3 YEARS AGO (JULY 2012): MEMORY LANE

July 23, 2015
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3 YEARS AGO (JULY 2012): MEMORY LANE

3 years ago… MONTHLY MEMORY LANE: 3 years ago: July 2012. I mark in red three posts that seem most apt for general background on key issues in this blog.[1]  This new feature, appearing the last week of each month, began at the blog’s 3-year anniversary in Sept, 2014. (Once again it was tough to pick just 3; please check out others which might […]

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Stan 2.7 (CRAN, variational inference, and much much more)

July 22, 2015
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Stan 2.7 (CRAN, variational inference, and much much more)

Stan 2.7 is now available for all interfaces. As usual, everything you need can be found starting from the Stan home page: http://mc-stan.org/ Highlights RStan is on CRAN!(1) Variational Inference in CmdStan!!(2) Two new Stan developers!!!  A whole new logo!!!!  Math library with autodiff now available in its own repo!!!!!  (1) Just doing install.packages(“rstan”) isn’t […] The post Stan 2.7 (CRAN, variational inference, and much much more) appeared first on…

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Le Monde puzzle [#920]

July 22, 2015
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Le Monde puzzle [#920]

A puzzling Le Monde mathematical puzzle (or blame the heat wave): A pocket calculator with ten keys (0,1,…,9) starts with a random digit n between 0 and 9. A number on the screen can then be modified into another number by two rules: 1. pressing k changes the k-th digit v whenever it exists into […]

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Statistically significant. What does it mean?

July 22, 2015
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Andrew Gelman has a great post about the concept of statistical significance, starting with a published definition by the Department of Health that is technically wrong on many levels. (link) Statistical significance is one of the most important concepts in statistics. In recent years, there is a vocal group who claims this idea is misguided and/or useless. But what they are angry about is the use (and frequently, mis-use) of…

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BREAKING . . . Kit Harrington’s height

July 22, 2015
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BREAKING . . . Kit Harrington’s height

Rasmus “ticket to” Bååth writes: I heeded your call to construct a Stan model of the height of Kit “Snow” Harrington. The response on Gawker has been poor, unfortunately, but here it is, anyway. Yeah, I think the people at Gawker have bigger things to worry about this week. . . . Here’s Rasmus’s inference […] The post BREAKING . . . Kit Harrington’s height appeared first on Statistical Modeling,…

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A new method to simulate the triangular distribution

July 22, 2015
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A new method to simulate the triangular distribution

The triangular distribution has applications in risk analysis and reliability analysis. It is also a useful theoretical tool because of its simplicity. Its density function is piecewise linear. The standardized distribution is defined on [0,1] and has one parameter, 0 ≤ c ≤ 1, which determines the peak of the […] The post A new method to simulate the triangular distribution appeared first on The DO Loop.

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Variation de Température

July 22, 2015
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Variation de Température

Hier, je suis tombé (via limportant.fr/) sur un documentaire intéressant, en ligne sur francetvinfo.fr/monde/environnement/. Mais le passage du début (retranscrit sur le site) m’a laissé une impression très étrange, Au Groenland, la glace fond à vue d’œil. Cette année, le thermomètre est passé à 25 degrés au-dessus de 0. Il y a huit ans, pour la même période, le blizzard soufflait et les scientifiques devaient affronter des températures de – 35…

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Mathematical Statistics Lesson of the Day – Basu’s Theorem

Mathematical Statistics Lesson of the Day – Basu’s Theorem

Today’s Statistics Lesson of the Day will discuss Basu’s theorem, which connects the previously discussed concepts of minimally sufficient statistics, complete statistics and ancillary statistics.  As before, I will begin with the following set-up. Suppose that you collected data in order to estimate a parameter .  Let be the probability density function (PDF) or probability […]

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Mathematical Statistics Lesson of the Day – Basu’s Theorem

Mathematical Statistics Lesson of the Day – Basu’s Theorem

Today’s Statistics Lesson of the Day will discuss Basu’s theorem, which connects the previously discussed concepts of minimally sufficient statistics, complete statistics and ancillary statistics.  As before, I will begin with the following set-up. Suppose that you collected data in order to estimate a parameter .  Let be the probability density function (PDF) or probability […]

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United Nations gets dataviz

July 21, 2015
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The UN, as I noted before, is getting into the dataviz game. Here is an announcement about a Data Viz Challenge that has just started. Flood them with ideas! *** I am writing to invite you and your network of...

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"Models, Models Everywhere!" Brought to You by R

July 21, 2015
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"Models, Models Everywhere!" Brought to You by R

Statistical software packages sell solutions. If you go to the home page for SAS, they will tell you upfront that they sell products and solutions. They link both together under the first tab just below "The Power to Know" mantra. SPSS separates produc...

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A bad definition of statistical significance from the U.S. Department of Health and Human Services, Effective Health Care Program

July 21, 2015
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A bad definition of statistical significance from the U.S. Department of Health and Human Services, Effective Health Care Program

As D.M.C. would say, bad meaning bad not bad meaning good. Deborah Mayo points to this terrible, terrible definition of statistical significance from the Agency for Healthcare Research and Quality: Statistical Significance Definition: A mathematical technique to measure whether the results of a study are likely to be true. Statistical significance is calculated as the […] The post A bad definition of statistical significance from the U.S. Department of Health…

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Choosing a Classifier

July 21, 2015
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Choosing a Classifier

In order to illustrate the problem of chosing a classification model consider some simulated data, > n = 500 > set.seed(1) > X = rnorm(n) > ma = 10-(X+1.5)^2*2 > mb = -10+(X-1.5)^2*2 > M = cbind(ma,mb) > set.seed(1) > Z = sample(1:2,size=n,replace=TRUE) > Y = ma*(Z==1)+mb*(Z==2)+rnorm(n)*5 > df = data.frame(Z=as.factor(Z),X,Y) A first strategy is to split the dataset in two parts, a training dataset, and a testing dataset. >…

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MacBook Air battery replacement

July 21, 2015
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MacBook Air battery replacement

After four years of daily use our MacBook Air informed us that it needed a battery replacement. That's kind of nice to know, in particular as it still feels speedy and otherwise just works. A new battery isn't that expensive and according to iFixit it ...

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Parametric Inference: Karlin-Rubin Theorem

July 20, 2015
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Parametric Inference: Karlin-Rubin Theorem

A family of pdfs or pmfs $\{g(t|\theta):\theta\in\Theta\}$ for a univariate random variable $T$ with real-valued parameter $\theta$ has a monotone likelihood ratio (MLR) if, for every $\theta_2>\theta_1$, $g(t|\theta_2)/g(t|\theta_1)$ is a monotone ...

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Don’t put your whiteboard behind your projection screen

July 20, 2015
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Daniel, Andrew, and I are on our second day of teaching, and like many places, Memorial Sloan-Kettering has all their classrooms set up with a whiteboard placed directly behind a projection screen. This gives us a sliver of space to write on without pulling the screen up and down. If you have any say in […] The post Don’t put your whiteboard behind your projection screen appeared first on Statistical…

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Richard Feynman and the tyranny of measurement

July 20, 2015
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I followed a link at Steve Hsu’s blog and came to this discussion of Feyman’s cognitive style. Hsu writes that “it was often easier for [Feynman] to invent his own solution than to read through someone else’s lengthy paper” and he follows up with a story in which “Feynman did not understand the conventional formulation […] The post Richard Feynman and the tyranny of measurement appeared first on Statistical Modeling,…

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On deck this week

July 20, 2015
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Mon: Richard Feynman and the tyranny of measurement Tues: A bad definition of statistical significance from the U.S. Department of Health and Human Services, Effective Health Care Program Wed: Ta-Nehisi Coates, David Brooks, and the “street code” of journalism Thurs: Flamebait: “Mathiness” in economics and political science Fri: 45 years ago in the sister blog […] The post On deck this week appeared first on Statistical Modeling, Causal Inference, and…

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On deck for the rest of the summer and beginning of fall

July 20, 2015
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Here’s some summer reading for you. The schedule may change because of the insertion of topical material, but this is the basic plan: Richard Feynman and the tyranny of measurement A bad definition of statistical significance from the U.S. Department of Health and Human Services, Effective Health Care Program Ta-Nehisi Coates, David Brooks, and the […] The post On deck for the rest of the summer and beginning of fall…

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It is possible to not learn real causes from some A/B tests

July 20, 2015
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It is conventional wisdom that A/B testing (or in proper terms, randomized controlled experiments) is the gold standard for causal analysis, meaning if you run an A/B test, you know what caused an effect. In practice, this is not always true. Sometimes, the A/B test only provides a statistical understanding of causes but not an average Joe's understanding. Let's start with a hypothetical example in which both definitions are aligned.…

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Create a density curve with shaded tails

July 20, 2015
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Create a density curve with shaded tails

A SAS programmer wanted to plot the normal distribution and highlight the area under curve that corresponds to the tails of the distribution. For example, the following plot shows the lower decile shaded in blue and the upper decile shaded in red. An easy way to do this in SAS […] The post Create a density curve with shaded tails appeared first on The DO Loop.

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Introducing Ben Connault

July 20, 2015
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I should introduce Benjamin ("Ben") Connault, Penn's newly-hired young econometrician, arriving from Princeton any day now. We're extremely grateful to Bo Honoré, Ulrich Müller, Andriy Norets, and Chris Sims for sending him our way.Fra...

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MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

July 19, 2015
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MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

The BayesComp MCMski V [or MCMskv for short] has now its official website, once again maintained by Merrill Lietchy from Drexel University, Philadelphia, and registration is even open! The call for contributed sessions is now over, while the call for posters remains open until the very end. The novelty from the previous post is that there […]

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