Ben Chuanlong Du's Blog

It is never too late to learn.

Model Fitting in ANOVA Analysis

Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!

Contrast

  1. Usually it does not matter what contrast(s) you use for factors in linear model problems[^20], so you can choose appropriate contrast(s) so that your problem is most …

Ensemble Machine Learning Models

The prediction error is a trade-off of bias and variance. In statistics, we often talk about unbiased estimators (especially in linear regression). In this case we restrict the estimators/predictors to be in a (small) class, and find the optimal solution in this class (called BLUE or BLUP).

Generally speaking …

Statistics

Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!

  1. in real problems, the true value of (some quantity) are usually unknow/defined, even if we can collect data about it, e.g., Amazon goods, what is the true cost of …

Bayesian vs Frequentist

Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!

  1. 很多frequentist的inference是基于大样本(近似)理论的,这种情况下样本小的时候Bayesian结论可能会更好。

  2. 某些统计量实在太复杂,(近 …

Make Inference Using Bootstrap

Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!

http://www.stat.umn.edu/geyer/old/5601/examp/tests.html#pv

\(BC_{\alpha}\) confidence interval the way to calculate p-values ...