How well does sample range estimate range?

October 25, 2014
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How well does sample range estimate range?

I’ve been doing some work with Focused Objective lately, and today the following question came up in our discussion. If you’re sampling from a uniform distribution, how many samples do you need before your sample range has an even chance of covering 90% of the population range? This is a variation on a problem I’ve […]

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An interactive visualization to teach about the curse of dimensionality

October 24, 2014
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I recently was contacted for an interview about the curse of dimensionality. During the course of the conversation, I realized how hard it is to explain the curse to a general audience. One of the best descriptions I could come up with was trying to describe sampling from a unit line, square, cube, etc. and

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Solution to the helicopter design problem

October 24, 2014
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See yesterday’s post for background. Here’s the question: In the helicopter activity, pairs of students design paper ”helicopters” and compete to create the copter that takes longest to reach the ground when dropped from a fixed height. The two parameters of the helicopter, a and b, correspond to the length of certain cuts in the […] The post Solution to…

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Feller’s shoes and Rasmus’ socks [well, Karl's actually...]

October 23, 2014
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Feller’s shoes and Rasmus’ socks [well, Karl's actually...]

Yesterday, Rasmus Bååth [of puppies' fame!] posted a very nice blog using ABC to derive the posterior distribution of the total number of socks in the laundry when only pulling out orphan socks and no pair at all in the first eleven draws. Maybe not the most pressing issue for Bayesian inference in the era […]

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No, Michael Jordan didn’t say that!

October 23, 2014
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The names are changed, but the song remains the same. First verse. There’s an article by a journalist, The odds, continually updated, by F.D. Flam in the NY Times to which Andrew responded in blog form, No, I didn’t say that, by Andrew Gelman, on this blog. Second verse. There’s an article by a journalist, […] The post No, Michael…

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Singular Spectrum Analysis in Excel

October 23, 2014
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Singular Spectrum Analysis (SSA) is a technique for analysing time series. The method is relatively simple to implement and relies on applying some linear algebra. There is no requirement to do any pre-processing before applying SSA so practical implem...

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Some questions from our Ph.D. statistics qualifying exam

October 23, 2014
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In the in-class applied statistics qualifying exam, students had 4 hours to do 6 problems. Here were the 3 problems I submitted: In the helicopter activity, pairs of students design paper ”helicopters” and compete to create the copter that takes longest to reach the ground when dropped from a fixed height. The two parameters of the […] The post Some questions…

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The class pondering Big Data

October 23, 2014
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Note: I'm traveling a lot lately and it is affecting my ability to post on a regular basis. It's three weeks into my chart-building workshop (link) at NYU and we are starting to discuss individual projects. One of the major...

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Tests basés sur la vraisemblance – score

October 23, 2014
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Tests basés sur la vraisemblance – score

Une autre grandeur intéressant est le score, qui est la dérivée de la vraisemblance. Intuitivement (c’est l’idée de la condition du premier ordre),   et  seront proches si les dérivées en ces points sont proches. En  la dérivée est nulle, donc on va se demander ici, tout simplement, si la dérivée en  est proche de 0. Ou pas. On appele ce test le test du…

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Tests basés sur la vraisemblance – Rapport de Vraisemblance

October 23, 2014
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Tests basés sur la vraisemblance – Rapport de Vraisemblance

Chose promise, chose due. J’avais dit qu’on parlerait du test de rapport de vraisemblance. L’idée – visuelle – est d’avoir une lecture dans l’autre sens : au lieu de se demander si  et  sont proches, on va se demander si   et  sont proches. Si la fonction de vraisemblance est suffisamment régulière, on se pose la même question. Lorsque j’avais présenté le test,…

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Why is my OS X Yosemite install taking so long?: an analysis

October 23, 2014
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Why is my OS X Yosemite install taking so long?: an analysis

Why? Since the latest Mac OS X update, 10.10 "Yosemite", was released last Thursday, there have been complaints springing up online of the progress bar woefully underestimating the actual time to complete installation. More specifically, it appeared as if, for a certain group of people (myself included), the installer would stall out at "two minutes »more

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September 2014: Blog Contents

October 23, 2014
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September 2014: Blog Contents

September 2014: Error Statistics Philosophy Blog Table of Contents  Compiled by Jean A. Miller (9/30) Letter from George (Barnard) (9/27) Should a “Fictionfactory” peepshow be barred from a festival on “Truth and Reality”? Diederik Stapel says no (rejected post) (9/23) G.A. Barnard: The Bayesian “catch-all” factor: probability vs likelihood (9/21) Statistical Theater of the Absurd: “Stat on a […]

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Stan 2.5, now with MATLAB, Julia, and ODEs

October 22, 2014
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Stan 2.5, now with MATLAB, Julia, and ODEs

As usual, you can find everything on the Stan Home Page. Drop us a line on the stan-users group if you have problems with installs or questions about Stan or coding particular models. New Interfaces We’d like to welcome two new interfaces: MatlabStan by Brian Lau, and  Stan.jl (for Julia) by Rob Goedman. The new […] The post Stan 2.5,…

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Kathryn Chaloner 1954-2014

October 22, 2014
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Prescript: Memory is fickle. It's been a while since these events, a while since I took her regression course and a while since I've read her papers. One thing I've found is that memories of the contents of particular papers evolves with time, and memo...

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Vote on simply statistics new logo design

October 22, 2014
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As you can tell, we have given the Simply Stats blog a little style update. It should be more readable on phones or tablets now. We are also about to get a new logo. We are down to the last couple of choices and can't decide. Since we are statisticians, we thought we'd collect some

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Sailing between the Scylla of hyping of sexy research and the Charybdis of reflexive skepticism

October 22, 2014
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Sailing between the Scylla of hyping of sexy research and the Charybdis of reflexive skepticism

Recently I had a disagreement with Larry Bartels which I think is worth sharing with you. Larry and I took opposite positions on the hot topic of science criticism. To put things in a positive way, Larry was writing about some interesting recent research which I then constructively criticized. To be more negative, Larry was […] The post Sailing between…

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Les tests et la logique, modus tollens

October 22, 2014
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Les tests et la logique, modus tollens

Quand on apprend la logique, on apprend la notion de modus tollens, correspondant à une notion de contraposition. Si on a une proposition du genre , alors la proposition contraposée est .  Et on apprend que les deux propositions sont équivalentes (je fais de la logique classique). Par exemple si  correspond à “feu” et  à “fumée“,  signifie que tout feu fait de la fumée. Si…

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Does this kurtosis make my tail look fat?

October 22, 2014
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Does this kurtosis make my tail look fat?

What is kurtosis? What does negative or positive kurtosis mean, and why should you care? How do you compute kurtosis in SAS software? It is not clear from the definition of kurtosis what (if anything) kurtosis tells us about the shape of a distribution, or why kurtosis is relevant to […]

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Prediction intervals too narrow

October 22, 2014
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Prediction intervals too narrow

Almost all prediction intervals from time series models are too narrow. This is a well-known phenomenon and arises because they do not account for all sources of uncertainty. In my 2002 IJF paper, we measured the size of the problem by computing the actual coverage percentage of the prediction intervals on hold-out samples. We found […]

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Example 2014.12: Changing repeated measures data from wide to narrow format

October 21, 2014
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Example 2014.12: Changing repeated measures data from wide to narrow format

Data with repeated measures often come to us in the "wide" format, as shown below for the HELP data set we use in our book. Here we show just an ID, the CESD depression measure from four follow-up assessments, plus the baseline CESD. Obs ID CESD...

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Modeling Plenitude and Speciation by Jointly Segmenting Consumers and their Preferences

October 21, 2014
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Modeling Plenitude and Speciation by Jointly Segmenting Consumers and their Preferences

In 1993, when music was sold in retail stores, it may have been informative to ask about preference across a handful of music genre. Today, now that the consumer has seized control and the music industry has responded, the market has exploded into more...

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Try a spaghetti plot

October 21, 2014
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Try a spaghetti plot

Joe Simmons writes: I asked MTurk NFL fans to consider an NFL game in which the favorite was expected to beat the underdog by 7 points in a full-length game. I elicited their beliefs about sample size in a few different ways (materials .pdf; data .xls). Some were asked to give the probability that the better […] The post Try a…

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Rant 2: Academic "Letterhead" Requirements

October 21, 2014
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I guess my first posted rant was the call for papers thing.  Here's a second.Countless times, from me to Chair/Dean xxx at Some Other University: I am happy to help with your evaluation of Professor zzz. This email will serve as my lette...

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