## an elegant result on exponential spacings

Posted in Statistics with tags , , , , , , , , , , , , , on April 19, 2017 by xi'an

A question on X validated I spotted in the train back from Lyon got me desperately seeking a reference in Devroye’s Generation Bible despite the abyssal wireless and a group of screeching urchins a few seats away from me… The question is about why

$\sum_{i=1}^{n}(Y_i - Y_{(1)}) \sim \text{Gamma}(n-1, 1)$

when the Y’s are standard exponentials. Since this reminded me immediately of exponential spacings, thanks to our Devroye fan-club reading group in Warwick,  I tried to download Devroye’s Chapter V and managed after a few aborts (and a significant increase in decibels from the family corner). The result by Sukhatme (1937) is in plain sight as Theorem 2.3 and is quite elegant as it relies on the fact that

$\sum_{i=1}^n y_i=\sum_{j=1}^n (n-j+1)(y_{(j)}-y_{(j-1)})=\sum_{j=2}^n (y_{(j)}-y_{(1)})$

hence sums up as a mere linear change of variables! (Pandurang Vasudeo Sukhatme (1911–1997) was an Indian statistician who worked on human nutrition and got the Guy Medal of the RSS in 1963.)

## beyond objectivity, subjectivity, and other ‘bjectivities

Posted in Statistics with tags , , , , , , , , , , , , , on April 12, 2017 by xi'an

Here is my discussion of Gelman and Hennig at the Royal Statistical Society, which I am about to deliver!

Posted in Books, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , on April 5, 2017 by xi'an

Andrew Gelman and Christian Hennig will give a Read Paper presentation next Wednesday, April 12, 5pm, at the Royal Statistical Society, London, on their paper “Beyond subjective and objective in statistics“. Which I hope to attend and else to write a discussion. Since the discussion (to published in Series A) is open to everyone, I strongly encourage ‘Og’s readers to take a look at the paper and the “radical” views therein to hopefully contribute to this discussion. Either as a written discussion or as comments on this very post.

## a somewhat hasty announcement

Posted in Books, Statistics, University life with tags , , , , , on March 13, 2017 by xi'an

When I received the above RSS newsletter on Thursday, I was a bit shocked as I had not planned to make the existence of the Series B’log known to the entire Society. Even though it was already visible and with unrestricted access. The reason being that experimenting with authors and editors was easier without additional email and password exchanges…

Anyway, now that we have jumped that Rubicon, I would more than welcome comments and suggestions to make the blog structure more efficient and readable. I am still confused as to how the front page should look like, because I want to keep the hierarchy of the Journal, i.e., volume/issue/paper, reflected in this structure, rather than piling up comments and authors’ summaries in an haphazard manner. I have started to tag entries by the volume/issue tag, in order to keep some of this hierarchy respected but I would like to also provide all entries related to a given paper without getting into much extra-work. Given that I already have to process most entries through latex2wp in the best scenario.

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , on March 10, 2017 by xi'an

## the end of Series B!

Posted in Books, pictures, Statistics, University life with tags , , , , on May 25, 2016 by xi'an

I received this news from the RSS today that all the RSS journals are turning 100% electronic. No paper version any longer! I deeply regret this move on which, as an RSS member, I would have appreciated to be consulted as I find much easier to browse through the current issue when it arrives in my mailbox, rather than being t best reminded by an email that I will most likely ignore and erase. And as I consider the production of the journals the prime goal of the Royal Statistical Society. And as I read that only 25% of the members had opted so far for the electronic format, which does not sound to me like a majority. In addition, moving to electronic-only journals does not bring the perks one would expect from electronic journals:

• no bonuses like supplementary material, code, open or edited comments
• no reduction in the subscription rate of the journals and penalty fees if one still wants a paper version, which amounts to a massive increase in the subscription price
• no disengagement from the commercial publisher, whose role become even less relevant
• no access to the issues of the years one has paid for, once one stops subscribing.

“The benefits of electronic publishing include: faster publishing speeds; increased content; instant access from a range of electronic devices; additional functionality; and of course, environmental sustainability.”

The move is sold with typical marketing noise. But I do not buy it: publishing speeds will remain the same as driven by the reviewing part, I do not see where the contents are increased, and I cannot seriously read a journal article from my phone, so this range of electronic devices remains a gadget. Not happy!

## RSS statistical analytics challenge 2014

Posted in Kids, R, Statistics, University life, Wines with tags , , , , on May 2, 2014 by xi'an

Great news! The RSS is setting a data analysis challenge this year, sponsored by the Young Statisticians Section and Research Section of the Royal Statistical Society: Details are available on the wordpress website of the Challenge. Registration is open and the Challenge goes live on Tuesday 6 May 2014 for an exciting 6 weeks competition. (A wee bit of an unfortunate timing for those of us considering submitting a paper to NIPS!) Truly terrific, I have been looking for this kind of event to happen for many years (without finding the momentum to set it rolling…)  and hope it will generate a lot of exciting activity and replicas in other societies.