In my book review of the recent book by Dirk Kroese and Joshua Chan, Statistical Modeling and Computation, I mistakenly and persistently typed the name of the second author as Joshua Chen. This typo alas made it to the printed and on-line versions of the subsequent CHANCE 27(2) column. I am thus very much sorry for this mistake of mine and most sincerely apologise to the authors. Indeed, it always annoys me to have my name mistyped (usually as Roberts!) in references. [If nothing else, this typo signals it is high time for a change of my prescription glasses.]
Archive for Dirk Kroese
Statistical modeling and computation [apologies]
Posted in Books, R, Statistics, University life with tags apologies, Australia, Bayesian statistics, Dirk Kroese, introductory textbooks, Joshua Chan, Monte Carlo methods, Monte Carlo Statistical Methods, R, state space model, Statistical Modeling, typo on June 11, 2014 by xi'anStatistical modeling and computation [book review]
Posted in Books, R, Statistics, University life with tags ANU, Australia, Bayesian Essentials with R, Bayesian statistics, Brisbane, Dirk Kroese, introductory textbooks, Joshua Chan, Matlab, maximum likelihood estimation, Monte Carlo methods, Monte Carlo Statistical Methods, R, state space model on January 22, 2014 by xi'anDirk Kroese (from UQ, Brisbane) and Joshua Chan (from ANU, Canberra) just published a book entitled Statistical Modeling and Computation, distributed by Springer-Verlag (I cannot tell which series it is part of from the cover or frontpages…) The book is intended mostly for an undergrad audience (or for graduate students with no probability or statistics background). Given that prerequisite, Statistical Modeling and Computation is fairly standard in that it recalls probability basics, the principles of statistical inference, and classical parametric models. In a third part, the authors cover “advanced models” like generalised linear models, time series and state-space models. The specificity of the book lies in the inclusion of simulation methods, in particular MCMC methods, and illustrations by Matlab code boxes. (Codes that are available on the companion website, along with R translations.) It thus has a lot in common with our Bayesian Essentials with R, meaning that I am not the most appropriate or least unbiased reviewer for this book. Continue reading