All Models Are Wrong But Some Are Useful

“All Models Are Wrong But Some Are Useful” -George Box

George E.P. Box, Robustness in the strategy of scientific model building, page 202 of Robustness in Statistics, R.L. Launer and G.N. Wilkinson, Editors. 1979.

Generalized Information Measures and Their Applications

Generalized Information Measures
and Their Applications

Inder Jeet Taneja, Ph. D.
Departamento de Matemática
Universidade Federal de Santa Catarina
88.040-900 Florianópolis, SC, Brazil

• Chapter 0: Introduction

• Chapter 1: Shannon's Entropy

• Chapter 2: Information and Divergence Measures


• Chapter 3: Entropy-Type Measures


• Chapter 4: Generalized Information and Divergence Measures


• Chapter 5: M-Dimensional Divergence Measures and Their Generalizations


• Chapter 6: Unified (r,s)-Multivariate Entropies


• Chapter 7: Noiseless Coding and Generalized Information Measures


• Chapter 8: Channel Capacity and Source Coding Theorems


• Chapter 9: Statistical Aspects of Information Measures


• Chapter 10: Bayesian Probability of Error and Generalized Information Measures


• Chapter 11: Fuzzy Sets and Information Measures


• Bibliography


• About this document ...

Book: Forecasting with Exponential Smoothing The State Space Approach

Forecasting with Exponential Smoothing
The State Space Approach,Rob Hyndman, Anne Koehler, Keith Ord and Ralph SnyderSpringer Link

Information Theoretic Research

Information Theory Research Group

at Washington U. St. Louis

Type I or Type II error?

An interesting discussion with how to memorize these two concepts.

Type I error: false alarm

Type II error: failed detection

Type I and Type II Errors

Posted by Ethan Fosse at March 7, 2011 8:29 PM

Another interesting discussion pointed out by Jeromy Anglim

http://stats.stackexchange.com/questions/1610/is-there-a-way-to-remember-the-definitions-of-type-i-and-type-ii-errors

Fuzzy Least Square Estimation

Asymptotic properties of least squares estimation with fuzzy observations

Hae Kyung Kim^{, a,} , Jin Hee Yoon^a and Ying Li^a

Information Sciences
Volume 178, Issue 2, 15 January 2008, Pages 439-451

Maximum Rank Correlation Estimators

1. Robert P. Sherman (1993, Econometrica)
The Limiting Distribution of the Maximum Rank Correlation Estimator

2. Aaron K. Han (1987, Journal of Econometrics)
Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator

3. M. G. Kendall (1938, Biometrika)
A New Measure of Rank Correlation

4. Jason Abrevaya (1999, Economics Letters)
Computation of the maximum rank correlation estimator

5. Songnian Chen(2002, Econometrica)
Rank Estimation of Transformation Models

6. Christopher Cavanagh and Robert P. Sherman (1998, Journal of Econometrics)
Rank estimators for monotonic index models