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bio website location Davis, CA age 24 member for 3 years, 3 months seen 8 hours ago profile views 227

Biostatistician at OptumRX and Ph.D student in Biostatistics at UC Davis. Interested in Bayesian statistics, high performance computer, and MCMC.

Known Languages: C, Python, R, SAS, SQL
Operating Environments: Debian, Mac OS X, Windows (begrudgingly!)
Statistical: Computational statistics, Bayesian statistics, clinical trials, insurance and fraud
Interests: R, statistics education, biostatistics, Android, NoSQL vs. RDBMS arguments, functional programming
Religious Affiliations: Bayesian statistics, vi

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 Mar22 comment Monte Carlo experiment to estimate coverage probability A quick note related to your question about coverage probability: We have some unknown quantity that we cannot observe, in this case, the mean. We can construct a confidence interval, which gives us a rough idea of where the true value of the parameter is. Depending on what points we sample from in our population, we will get different confidence intervals. Coverage probability is the proportion of those intervals that contain the true value of the parameter. See Wikipedia: en.wikipedia.org/wiki/Coverage_probability Mar16 comment Gaussian kernel estimator as Nadaraya-Watson estimator? Ah, of course! Thank you. Mar15 comment Gaussian kernel estimator as Nadaraya-Watson estimator? Could you explain why it is not $\int \frac{y f(y,x)}{f(x)} dy$ ? How did the denominator of the conditional probability get pulled out of the integral? Mar14 comment Most powerful GoF test for normality I used my university's VPN to read the article. Towards the end of the article are a list of power calculations under various conditions for quite a few GoF tests when the underlying distribution is one of maybe 30 non-normal distributions. That answered the question pretty well, showing when SW does better than AD. Mar14 comment Most powerful GoF test for normality @Onestop: Romão, Delgado & Costa 2010 was exactly what I was looking for. I suppose I wasn't clear that I wasn't looking for a rigorous mathematical explanation of when SW was better than AD, but some conditions for when one out-preformed the other. If you submit your response as an answer, I can accept it. Mar12 comment Most powerful GoF test for normality @charles: NP would work if I could specify the distribution exactly, ie: $H_0: X_i \sim \mathcal{N}(0,1)$ and $H_A: X_i \sim \mathcal{P}(3)$. I was hoping for something that tested $H_0: X_i \sim \mathcal{N}(\mu, \sigma^2)$ against $H_A: X_i \nsim \mathcal{N}(\mu, \sigma^2)$. Mar11 asked Most powerful GoF test for normality Mar11 answered McNemar's test implementation in Java Mar4 comment What statistical technique would be appropriate for optimising the weights? To be honest, this may be something more appropriate for StackOverflow. Mar3 accepted How to search for a statistical procedure in R? Feb24 comment How to search for a statistical procedure in R? +1: That's a really useful SO thread there. Pretty much reduces my question to a repost :P. Feb24 asked How to search for a statistical procedure in R? Feb13 answered Book on designing clinical trials in oncology Feb13 comment Rigorous definition of an outlier? Not all outliers are generated from an experiment, however. I worked with a large dataset that involved the collection of real-estate information in a region (sale price, number of bedrooms, square footage, etc), and every now and then, there would be data entry mistakes and I'd have a 400,000 bedroom house go for 4 dollars, or something nonsensical like that. I would think that part of the goal of determining an outlier is to see whether it's possible to be generated from the data, or if it was just an entry error. Feb10 awarded Citizen Patrol Jan29 accepted How do I know which method of parameter estimation to choose? Jan29 comment How do I know which method of parameter estimation to choose? Onestop: This is certainly the spirit of the question I was aiming for. And thank you for the clarification between criteria of evaluating estimators and methods for deriving them! Jan28 asked How do I know which method of parameter estimation to choose? Jan25 revised Mathematician wants the equivalent knowledge to a quality stats degree added 12 characters in body; added 1 characters in body Jan25 answered Mathematician wants the equivalent knowledge to a quality stats degree