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11,100
Cognitive Constructivism and the Epistemic Significance of Sharp Statistical Hypotheses in Natural Sciences
stat.OT
This book presents our case in defense of a constructivist epistemological framework and the use of compatible statistical theory and inference tools. The basic metaphor of decision theory is the maximization of a gambler's expected fortune, according to his own subjective utility, prior beliefs an learned experiences....
statistics
11,101
Sweave Documentation for "Implementing Markov chain Monte Carlo: Estimating with confidence"
stat.OT
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 & Hall/CRC Press.
statistics
11,102
Hotelling's test for highly correlated data
stat.OT
This paper is motivated by the analysis of gene expression sets, especially by finding differentially expressed gene sets between two phenotypes. Gene $\log_2$ expression levels are highly correlated and, very likely, have approximately normal distribution. Therefore, it seems reasonable to use two-sample Hotelling's t...
statistics
11,103
The two sample problem: Exact distributions, numerical solutions, simulations
stat.OT
The work presented in this article suggests a solution to the two sample problem. Keywords: Two sample problem, Welch-Aspin solution, Fisher-Behrens problem, nuisance parameter, similarity, the Linnik phenomenon.
statistics
11,104
Development and Initial Validation of a Scale to Measure Instructors' Attitudes toward Concept-Based Teaching of Introductory Statistics in the Health and Behavioral Sciences
stat.OT
Despite more than a decade of reform efforts, students continue to experience difficulty understanding and applying statistical concepts. The predominant focus of reform has been on content, pedagogy, technology and assessment, with little attention to instructor characteristics. However, there is strong theoretical an...
statistics
11,105
$L_p$-nested symmetric distributions
stat.OT
Tractable generalizations of the Gaussian distribution play an important role for the analysis of high-dimensional data. One very general super-class of Normal distributions is the class of $\nu$-spherical distributions whose random variables can be represented as the product $\x = r\cdot \u$ of a uniformly distributio...
statistics
11,106
Extreme shock models: an alternative perspective
stat.OT
Extreme shock models have been introduced in Gut and H\"usler (1999) to study systems that at random times are subject to shock of random magnitude. These systems break down when some shock overcomes a given resistance level. In this paper we propose an alternative approach to extreme shock models using reinforced urn ...
statistics
11,107
Tests of Non-Equivalence among Absolutely Nonsingular Tensors through Geometric Invariants
stat.OT
4x4x3 absolutely nonsingular tensors are characterized by their determinant polynomial. Non-quivalence among absolutely nonsingular tensors with respect to a class of linear transformations, which do not chage the tensor rank,is studied. It is shown theoretically that affine geometric invariants of the constant surface...
statistics
11,108
A brief history of the Fail Safe Number in Applied Research
stat.OT
Rosenthal's (1979) Fail-Safe-Number (FSN) is probably one of the best known statistics in the context of meta-analysis aimed to estimate the number of unpublished studies in meta-analyses required to bring the meta-analytic mean effect size down to a statistically insignificant level. Already before Scargle's (2000) an...
statistics
11,109
A Conversation with James Hannan
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Jim Hannan is a professor who has lived an interesting life and one whose fundamental research in repeated games was not fully appreciated until late in his career. During his service as a meteorologist in the Army in World War II, Jim played poker and made weather forecasts. It is curious that his later research inclu...
statistics
11,110
A Conversation with Martin Bradbury Wilk
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Martin Bradbury Wilk was born on December 18, 1922, in Montr\'{e}al, Qu\'{e}bec, Canada. He completed a B.Eng. degree in Chemical Engineering in 1945 at McGill University and worked as a Research Engineer on the Atomic Energy Project for the National Research Council of Canada from 1945 to 1950. He then went to Iowa St...
statistics
11,111
Degrees of Equivalence in a Key Comparison
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In an interlaboratory key comparison, a data analysis procedure for this comparison was proposed and recommended by CIPM [1, 2, 3], therein the degrees of equivalence of measurement standards of the laboratories participated in the comparison and the ones between each two laboratories were introduced but a correspondin...
statistics
11,112
Squaring the Circle and Cubing the Sphere: Circular and Spherical Copulas
stat.OT
Do there exist circular and spherical copulas in $R^d$? That is, do there exist circularly symmetric distributions on the unit disk in $R^2$ and spherically symmetric distributions on the unit ball in $R^d$, $d\ge3$, whose one-dimensional marginal distributions are uniform? The answer is yes for $d=2$ and 3, where the ...
statistics
11,113
A Conversation with George G. Roussas
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George G. Roussas was born in the city of Marmara in central Greece, on June 29, 1933. He received a B.A. with high honors in Mathematics from the University of Athens in 1956, and a Ph.D. in Statistics from the University of California, Berkeley, in 1964. In 1964--1966, he served as Assistant Professor of Mathematics ...
statistics
11,114
Baby Morse Theory in Data Analysis
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A methodology is proposed for inferring the topology underlying point cloud data. The approach employs basic elements of Morse Theory, and is capable of producing not only a point estimate of various topological quantities (e.g., genus), but it can also assess their sampling uncertainty in a probabilistic fashion. Seve...
statistics
11,115
A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix
stat.OT
Our article considers a regression model with observed factors. The observed factors have a flexible stochastic volatility structure that has separate dynamics for the volatilities and the correlation matrix. The correlation matrix of the factors is time-varying and its evolution is described by an inverse Wishart proc...
statistics
11,116
Some notes on biasedness and unbiasedness of two-sample Kolmogorov-Smirnov test
stat.OT
This paper deals with two-sample Kolmogorov-Smirnov test and its biasedness. This test is not unbiased in general in case of different sample sizes. We found out most biased distribution for some values of significance level $\alpha$. Moreover we discovered that there exists number of observation and significance level...
statistics
11,117
Revealing Sub-Optimality Conditions of Strategic Decisions
stat.OT
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 before reaching the glob...
statistics
11,118
Which are the best cities for psychology research worldwide? A map visualizing city ratios of observed and expected numbers of highly-cited papers
stat.OT
We present scientometric results about world-wide centers of excellence in psychology. Based on Web of Science data, domain-specific excellence can be identified for cities where highly cited papers are published. Data refer to all psychology articles published in 2007 which are documented in the Social Science Citatio...
statistics
11,119
Removing Gaussian Noise by Optimization of Weights in Non-Local Means
stat.OT
A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the similarity of local patches. But in contrast to the non-local means filter, ins...
statistics
11,120
Modern Portfolio Theory using SAS\textregistered OR
stat.OT
Investment approaches in financial instruments have been varied and often produce unpredictable results. Many investors in the earlier days of investment banking suffered catastrophical losses due to poor strategy and lack of understanding of the financial market. With the development of investment banking, many innova...
statistics
11,121
It is Time to Stop Teaching Frequentism to Non-statisticians
stat.OT
We should cease teaching frequentist statistics to undergraduates and switch to Bayes. Doing so will reduce the amount of confusion and over-certainty rife among users of statistics.
statistics
11,122
A Concise Resolution to the Two Envelope Paradox
stat.OT
In this paper, I will demonstrate a new perspective on the Two Envelope Problem. I hope to show with convincing clarity how the paradox results from an inherent problem pertaining to the interpretation of Bayesian probability. Specifically, a subjective probability that is inconsistent with reality can mislead reasonin...
statistics
11,123
A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by Using Taylor Expansion
stat.OT
A long memory process has self-similarity or scale-invariant properties in low frequencies. We prove that the log of the scale-dependent wavelet variance for a long memory process is asymptotically proportional to scales by using the Taylor expansion of wavelet variances.
statistics
11,124
A divergence formula for regularization methods with an L2 constraint
stat.OT
We derive a divergence formula for a group of regularization methods with an L2 constraint. The formula is useful for regularization parameter selection, because it provides an unbiased estimate for the number of degrees of freedom. We begin with deriving the formula for smoothing splines and then extend it to other se...
statistics
11,125
Sparse solution of overdetermined linear systems when the columns of $A$ are orthogonal
stat.OT
In this paper, we consider the problem of obtaining the best $k$-sparse solution of $Ax=y$ subject to the constraint that the columns of $A$ are orthogonal. The naive approach for obtaining a solution to this problem has exponential complexity and there exist $l_1$ regularization methods such as Lasso to obtain approxi...
statistics
11,126
On individual neutrality and collective decision making
stat.OT
We derive a simple mathematical "theory" to show that two decision-making entities can work better together only if at least one of them is occasionally willing to stay neutral. This provides a mathematical "justification" for an age-old cliche among marriage counselors.
statistics
11,127
A Fast Non-Gaussian Bayesian Matching Pursuit Method for Sparse Reconstruction
stat.OT
A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It is agnostic on signal statistics and utilizes a priori statistics of additive no...
statistics
11,128
Demmartingales and the functionnal Hill process for small parameters
stat.OT
Association of random variables and Demimartingales are recent fields for handling asymptotic behaviors of sums of dependent random variables. We apply their techniques to establish the asymptotic law of a demimartingale We next apply the results to find the asymptotic behavior the functional Hill process for small p...
statistics
11,129
Experimental design for Partially Observed Markov Decision Processes
stat.OT
This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision processes, especially dynamic programming, are introduced and then used in an algor...
statistics
11,130
Benford's law: A theoretical explanation for base 2
stat.OT
In this paper, we present a possible theoretical explanation for benford's law. We develop a recursive relation between the probabilities, using simple intuitive ideas. We first use numerical solutions of this recursion and verify that the solutions converge to the benford's law. Finally we solve the recursion analytic...
statistics
11,131
A paradox on the spectral representation of stationary random processes
stat.OT
In this note our aim is to show a paradox in the spectral representation of stationary random processes.
statistics
11,132
Perceptive Statistical Variability Indicators
stat.OT
The concepts of variability and uncertainty, both epistemic and alleatory, came from experience and coexist with different connotations. Therefore this article attempts to express their relation by analytic means firstly setting sights on their differences and then on their common characteristics. Inspired with the def...
statistics
11,133
Review of: Mixed Effects Models and Extensions in Ecology with R
stat.OT
This is a review of the book "Mixed Effects Models and Extensions in Ecology with R" by Zuur, Ieno, Walker, Saveliev and Smith (2009, Springer). I was asked to review this book for The American Statistician in 2010. After I wrote the review, the invitation was revoked. This is the review.
statistics
11,134
On the asymptotics of Ajtai-Komlós-Tusnády statistics
stat.OT
In our days there is a widespread analysis of Wasserstein distances between theoretical and empirical measures. One of the first investigation of the topic is given in the paper written by Ajtai, Koml\'os and Tusn\'ady in $1984.$ Interestingly, all the neighboring questions posed by that paper were settled already wi...
statistics
11,135
I hear, I forget. I do, I understand: a modified Moore-method mathematical statistics course
stat.OT
Moore introduced a method for graduate mathematics instruction that consisted primarily of individual student work on challenging proofs (Jones, 1977). Cohen (1982) described an adaptation with less explicit competition suitable for undergraduate students at a liberal arts college. This paper details an adaptation of t...
statistics
11,136
A Conversation with Stephen E. Fienberg
stat.OT
The following conversation is based in part on a transcript of a 2009 interview funded by Pfizer Global Research-Connecticut, the American Statistical Association and the Department of Statistics at the University of Connecticut-Storrs as part of the "Conversations with Distinguished Statisticians in Memory of Professo...
statistics
11,137
On Renyi entropy convergence of the max domain of attraction
stat.OT
In this paper, we prove that the Renyi entropy of linearly normalized partial maxima of independent and identically distributed random variables is convergent to the corresponding limit Renyi entropy when the linearly normalized partial maxima converges to some nondegenerate random variable.
statistics
11,138
Null hypothesis significance tests: A mix-up of two different theories, the basis for widespread confusion and numerous misinterpretations
stat.OT
Null hypothesis statistical significance tests (NHST) are widely used in quantitative research in the empirical sciences including scientometrics. Nevertheless, since their introduction nearly a century ago significance tests have been controversial. Many researchers are not aware of the numerous criticisms raised agai...
statistics
11,139
R Markdown: Integrating A Reproducible Analysis Tool into Introductory Statistics
stat.OT
Nolan and Temple Lang argue that "the ability to express statistical computations is an essential skill." A key related capacity is the ability to conduct and present data analysis in a way that another person can understand and replicate. The copy-and-paste workflow that is an artifact of antiquated user-interface des...
statistics
11,140
A method for comparing chess openings
stat.OT
A quantitative method is described for comparing chess openings. Test openings and baseline openings are run through chess engines under controlled conditions and compared to evaluate the effectiveness of the test openings. The results are intuitively appealing and in some cases they agree with expert opinion. The spec...
statistics
11,141
Claude Bouchu, intendant de Bourgogne au 17ème siècle, a-t-il inventé le mot "statistique"
stat.OT
The objective of this paper is to examine the assertion that the word "statistics" would have been used for the first time in the 17th century, in a report written by Claude Bouchu, administrator of Bourgogne. A historical and bibliographical analysis is carried out to judge the credibility of this thesis. The physical...
statistics
11,142
A Conversation with Donald B. Rubin
stat.OT
Donald Bruce Rubin is John L. Loeb Professor of Statistics at Harvard University. He has made fundamental contributions to statistical methods for missing data, causal inference, survey sampling, Bayesian inference, computing and applications to a wide range of disciplines, including psychology, education, policy, law,...
statistics
11,143
Validating Sample Average Approximation Solutions with Negatively Dependent Batches
stat.OT
Sample-average approximations (SAA) are a practical means of finding approximate solutions of stochastic programming problems involving an extremely large (or infinite) number of scenarios. SAA can also be used to find estimates of a lower bound on the optimal objective value of the true problem which, when coupled wit...
statistics
11,144
Conditional quantile estimation through optimal quantization
stat.OT
In this paper, we use quantization to construct a nonparametric estimator of conditional quantiles of a scalar response $Y$ given a d-dimensional vector of covariates $X$. First we focus on the population level and show how optimal quantization of $X$, which consists in discretizing $X$ by projecting it on an appropria...
statistics
11,145
The Sociotype, a New Conceptual Construct on Human Social Networks: Application in Mental Health and Quality of Life
stat.OT
The present work discusses the pertinence of a 'sociotype' construct, both theoretically and empirically oriented. The term, based on the conceptual chain genotype-phenotype-sociotype, suggests an evolutionary preference in the human species for some determined averages of social relationships. This core pattern or 'so...
statistics
11,146
Generalized probabilities in statistical theories
stat.OT
In this review article we present different formal frameworks for the description of generalized probabilities in statistical theories. We discuss the particular cases of probabilities appearing in classical and quantum mechanics, possible generalizations of the approaches of A. N. Kolmogorov and R. T. Cox to non-commu...
statistics
11,147
Using Google Scholar to predict self citation: A case study in Health Economics
stat.OT
Metrics designed to quantify the influence of academics are increasingly used and easily estimable, and perhaps the most popular is the h index. Metrics such as this are however potentially impacted through excessive self citation. This work explores the issue using a group of researchers working in a well defined sub ...
statistics
11,148
A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA
stat.OT
Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencing. In particular, it is important to test if a process is exhibiting long memory since that impacts the accuracy and confidence with which o...
statistics
11,149
The Final Solutions of Monty Hall Problem and Three Prisoners Problem
stat.OT
Recently we proposed the linguistic interpretation of quantum mechanics (called quantum and classical measurement theory, or quantum language), which was characterized as a kind of metaphysical and linguistic turn of the Copenhagen interpretation. This turn from physics to language does not only extend quantum theory t...
statistics
11,150
Revealing the Beauty behind the Sleeping Beauty Problem
stat.OT
A large number of essays address the Sleeping Beauty problem, which undermines the validity of Bayesian inference and Bas Van Fraassen's 'Reflection Principle'. In this study a straightforward analysis of the problem based on probability theory is presented. The key difference from previous works is that apart from the...
statistics
11,151
Tree Oriented Data Analysis
stat.OT
Complex data objects arise in many areas of modern science including evolutionary biology, nueroscience, dynamics of gene expression and medical imaging. Object oriented data analysis (OODA) is the statistical analysis of datasets of complex objects. Data analysis of tree data objects is an exciting research area with ...
statistics
11,152
Using Board Games and Mathematica to Teach the Fundamentals of Finite Stationary Markov Chains
stat.OT
Markov chains are an important example for a course on stochastic processes because simple board games can be used to illustrate the fundamental concepts. For example, a looping board game (like Monopoly) consists of all recurrent states, and a game where players win by reaching a final square (like Chutes and Ladders)...
statistics
11,153
Data Science in Statistics Curricula: Preparing Students to "Think with Data"
stat.OT
A growing number of students are completing undergraduate degrees in statistics and entering the workforce as data analysts. In these positions, they are expected to understand how to utilize databases and other data warehouses, scrape data from Internet sources, program solutions to complex problems in multiple langua...
statistics
11,154
A Conversation with Howell Tong
stat.OT
The following conversation is partly based on an interview that took place in the Hong Kong University of Science and Technology in July 2013.
statistics
11,155
Precinct Size Matters - The Large Precinct Bias in US Presidential Elections
stat.OT
Examination of precinct level data in US presidential elections reveals a correlation of large precincts and increased fraction of Republican votes. The large precinct bias is analyzed with respect to voter heterogeneity and voter inconvenience as precinct size increases. The analysis shows that voter inconvenience is ...
statistics
11,156
Quantile of a Mixture
stat.OT
In this note, we give an explicit expression for the quantile of a mixture of two random variables. We carefully examine all possible cases of discrete and continuous variables with possibly unbounded support. The result is useful for finding bounds on the Value-at-Risk of risky portfolios when only partial information...
statistics
11,157
Generalized Labeled Multi-Bernoulli Approximation of Multi-Object Densities
stat.OT
In multi-object inference, the multi-object probability density captures the uncertainty in the number and the states of the objects as well as the statistical dependence between the objects. Exact computation of the multi-object density is generally intractable and tractable implementations usually require statistical...
statistics
11,158
From Curriculum Guidelines to Learning Objectives: A Survey of Five Statistics Programs
stat.OT
The 2000 ASA Guidelines for Undergraduate Statistics majors aimed to provide guidance to programs with undergraduate degrees in statistics as to the content and skills that statistics majors should be learning. With new guidelines forthcoming, it is important to help programs develop an assessment cycle of evaluation. ...
statistics
11,159
The Compass for Statistical Researchers
stat.OT
We have hiked many miles alongside several professors as we traversed our statistical path -- a regime switching trail which changed direction following a class on the foundations of our discipline. As we play the game of research in that limbo between student and academic, one thing among Prof. Bernardi's teachings ha...
statistics
11,160
Robust Hypothesis Testing with $α$-Divergence
stat.OT
A robust minimax test for two composite hypotheses, which are determined by the neighborhoods of two nominal distributions with respect to a set of distances - called $\alpha-$divergence distances, is proposed. Sion's minimax theorem is adopted to characterize the saddle value condition. Least favorable distributions, ...
statistics
11,161
What are the true clusters?
stat.OT
Constructivist philosophy and Hasok Chang's active scientific realism are used to argue that the idea of "truth" in cluster analysis depends on the context and the clustering aims. Different characteristics of clusterings are required in different situations. Researchers should be explicit about on what requirements an...
statistics
11,162
Teaching and Learning Data Visualization: Ideas and Assignments
stat.OT
This article discusses how to make statistical graphics a more prominent element of the undergraduate statistics curricula. The focus is on several different types of assignments that exemplify how to incorporate graphics into a course in a pedagogically meaningful way. These assignments include having students deconst...
statistics
11,163
Replication, Communication, and the Population Dynamics of Scientific Discovery
stat.OT
Many published research results are false, and controversy continues over the roles of replication and publication policy in improving the reliability of research. Addressing these problems is frustrated by the lack of a formal framework that jointly represents hypothesis formation, replication, publication bias, and v...
statistics
11,164
Exponentiated Extended Weibull-Power Series Class of Distributions
stat.OT
In this paper, we introduce a new class of distributions by compounding the exponentiated extended Weibull family and power series family. This distribution contains several lifetime models such as the complementary extended Weibull-power series, generalized exponential-power series, generalized linear failure rate-pow...
statistics
11,165
Failure and Uses of Jaynes' Principle of Transformation Groups
stat.OT
Bertand's paradox is a fundamental problem in probability that casts doubt on the applicability of the indifference principle by showing that it may yield contradictory results, depending on the meaning assigned to "randomness". Jaynes claimed that symmetry requirements (the principle of transformation groups) solve th...
statistics
11,166
Le Her and Other Problems in Probability Discussed by Bernoulli, Montmort and Waldegrave
stat.OT
Part V of the second edition of Pierre R\'{e}mond de Montmort's Essay d'analyse sur les jeux de hazard published in 1713 contains correspondence on probability problems between Montmort and Nicolaus Bernoulli. This correspondence begins in 1710. The last published letter, dated November 15, 1713, is from Montmort to Ni...
statistics
11,167
A Conversation with Nancy Flournoy
stat.OT
Nancy Flournoy was born in Long Beach, California, on May 4, 1947. After graduating from Polytechnic School in Pasadena in 1965, she earned a B.S. (1969) and M.S. (1971) in biostatistics from UCLA. Between her bachelors and masters degrees, she worked as a Statistician I for Regional Medical Programs at UCLA. After rec...
statistics
11,168
A Conversation with Richard A. Olshen
stat.OT
Richard Olshen was born in Portland, Oregon, on May 17, 1942. Richard spent his early years in Chevy Chase, Maryland, but has lived most of his life in California. He received an A.B. in Statistics at the University of California, Berkeley, in 1963, and a Ph.D. in Statistics from Yale University in 1966, writing his di...
statistics
11,169
Propagation of Uncertainty in Risk Analysis and Safety Integrity Level Composition
stat.OT
In many risk analyses the results are only given as mean values and often the input data are also mean values. However the required accuracy of the result is often an interval of values e. g. for the derivation of a Safety Integrity Level (SIL). In this paper we reason what should be the accuracy of the input data of r...
statistics
11,170
The Two-envelope Problem: An Informed Choice
stat.OT
The host of a game presents two indistinguishable envelopes to an agent. One of the envelopes is randomly selected and allocated to the agent. The agent is informed that the monetary content of one of the envelopes is twice that of the other. The dilemma is under which conditions it would be beneficial to switch the al...
statistics
11,171
Visualizing Probabilistic Proof
stat.OT
The author revisits the Blue Bus Problem, a famous thought-experiment in law involving probabilistic proof, and presents simple Bayesian solutions to different versions of the blue bus hypothetical. In addition, the author expresses his solutions in standard and visual formats, i.e. in terms of probabilities and natura...
statistics
11,172
Mere Renovation is Too Little Too Late: We Need to Rethink Our Undergraduate Curriculum from the Ground Up
stat.OT
The last half-dozen years have seen The American Statistician publish well-argued and provocative calls to change our thinking about statistics and how we teach it, among them Brown and Kass (2009), Nolan and Temple-Lang (2010), and Legler et al. (2010). Within this past year, the ASA has issued a new and comprehensive...
statistics
11,173
On locating statistics in the world of finding out
stat.OT
This paper attempts to situate statistics in relation to qualitative research methods and other means of "finding out". It compares and contrasts aspects of qualitative research methods and statistical inquiry and attempts to answer the question of whether and how elements of qualitative research methods should be incl...
statistics
11,174
The Crisis Of Evidence: Why Probability And Statistics Cannot Discover Cause
stat.OT
Probability models are only useful at explaining the uncertainty of what we do not know, and should never be used to say what we already know. Probability and statistical models are useless at discerning cause. Classical statistical procedures, in both their frequentist and Bayesian implementations are, falsely imply t...
statistics
11,175
The XL-mHG Test For Enrichment: A Technical Report
stat.OT
The minimum hypergeometric test (mHG) is a powerful nonparametric hypothesis test to detect enrichment in ranked binary lists. Here, I provide a detailed review of its definition, as well as the algorithms used in its implementation, which enable the efficient computation of an exact p-value. I then introduce a general...
statistics
11,176
A Conversation with Robert C. Elston
stat.OT
Robert C. Elston was born on February 4, 1932, in London, England. He went to Cambridge University to study natural science from 1952-1956 and obtained B.A., M.A. and Diploma in Agriculture (Dip Ag). He came to the US at age 24 to study animal breeding at Cornell University and received his Ph.D. in 1959. From 1959-196...
statistics
11,177
A Conversation with Jerry Friedman
stat.OT
Jerome H. Friedman was born in Yreka, California, USA, on December 29, 1939. He received his high school education at Yreka High School, then spent two years at Chico State College before transferring to the University of California at Berkeley in 1959. He completed an undergraduate degree in physics in 1962 and a Ph.D...
statistics
11,178
A Framework for Infusing Authentic Data Experiences Within Statistics Courses
stat.OT
Working with complex data is one of the important updates to the 2014 ASA Curriculum Guidelines for Undergraduate Programs in Statistical Science. Infusing 'authentic data experiences' within courses allow students opportunities to learn and practice data skills as they prepare a dataset for analysis. While more modest...
statistics
11,179
Combating anti-statistical thinking using simulation-based methods throughout the undergraduate curriculum
stat.OT
The use of simulation-based methods for introducing inference is growing in popularity for the Stat 101 course, due in part to increasing evidence of the methods ability to improve students' statistical thinking. This impact comes from simulation-based methods (a) clearly presenting the overarching logic of inference, ...
statistics
11,180
Studies on properties and estimation problems for modified extension of exponential distribution
stat.OT
The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some characteristics related to reliability studies. For Modified- extension exponential distrib...
statistics
11,181
The Third Way Of Probability & Statistics: Beyond Testing and Estimation To Importance, Relevance, and Skill
stat.OT
There is a third way of implementing probability models and practicing. This is to answer questions put in terms of observables. This eliminates frequentist hypothesis testing and Bayes factors and it also eliminates parameter estimation. The Third Way is the logical probability approach, which is to make statements $\...
statistics
11,182
Explorations in Statistics Research: An Approach to Expose Undergraduates to Authentic Data Analysis
stat.OT
The Explorations in Statistics Research workshop is a one-week NSF-funded summer program that introduces undergraduate students to current research problems in applied statistics. The goal of the workshop is to expose students to exciting, modern applied statistical research and practice, with the ultimate aim of inter...
statistics
11,183
Extended Dynamic Generalized Linear Models: the two-parameter exponential family
stat.OT
We develop a Bayesian framework for estimation and prediction of dynamic models for observations from the two-parameter exponential family. Different link functions are introduced to model both the mean and the precision in the exponential family allowing the introduction of covariates and time series components. We ex...
statistics
11,184
A Conversation with Professor Tadeusz Caliński
stat.OT
Tadeusz Cali\'{n}ski was born in Pozna\'{n}, Poland in 1928. Despite the absence of formal secondary eduction for Poles during the Second World War, he entered the University of Pozna\'{n} in 1948, initially studying agronomy and in later years mathematics. From 1953 to 1988 he taught statistics, biometry and experimen...
statistics
11,185
A Conversation with Alan Gelfand
stat.OT
Alan E. Gelfand was born April 17, 1945, in the Bronx, New York. He attended public grade schools and did his undergraduate work at what was then called City College of New York (CCNY, now CUNY), excelling at mathematics. He then surprised and saddened his mother by going all the way across the country to Stanford to g...
statistics
11,186
A multi-dimensional stream and its signature representation
stat.OT
The signature of a path is an essential object in the theory of rough paths. The signature representation of the data stream can recover standard statistics, e.g. the moments of the data stream. The classification of random walks indicates the advantages of using the signature of a stream as the feature set for machine...
statistics
11,187
From Statistician to Data Scientist
stat.OT
According to a recent report from the European Commission, the world generates every minute 1.7 million of billions of data bytes, the equivalent of 360,000 DVDs, and companies that build their decision-making processes by exploiting these data increase their productivity. The treatment and valorization of massive data...
statistics
11,188
An Outline of the Bayesian Decision Theory
stat.OT
In this paper we give an outline on the Bayesian Decision Theory.
statistics
11,189
J. B. S. Haldane's Contribution to the Bayes Factor Hypothesis Test
stat.OT
This article brings attention to some historical developments that gave rise to the Bayes factor for testing a point null hypothesis against a composite alternative. In line with current thinking, we find that the conceptual innovation - to assign prior mass to a general law - is due to a series of three articles by Do...
statistics
11,190
Impugning Randomness, Convincingly
stat.OT
John organized a state lottery and his wife won the main prize. You may feel that the event of her winning wasn't particularly random, but how would you argue that in a fair court of law? Traditional probability theory does not even have the notion of random events. Algorithmic information theory does, but it is not ap...
statistics
11,191
Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics
stat.OT
Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring the process output meets a specification target. However, the numerical expense...
statistics
11,192
Interactive graphics for functional data analyses
stat.OT
Although there are established graphics that accompany the most common functional data analyses, generating these graphics for each dataset and analysis can be cumbersome and time consuming. Often, the barriers to visualization inhibit useful exploratory data analyses and prevent the development of intuition for a meth...
statistics
11,193
Mandelbrot's 1/f fractional renewal models of 1963-67: The non-ergodic missing link between change points and long range dependence
stat.OT
The problem of 1/f noise has been with us for about a century. Because it is so often framed in Fourier spectral language, the most famous solutions have tended to be the stationary long range dependent (LRD) models such as Mandelbrot's fractional Gaussian noise. In view of the increasing importance to physics of non-e...
statistics
11,194
On point processes in multitarget tracking
stat.OT
The finite-set statistics (FISST) approach to multitarget tracking was introduced in the mid-1990s. Its current extended form dates from 2001. In 2008, an "elementary" alternative to FISST was proposed, based on "finite point processes" rather than RFS's. This was accompanied by single-sensor and multisensor versions o...
statistics
11,195
Dynamic Data in the Statistics Classroom
stat.OT
The call for using real data in the classroom has long meant using datasets which are culled, cleaned, and wrangled prior to any student working with the observations. However, an important part of teaching statistics should include actually retrieving data from the Internet. Nowadays, there are many different sources ...
statistics
11,196
Reduced Perplexity: A simplified perspective on assessing probabilistic forecasts
stat.OT
A simple, intuitive approach to the assessment of probabilistic inferences is introduced. The Shannon information metrics are translated to the probability domain. The translation shows that the negative logarithmic score and the geometric mean are equivalent measures of the accuracy of a probabilistic inference. Thus ...
statistics
11,197
Picking Winners in Daily Fantasy Sports Using Integer Programming
stat.OT
We consider the problem of selecting a portfolio of entries of fixed cardinality for contests with top-heavy payoff structures, i.e. most of the winnings go to the top-ranked entries. This framework is general and can be used to model a variety of problems, such as movie studios selecting movies to produce, venture cap...
statistics
11,198
Its All on the Square- The Importance of the Sum of Squares and Making the General Linear Model Simple
stat.OT
Statistics is one of the most valuable of disciplines. Science is based on proof and it alone produces results, other approaches are not, and do not. Statistics is the only acceptable language of proof in science. Yet statistics is difficult to understand for a large percentage of those who will be evaluating and even ...
statistics
11,199
Understanding Convolutional Neural Networks
stat.OT
Convoulutional Neural Networks (CNNs) exhibit extraordinary performance on a variety of machine learning tasks. However, their mathematical properties and behavior are quite poorly understood. There is some work, in the form of a framework, for analyzing the operations that they perform. The goal of this project is to ...
statistics