e know the real distribution of the F statistic in linear models — it is a non-central F distribution. Under H0, we have a central F distribution. Given 1 – α, we can compute the probability of (correctly) rejecting H0. I created a simple demo to illustrate how the power changes as other parameters ... [Read more...]

mber Watkins gave me a suggestion on the animation for the ratio estimation, and I think this is a good topic for my animation package. I’ve finished writing the initial version of the function sample.ratio() for this package, which will appear in the version 1.1-2 a couple of ... [Read more...]

Here are some (trivial) R tips in the course Stat 511. I’ll update this post till the semester is over. Formatting R Code Reading code is pain, but the well-formatted code might alleviate the pain a little bit. The function tidy.source() in the animation package can help us format ... [Read more...]

oin-flipping is a rather old topic in probability theory, so most of us think we know very well about it, however, the other day I saw a question about this old topic (in David Smith’s REvolution?) which was beyond me expectation: how many times do we need to flip ... [Read more...]