## Variance of the Average of a Sequence

July 8, 2014
By
$\{Y_1,\cdots,Y_n\}$

In the case where  are i.i.d. random variables, then Now, what if  are identically distributed, but no longer independent. What if we have an autoregressive process? Assume that Then can be written Here, we will express the variance as a function of  and , but it is possible to use also , since, in the context of an , Now, since  we get which can be simplified, since i.e. So, the variance of the mean can be…

## Chillin’ at UseR! 2014

July 8, 2014
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This year’s UseR! conference was held at the University of California in Los Angeles. Despite the great weather and a nearby beach, most of the conference was spent in front of projector screens in 18° c (64° f) rooms because there were so many i...

## The Oracle (8) – let’s go all the way!

July 7, 2014
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This is (may be) the final post in the series dedicated to the prediction of the World Cup results \$-\$ I'll try and actually write another to wrap things up and summarise a few comments, but this will probably be a bit later on. Finally, we've decided ...

## “Bayes Data Analysis – Author Needed”

July 7, 2014
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The following item came in over the Bayes email list: Hi, My name is Jo Fitzpatrick and I work as an Acquisition Editor for Packt Publishing ( www.packtpub.com ). We recently commissioned a book on Bayesian Data Analysis and I’m currently searching for an author to write this book. You need to have good working […] The post “Bayes Data Analysis – Author Needed” appeared first on Statistical Modeling, Causal…

## On deck this week

July 7, 2014
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Mon: “Bayes Data Analysis – Author Needed” Tues: Just wondering Wed: “P.S. Is anyone working on hierarchical survival models?” Thurs: Open-source tools for running online field experiments Fri: Hey—this is a new kind of spam! Sat, Sun:...

## Introduction to R for Life Scientists: Course Materials

July 7, 2014
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Last week I taught a three-hour introduction to R workshop for life scientists at UVA's Health Sciences Library.I broke the workshop into three sections:In the first half hour or so I presented slides giving an overview of R and why R is so awesome. Du...

## An easy way to expand data by using frequencies

July 7, 2014
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A few years ago I blogged about how to expand a data set by using a frequency variable. The DATA step in the article was simple, but the SAS/IML function was somewhat complicated and used a DO loop to expand the data. (Although a reader later showed how to avoid […]

## A Big "Thank You" to the NZAE

July 7, 2014
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I'd like to express my heart-felt thanks to the New Zealand Association of Economists for making me a Distinguished Fellow.The award took place last Thursday evening at the dinner for the 55th Conference of the Association, in Auckland. The award was m...

## Books to Read While the Algae Grow in Your Fur, December 2013

July 7, 2014
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Attention conservation notice: I have no taste. Julia Spencer-Fleming, Through Evil Days Continuation of the long-running series. Pulls off the trick of making domestic troubles, ice storms, and not-very-bright criminals equally threatening. (Previously.) Prudence Shen and Faith Erin Hicks, Nothing Can Possibly Go Wrong Comic-book mind candy: a school story about evil cheerleaders vs. combat robots. Delightful, though I don't usually care for such unalloyed social realism. G. E. R.…

## Books to Read While the Algae Grow in Your Fur, January 2014

July 7, 2014
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Attention conservation notice: I have no taste. William M. Arkin, American Coup Arkin has something to say about the self-perpetuating and dubiously-constitutional national security bureaucracy its dim views of actual democracy, and its apparent day...

## Books to Read While the Algae Grow in Your Fur, February 2014

July 7, 2014
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Attention conservation notice: I have no taste. To exemplify this, the theme for the month was finally getting a tablet, and so indulging in a taste for not very sophisticated comic books. John Rogers et al., Dungeons and Dragons: Shadowplague, Fi...

## Books to Read While the Algae Grow in Your Fur, February 2014

July 7, 2014
By

Attention conservation notice: I have no taste. To exemplify this, the theme for the month was finally getting a tablet, and so indulging in a taste for not very sophisticated comic books. John Rogers et al., Dungeons and Dragons: Shadowplague, Fi...

## Books to Read While the Algae Grow in Your Fur, March 2013

July 7, 2014
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Attention conservation notice: I have no taste. Brian Michael Bendis, Michael Avon Oeming, et al. Powers (1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14) Comic book mind candy, at the super-hero/police-procedural interface. Martha Wells, The...

## Books to Read While the Algae Grow in Your Fur, March 2013

July 7, 2014
By

Attention conservation notice: I have no taste. Brian Michael Bendis, Michael Avon Oeming, et al. Powers (1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14) Comic book mind candy, at the super-hero/police-procedural interface. Martha Wells, The...

## Books to Read While the Algae Grow in Your Fur, April 2014

July 7, 2014
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Attention conservation notice: I have no taste. Chris Willrich, Scroll of Years Mind candy fantasy. The blurbs are over the top, but it is fun and decidedly better-written than average. Mildly orientalist, though in a respectful mode. Matthew Bog...

## Books to Read While the Algae Grow in Your Fur, April 2014

July 7, 2014
By

Attention conservation notice: I have no taste. Chris Willrich, Scroll of Years Mind candy fantasy. The blurbs are over the top, but it is fun and decidedly better-written than average. Mildly orientalist, though in a respectful mode. Matthew Bog...

## Accumulated Bookchat

July 7, 2014
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Attention conservation notice: I have no taste, and I am about to recommend a lot of books. Somehow, I've not posted anything about what I've been reading since September. So: have October, November, December, January, February, March, April, May, a...

## Stone Flakes V, networks again

July 6, 2014
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Last week I tried pcalg. This week deal (Learning Bayesian Networks with Mixed Variables). The aim n this post I want to try something new, a causal graphical model. The aim here is just as much to get myself a feel what these things do as to underst...

## Estimating Required Coinage

July 5, 2014
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I would like to code up a simple method of minimizing the number of coins required to give change.  Then I would like see what coins are most likely to be called into usage if change is required from a uniform draw between 1 cent and 499 cents.# I...

## Visualizing sampling error and dynamic graphics

July 5, 2014
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Robert Grant writes: What do you think of this visualisation from the NYT [in an article by Neil Irwin and Kevin Quealy but I'm not sure if they're the designers of the visualization]? I’m pretty impressed as a method of showing sampling error to a general audience! I agree. P.S. In related news, Antony Unwin […] The post Visualizing sampling error and dynamic graphics appeared first on Statistical Modeling, Causal…

## Grand Opening: The Stan Shop

July 5, 2014
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I finally put together a shop so everyone can order Stan t-shirts and mugs: The Stan Shop The art’s by Michael Malecki. The t-shirts and mugs are printed on demand by Spreadshirt. I tried out a sample and the results are great and have held up to machine washing and drying. There’s a markup of […] The post Grand Opening: The Stan Shop appeared first on Statistical Modeling, Causal Inference,…

July 5, 2014
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Here we go again - no excuses - time to catch up on your reading:Baillie, R. T., G. Kapetanios, and F. Papailias, 2014. Modified information criteria and selection of long memory time series models. Computational Statistics and Data Analysis, 76, 116-1...

## The Econometrics of Temporal Aggregation – I

July 5, 2014
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Yesterday, I gave the A. W. H. Phillips Memorial Lecture at the 55th Conference of the New Zealand Association of Economists. The conference was held at Auckland University of Technology in New Zealand, and it was a great success.More on the conference...