Archive for basic statistics

p-value graffiti in the lift [jatp]

Posted in Statistics with tags , , , , , , , , on January 3, 2019 by xi'an

hitting a wall

Posted in Books, Kids, R, Statistics, University life with tags , , , , , on July 5, 2018 by xi'an

Once in a while, or a wee bit more frequently (!), it proves impossible to communicate with a contributor of a question on X validated. A recent instance was about simulating from a multivariate kernel density estimate where the kernel terms at x¹,x²,… are Gaussian kernels applied to the inverses of the norms |x-x¹|, |x-x²|,… rather than to the norms as in the usual formulation. The reason for using this type of kernel is unclear, as it certainly does not converge to an estimate of the density of the sample x¹,x²,…  as the sample size grows, since it excludes a neighbourhood of each point in the sample. Since the kernel term tends to a non-zero constant at infinity, the support of the density estimate is restricted to the hypercube [0,1]x…x[0,1], again with unclear motivations. No mention being made of the bandwidth adopted for this kernel. If one takes this exotic density as a given, the question is rather straightforward as the support is compact, the density bounded and a vanilla accept-reject can be implemented. As illustrated by the massive number of comments on that entry, it did not work as the contributor adopted a fairly bellicose attitude about suggestions from moderators on that site and could not see the point in our requests for clarification, despite plotting a version of the kernel that had its maximum [and not its minimum] at x¹… After a few attempts, including writing a complete answer, from which the above graph is taken (based on an initial understanding of the support being for (x-x¹), …), I gave up and deleted all my entries.On that question.

A whistle-stop tour of statistics

Posted in Books, pictures, Statistics with tags , , , , on March 9, 2012 by xi'an

In a consequent package I got from CRC Press last month for CHANCE, there was this short book by Brian S. Everitt, A whistle-stop tour of statistics… Nice cover! The book is like an introductory undergraduate statistics course, except that it is much much terser and shorter, using 200 pages in A5 format with plenty of pictures. (It could also have been called a primer or a guidebook.) The table of contents is as follows

Some basics and describing data
Probability
Estimation
Inference
Analysis of variance models
Linear regression models
Logistic regression and the generalized linear model
Survival analysis
Longitudinal data and their analysis
Multivariate data and their analysis

There is nothing fundamentally wrong with the book, except that… I cannot fathom its purpose! Nor its readership. Again, it is way too short and terse to be used in an undergraduate course or for self-study. And it does not bring a new light on those standard topics when compared with most of introductory statistics books, being mostly traditional (even though it briefly mentions Bayesian inference on pp. 88-89). While the book is itself a summary of statistical methodology, it still finds room for a summary of the current notions at the end of each chapter. So I thus remain completely puzzled by the point in publishing A whistle-stop tour of statistics..!