws the log-likelihood surface and a random sample sd2=sqrt(var2) parti=(runif(... [Read more...]

Tumblr Likes

April 11, 2011 | Mathematical Poetics

Look at just the first digit and the number of digits. science: 32914, 11566, 4989, 3743, 968, 814, 673, 482, 286, 2811 black and white: 1694, 1167, 1108, 988, 919, 639, 596, 591, 580, 544 lol: 22627, 18100, 17688, 14374, 13459, 12045, 4711, 3779, 36... [Read more...]

Mixtures in Madrid

April 10, 2011 | xi'an

As I already did two years ago, in connection with the double degree between UAM and Dauphine, I will give a short graduate course at the Universidad Autonoma de Madrid (UAM). It will be part of the regular fourth year statistics course and will focus on mixtures, as given in ... [Read more...]

Buffon versus Bertrand in R

April 7, 2011 | xi'an

Following my earlier post on Buffon’s needle and Bertrand’s paradox, above are four outcomes corresponding to four different generations (among many) of the needle locations. The upper right-hand side makes a difference in the number of hits (out of 1000). The R code corresponding to this generation was made ... [Read more...]

When Buffon meets Bertrand

April 6, 2011 | xi'an

When Peter Diggle gave his “short history” of spatial statistics this morning (I typed this in the taxi from Charles de Gaulle airport, after waiting one hour for my bag!), he started with a nice slide about Buffon’s needle (and Buffon’s portrait), since Julian Besag was often prone ... [Read more...]

Baseball, T-tests and statistical surprises

March 31, 2011 | Joseph Rickert

Are MLB players better hitters now than they were 20 years ago? Revolution Analytics' Joseph Rickert uses R to take a look at the data, and offers an instructive lesson in checking your assumptions for statistical tests in the process -- Ed. Data are everywhere – but, even for simple things, I ... [Read more...]

Le Monde puzzle [#8]

March 29, 2011 | xi'an

Another mathematical puzzle from Le Monde that relates to a broken calculator (skipping the useless tale): Given a pair of arbitrary positive integers (x,y) a calculator can either substract the same integer [lesser than min(x,y)] from both x and y or multiply either x or y by 2. ... [Read more...]

Time series

March 28, 2011 | xi'an

(This post got published on The Statistics Forum yesterday.) The short book review section of the International Statistical Review sent me Raquel Prado’s and Mike West’s book, Time Series (Modeling, Computation, and Inference) to review. The current post is not about this specific book, but rather on why ... [Read more...]

R [re-]exam

March 27, 2011 | xi'an

In what seems like an endless cuRse, I found this week I had to re-grade a dozen R exams a TA’s did not grade properly! The grades I (X) got are plotted below against those of my TA (Y). There is little connection between both gradings… As if this ... [Read more...]

Le Monde puzzle [#7]

March 26, 2011 | xi'an

The mathematical puzzle from the weekend edition of Le Monde from a few weeks ago was not too hard to solve by induction but my R code failed miserably! The puzzle was as follows: A calculator is broken in such a way that it starts by exhibiting 0, then pressing 4, 6 or 0 ... [Read more...]

A Request for Foursquare Data

March 25, 2011 | John Myles White

[UPDATE 3/28/2011: Fixed an enormous bug in the R code.] I’m trying to collect data sets that showcase how the classical statistical distributions appear in modern contexts. I’ve already got some data that shows how the gamma distribution appears in video game scores, and now I’m hoping to ... [Read more...]
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