When introducing copulas, it is commonly admitted that copulas are interesting because they allow to model the marginals and the dependence structure separately. The motivation is probably Sklar’s theorem, which says that given some marginal cumu...

When introducing copulas, it is commonly admitted that copulas are interesting because they allow to model the marginals and the dependence structure separately. The motivation is probably Sklar’s theorem, which says that given some marginal cumu...

Lo these many years ago, I blogged about how a paper of John Norton's had led me to have doubts about Landauer's Principle. Prof. Norton has continued to work on this topic, and I am very happy to share the news about his upcoming talk at CMU's "Ener...

More miscellaneous communications with readers. (I have omitted all the salutations and pleasantries to save space here, but most correspondents do begin and end their messages with introductions and salutations that I truly appreciate.) Again, apologi...

William Feller's book An Introduction to Probability Theory and Its Applications Volume I is more commonly and affectionately known as Feller Volume One. It is on many statistician's and mathematician's deserted (desert?) island book lists. The deser...

William Feller's book An Introduction to Probability Theory and Its Applications Volume I is more commonly and affectionately known as Feller Volume One. It is on many statistician's and mathematician's deserted (desert?) island book lists. The deser...

In econometrics, generalized method of moments (GMM) is one estimation methodology that can be used to calculate instrumental variable (IV) estimates. Performing this calculation in R, for a linear IV model, is trivial. One simply uses the gmm() function in the excellent gmm package like an lm() or ivreg() function. The gmm() function will estimate […]

I am excited to chat with Professor David Spiegelhalter, who is no strangers to our UK audience, and our statistics colleagues. Perhaps his most well-known contribution is the DIC criterion for model selection, introduced by a paper by him and collaborators. He holds the impressive title of Winton Professor for the Public Understanding of Risk at the University of Cambridge (link). He also writes a blog called Understanding Uncertainty (link),…

Environmental regulation in the United States has protected human health for over 40 years. Since the Clean Air Act was enacted in 1970, levels of outdoor air pollution have dropped dramatically, changing the landscape of once heavily-polluted cities like Los … Continue reading →

The Association for Psychological Science, the leading organization of research psychologists, announced a long-awaited new journal, Speculations on Psychological Science. From the official APS press release: Speculations on Psychological Science, the flagship journal of the Association for Psychological Science, will publish cutting-edge research articles, short reports, and research reports spanning the entire spectrum of the […] The post Association for Psychological Science announces a new journal appeared first on Statistical…

I had heard of medical designs that employ individuals who supply Bayesian subjective priors that are deemed either “enthusiastic” or “skeptical” as regards the probable value of medical treatments.[i] From what I gather, these priors are combined with data from trials in order to help decide whether to stop trials early or continue. But I’d never heard of […]

An interesting question was posted on http://math.stackexchange.com/726205/…: if one knows the covariances and , is it possible to infer ? I asked myself a question close to this one a few weeks ago (that I might also relate to a question I...

Robert Grant has a list. I’ll just give the ones with more than 10,000 Google Scholar cites: Cox (1972) Regression and life tables: 35,512 citations. Dempster, Laird, Rubin (1977) Maximum likelihood from incomplete data via the EM algorithm: 34,988 Bland & Altman (1986) Statistical methods for assessing agreement between two methods of clinical measurement: 27,181 […] The post The most-cited statistics papers ever appeared first on Statistical Modeling, Causal Inference,…

Today I am going to introduce the moustache target distribution (moustarget distribution for brievety). Load some packages first. Let’s invoke the moustarget distribution. This defines a target distribution represented by a SVG file using RShapeTarget. The target probability density function is defined on and is proportional to on the segments described in the SVG files, […]

Mike Love (@mikelove) and I have been working hard the past couple of months preparing a free online edX course on data analysis for genomics. Our target audience are the postdocs, graduate students and research scientists that are tasked with … Continue reading →

Publishers note: This blog was posted on August 1, 2013 on the Data Community DC blog, http://datacommunitydc.org/blog/2013/08/data-driven-presentations-using-slidify/ Presentations are the stock-in-trade for consultants, managers, teachers, public speakers, and, probably, you. We all have to present our work at some level, to someone we report to or to our peers, or to introduce newcomers to our […]

Mon: The most-cited statistics papers ever Tues: American Psychological Society announces a new journal Wed: Am I too negative? Thurs: As the boldest experiment in journalism history, you admit you made a mistake Fri: The Notorious N.H.S.T. presen...

I just gave a talk in Milan. Actually I was sitting at my desk, it was a g+ hangout which was a bit more convenient for me. The audience was a bunch of astronomers so I figured they could handle a satellite link. . . . Anyway, the talk didn’t go so well. Two reasons: […]The post Just gave a talk appeared first on Statistical Modeling, Causal Inference, and Social…