Posts tagged ‘confidence interval’

[MADS] plug-in estimator

I asked a couple of astronomers if they heard the term plug-in estimator and none of them gave me a positive answer. Continue reading ‘[MADS] plug-in estimator’ »

[ArXiv] 1st week, June 2008

Despite no statistic related discussion, a paper comparing XSPEC and ISIS, spectral analysis open source applications might bring high energy astrophysicists’ interests this week. Continue reading ‘[ArXiv] 1st week, June 2008’ »

Signal Processing and Bootstrap

Astronomers have developed their ways of processing signals almost independent to but sometimes collaboratively with engineers, although the fundamental of signal processing is same: extracting information. Doubtlessly, these two parallel roads of astronomers’ and engineers’ have been pointing opposite directions: one toward the sky and the other to the earth. Nevertheless, without an intensive argument, we could say that somewhat statistics has played the medium of signal processing for both scientists and engineers. This particular issue of IEEE signal processing magazine may shed lights for astronomers interested in signal processing and statistics outside the astronomical society.

IEEE Signal Processing Magazine Jul. 2007 Vol 24 Issue 4: Bootstrap methods in signal processing

This link will show the table of contents and provide links to articles; however, the access to papers requires IEEE Xplore subscription via libraries or individual IEEE memberships). Here, I’d like to attempt to introduce some articles and tutorials.
Continue reading ‘Signal Processing and Bootstrap’ »

[ArXiv] 2nd week, Jan. 2007

It is notable that there’s an astronomy paper contains AIC, BIC, and Bayesian evidence in the title. The topic of the paper, unexceptionally, is cosmology like other astronomy papers discussed these (statistical) information criteria (I only found a couple of papers on model selection applied to astronomical data analysis without articulating CMB stuffs. Note that I exclude Bayes factor for the model selection purpose).

To find the paper or other interesting ones, click Continue reading ‘[ArXiv] 2nd week, Jan. 2007’ »

[ArXiv] 4th week, Nov. 2007

A piece of thought during my stay in Korea: As not many statisticians are interested in modern astronomy while they look for data driven problems, not many astronomers are learning up to date statistics while they borrow statistics in their data analysis. The frequency is quite low in astronomers citing statistical journals as little as statisticians introducing astronomical data driven problems. I wonder how other fields lowered such barriers decades ago.

No matter what, there are preprints from this week that may help to shrink the chasm. Continue reading ‘[ArXiv] 4th week, Nov. 2007’ »

[ArXiv] Post Model Selection, Nov. 7, 2007

Today’s arxiv-stat email included papers by Poetscher and Leeb, who have been working on post model selection inference. Sometimes model selection is misled as a part of statistical inference. Simply, model selection can be considered as a step prior to inference. How you know your data are from chi-square distribution, or gamma distribution? (this is a model selection problem with nested models.) Should I estimate the degree of freedom, k from Chi-sq or α and β from gamma to know mean and error? Will the errors of the mean be same from both distributions? Continue reading ‘[ArXiv] Post Model Selection, Nov. 7, 2007’ »

[ArXiv] Poisson Mixture, Aug. 16, 2007

From arxiv/math.st:0708.2153v1
Estimating the number of classes by Mao and Lindsay

This study could be linked to identifying the number of lines from Poisson nature x-ray count data, one of the key interests for astronomers. However, as pointed by the authors, estimating the numbers of classes is a difficult statistical problem. I.J.Good[1] said that

I don’t believe it is usually possible to estimate the number of species, but only an appropriate lower bound to that number. This is because there is nearly always a good chance that there are a very large number of extremely rare species.

Continue reading ‘[ArXiv] Poisson Mixture, Aug. 16, 2007’ »

  1. courtesy of the paper: Estimating the number of species: A review by Bunge and Fitzpatrick (1993), JASA, 88, 364-373.[]

[ArXiv] Classical confidence intervals, June 25, 2007

From arXiv:physics.data-an/0706.3622v1:
Comments on the unified approach to the construction of classical confidence intervals

This paper comments on classical confidence intervals and upper limits, as the so-called a flip-flopping problem, both of which are related asymptotically (when n is large enough) by the definition but cannot be converted from one to the another by preserving the same coverage due to the poisson nature of the data.
Continue reading ‘[ArXiv] Classical confidence intervals, June 25, 2007’ »