Showing posts with label Statistic Perpective. Show all posts
Showing posts with label Statistic Perpective. Show all posts

Tuesday, October 20, 2009

STATISTICS: REFLECTIONS ON THE PAST AND VISIONS FOR THE FUTURE

STATISTICS: REFLECTIONS ON THE PAST AND VISIONS FOR THE FUTURE
Author: C. Radhakrishna Rao a
Affiliation:
a Pennsylvania State University, PA, U.S.A.
DOI: 10.1081/STA-100107683
Publication Frequency: 20 issues per year
Published in: Communications in Statistics - Theory and Methods, Volume 30, Issue 11 November 2001 , pages 2235 - 2257
Formats available: HTML (English) : PDF (English)

Thursday, September 3, 2009

A statistical perspective on ill-posed inverse problems

A statistical perspective on ill-posed inverse problems
F O'Sullivan - Statistical Science, 1986 - jstor.org
Page 1. Statistical Science 1986, Vol. 1, No. 4, 502-527 A Statistical Perspectiveon Ill-posed Inverse Problems Finbarr O'Sullivan Abstract. ...

Thursday, June 4, 2009

Biometrika Centenary: Nonparametrics

Author(s): Peter Hall
Source: Biometrika, Vol. 88, No. 1 (Mar., 2001), pp. 143-165
Published by: Biometrika
TrustStable URL: http://www.jstor.org/stable/2673677
Peter Hall has reviewed the contribution of Biometricka to the development in the Nonparametircs literature.

Tuesday, May 26, 2009

An interesting corelation question

Today, I was confronted by an interesting macroeconomic question, which turns out to be a statistical question. The setup of the question is as follows: say x, and z are procyclical for y (output), that is, cov(x,y)>0 and cov(z,y)>0. Is it possible that cov(x,z)<0? If it is, find out the conditions for this to hold. Note that the covariance operator only captures the linear relationship while the nonlinear relationship is here to paly a role to make x and z negatively related. The solution would simplify once we assume that y is a symmetrically distributed random variable with mean zero. Also, the relationship between x and y and that between z and y are charactorized by x=f(y), z=g(y), respectively. Assuming f() and g() having zero derivatives for order higher than 2 will easily give the following condition for cov(x,z)<0 to hold:
00 and g'>0.
That is, the curvature of f and g must be different, with one being convex and the other being concave. Other than this, we need have abs(f ''(0)g''(0)) very large or y with high kurtosis for the condition to hold.

Monday, April 6, 2009