Ben Chuanlong Du's Blog

It is never too late to learn.

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 ...

AR1X Process

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

  1. talk about the ar1x process, and your simulation, GLM might not be as good as OLS for estimating parameters, but be careful about inference, why? you use do inference based on …