All posts under category "Statistics / Stat.OT"
(The third edition corrects minor typos and adds 3 chapters synthesized from published papers plus an appendix on maximum entropy distributions.) The monograph investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible.
When a scientist performs an experiment they normally acquire a set of measurements and are expected to demonstrate that their results are 'statistically significant' thus confirming whatever hypothesis they are testing. The main method for establishing statistical significance involves demonstratin
This paper proposes consistent and asymptotically Gaussian estimators for the drift, the diffusion coefficient and the Hurst exponent of the discretely observed fractional Ornstein-Uhlenbeck process. For the estimation of the drift, the results are obtained only in the case when 1/2 < H < 3/4. This
Conceptual view of fitness and fitness measurement of strategic decisions on information systems, technological systems and innovation are becoming more important in recent years. This paper determines some dynamics of fitness landscape which are lead to termination of decision makers' research befo
This file is the Sweave documentation for the examples provided in Flegal, J. M. and Jones, G. L. (2010), 'Implementing Markov chain Monte Carlo: Estimating with confidence', in Handbook of Markov Chain Monte Carlo, edited by Brooks, S., Gelman, A., Jones, G., and Meng, X. published by Chapman & Hal
The debate surrounding the hot hand in the NBA has been ongoing for many years. However, many of the previous works on this theme has focused on only the very next sequential shot attempt, often on very select players. This work looks in more detail the effect of a made or missed shot on the next se
Combining big data and machine learning algorithms, the power of automatic decision tools induces as much hope as fear. Many recently enacted European legislation (GDPR) and French laws attempt to regulate the use of these tools. Leaving aside the well-identified problems of data confidentiality and
We demonstrate that large texts, representing human (English, Russian, Ukrainian) and artificial (C++, Java) languages, display quantitative patterns characterized by the Benford-like and Zipf laws. The frequency of a word following the Zipf law is inversely proportional to its rank, whereas the tot
A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be equivalent to the mutual information between two distributions
In this paper we discuss four problems regarding Markov equivalences for subclasses of loopless mixed graphs. We classify these four problems as finding conditions for internal Markov equivalence, which is Markov equivalence within a subclass, for external Markov equivalence, which is Markov equival
Objective: To assess mortality, and identify the risk factors associated with mortality in Game of Thrones (GoT). Design and Setting: A longitudinal cohort study in the fictional kingdom of Westeros and Essos. Participants: All the characters appearing in the GoT since airing of its first episode wi
Many pundits and fans ask themselves the same question: Which football player bears most resemblance to Lionel Messi? Is it Chelsea's Eden Hazard? Is it Paulo Dybala, the heir to Messi in the national team of Argentina? Or is the most alike player to Messi someone completely else? In general, the re
What, if anything, should a frequentist say about a single realized confidence interval (CI) and its chance of having covered the parameter? Jerzy Neyman's original answer was to refuse any nondegenerate probability for coverage ex post and, instead, to 'state that the interval covers'. In this pape
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