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gregorygundersen.com | ||
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austinrochford.com
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| | | | | While preparing the first in an upcoming series of posts on multi-armed bandits, I realized that a post diving deep on a simple Monte Carlo estimate of $\pi$ would be a useful companion, so here it is | |
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nelari.us
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| | | | | In inverse transform sampling, the inverse cumulative distribution function is used to generate random numbers in a given distribution. But why does this work? And how can you use it to generate random numbers in a given distribution by drawing random numbers from any arbitrary distribution? | |
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statisticaloddsandends.wordpress.com
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| | | | | In this previous post, we defined Value at Risk (VaR): given a time horizon $latex T$ and a level $latex \alpha$, the VaR of an investment at level $latex \alpha$ over time horizon $latex T$ is a number or percentage X such that Over the time horizon $latex T$, the probability that the loss on... | |
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jaydaigle.net
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| | | This is the second-part of a three-part series on hypothesis testing. Today we'll look at the way we do hypothesis testing in practice, and how it tends to fail. Modern researchers use hypothesis testing as a tool to develop knowledge, but it's really a tool for making decisions, and so it encourages us to draw strong conclusions from weak evidence. It also encourages us to view studies that don't reject the null hypothesis as failures, which leads even honest and dedicated researchers to do shoddy resea... | ||
