Other Statistics
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…
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…
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…
In "Caveats for using statistical significance tests in research assessments,"--Journal of Informetrics 7(1)(2013) 50-62, available at arXiv:1112.2516 -- Schneider (2013) focuses on Opthof & Leydesdorff (2010) as an example of the misuse of…
The present article is the reply to the discussion of our earlier "Not only defended but also applied" (arXiv:1006.5366, to appear in The American Statistician) that arose from our memory of a particularly intemperate anti-Bayesian…
Mean profiles are widely used as indicators of the electricity consumption habits of customers. Currently, in \'Electricit\'e De France (EDF), class load profiles are estimated using point-wise mean function. Unfortunately, it is well known…
Levy copulas are the most general concept to capture jump dependence in multivariate Levy processes. They translate the intuition and many features of the copula concept into a time series setting. A challenge faced by both, distributional…
Life science and statistics have necessarily become essential partners. The need to plan complex, structured experiments, involving elaborated designs, and the need to analyse datasets in the era of systems biology and high throughput…
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,…
We analyze the results of the German Team Handball Bundesliga for ten seasons in a model-free statistical time series approach. We will show that the home advantage is nearly negligible compared to the total sum of goals. Specific interest…
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…
In a wide class of paired comparisons, especially in the sports games, in which all subjects are divided into several groups, the intragroup comparisons are dense and the intergroup comparisons are sparse. Typical examples include the NFL…
Eugenio Regazzini was born on August 12, 1946 in Cremona (Italy), and took his degree in 1969 at the University "L. Bocconi" of Milano. He has held positions at the universities of Torino, Bologna and Milano, and at the University "L.…
There has been a lively debate in many fields, including statistics and related applied fields such as psychology and biomedical research, on possible reforms of the scholarly publishing system. Currently, referees contribute so much to…
The recently proposed fractional scoring scheme is used to attribute publications to percentile rank classes. It is shown that in this way uncertainties and ambiguities in the evaluation of percentile ranks do not occur. Using the…
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…
This note is an extended read of my read of Laplace's book Theorie Analytique des Probabilites, when considered from a Bayesian viewpoint but without historical nor comparative pretentions. A deeper analysis is provided in Dale (1999).
Recently Kim and Kvam (2004) and Singh, Sharma, Kumar (2008) proposed different load-sharing models and developed parametric inference for the these models. However, their parametric estimates are calculated using iterative numerical…
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…
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…