I recently received an email about forecasting and rules of thumb. "Dans la profession [...] se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision [Read more...]

I few years ago, while I was working on kernel based density estimation on compact support distribution (like copulas) I went through a series of papers on circular distributions. By that time, I thought it was something for mathematicians working ... [Read more...]

No need to do politics. Just take a statistical course. And I do not talk about misinterpretation of statistics, but I talk about the mathematical foundations of statistical tests. Consider the following parametric test, with a one-dimensional para... [Read more...]

It is common to look at best time at the Marathon. Or perhaps the distribution of the top100, as done by John Myles White on his blog here (data can be found there), as the graph below, with the density of the time for the first 100 men (in blue) a... [Read more...]

A standard idea in extreme value theory (see e.g. here, in French unfortunately) is that to estimate the 99.5% quantile (say), we just need to estimate a quantile of level 95% for observations exceeding the 90% quantile. In extreme value theory,... [Read more...]

Recently on his blog (here), Robin mentioned an amazing book, called "A Million Random Digits" published by RAND corporation. The book was initially published in 1955, but RAND published a nice (and expensive) second edition. A great thing is that ... [Read more...]

Today, at lunch, Matthieu told us a nice story (or call it a paradox if you like) about the probability to find you seat empty when you get in a place.  a plane full of nuns Assume that you are in the line to get in the airplane, you are ... [Read more...]

Friday in the course of statistics, we started the section on confidence interval, and like always, I got a bit confused with the degrees of freedom of the Student (should it be or ?) and which empirical variance (should we consider the one wher... [Read more...]

Valentine's day is a nice opportunity to post on hot and sexy topics... Well, it's also an important day that I should not miss, probably as much as Saint Patrick's my wife's birthday. And as I mentioned last week (here), it is difficult to get the... [Read more...]

Following my post on citations in academic journals, I wanted to go one step further in the understanding of the dynamic of citations. So here, the dataset looks like that: for each article, we have the name of the journal, the year of publicatio... [Read more...]

We have seen yesterday that finding an optimal strategy to publish is not that simple. And actually, it can be even more difficult in the case the journal rejects the paper (not because it is not correct, but because "it does not fit" with the stan... [Read more...]

I am always surprised to see many people on Twitter tweeting about #opendata, e.g. @data4all, @usdatagov, @datapublicatwit, @ProPublica or @open3 among so many others... Initially, I was also very enthousiastic, but I have to admit that open data a... [Read more...]

Last week, during the workshop on Statistical Methods for Meteorology and Climate Change (here), I discovered how powerful bayesian techniques could be, and that there were more and more bayesian statisticians. So, if I was to fully understand app... [Read more...]

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