# Mathematics

### Posts

#### 2024

- The Effect Existence, Its Magnitude, and the Goals
*(February 27)* - Case Study: A City Social Survey
*(February 20)* - Simplifying Adjustments of Confidence Levels and Practical Significance Thresholds
*(February 13)* - Degrees of Practical Significance
*(February 6)* - Weighted Mann-Whitney U Test, Part 3
*(January 30)* - Andreas Löffler's Implementation of the Exact P-Values Calculations for the Mann-Whitney U Test
*(January 23)* - Eclectic Statistics
*(January 16)* - Change Point Detection and Recent Changes
*(January 9)* - Merging Extended P² Quantile Estimators, Part 1
*(January 2)*

#### 2023

- Hodges-Lehmann Ratio Estimator vs. Bhattacharyya's Scale Ratio Estimator
*(December 26)* - Finite-Sample Gaussian Efficiency: Shamos vs. Rousseeuw-Croux Qn Scale Estimators
*(December 19)* - Two-Pass Change Point Detection for Temporary Interval Condensation
*(December 12)* - Inconsistent Violin Plots
*(December 5)* - Sporadic Noise Problem in Change Point Detection
*(November 28)* - Resistance to the Low-Density Regions: The Hodges-Lehmann Location Estimator Based on the Harrell-Davis Quantile Estimator
*(November 21)* - Median vs. Hodges-Lehmann: Compare Efficiency under Heavy-Tailedness
*(November 14)* - Thoughts about Robustness and Efficiency
*(November 7)* - Finite-Sample Gaussian Efficiency: Quantile Absolute Deviation vs. Rousseeuw-Croux Scale Estimators
*(October 31)* - Mann-Whitney U Test and Heteroscedasticity
*(October 24)* - Exploring the Power Curve of the Ansari-Bradley Test
*(October 17)* - Exploring the Power Curve of the Lepage Test
*(October 10)* - Weighted Hodges-Lehmann Location Estimator and Mixture Distributions
*(October 3)* - Carling’s Modification of the Tukey's Fences
*(September 26)* - Central Limit Theorem and Log-Normal Distribution
*(September 19)* - Hodges-Lehmann Gaussian Efficiency: Location Shift vs. Shift of Locations
*(September 12)* - Thoughts on Automatic Statistical Methods and Broken Assumptions
*(September 5)* - Ratio Estimator Based on the Hodges-Lehmann Approach
*(August 29)* - Weighted Mann-Whitney U Test, Part 2
*(August 22)* - Exploring the Power Curve of the Cucconi Test
*(August 15)* - Parametric, Nonparametric, Robust, and Defensive Statistics
*(August 8)* - Insidious Implicit Statistical Assumptions
*(August 1)* - Four Main Books on Robust Statistics
*(July 25)* - Multimodal Distributions and Effect Size
*(July 18)* - Unobvious Limitations of R *Signrank Wilcoxon Signed Rank Functions
*(July 11)* - Weighted Mann-Whitney U Test, Part 1
*(July 4)* - Joining Modes of Multimodal Distributions
*(June 27)* - Understanding the Pitfalls of Preferring the Median over the Mean
*(June 20)* - Introducing the Defensive Statistics
*(June 13)* - Edgeworth Expansion for the Mann-Whitney U Test, Part 2: Increased Accuracy
*(June 6)* - Edgeworth Expansion for the Mann-Whitney U Test
*(May 30)* - Confusing Tie Correction in the Classic Mann-Whitney U Test Implementation
*(May 23)* - Efficiency of the Central Tendency Measures under the Uniform Distribution
*(May 16)* - Unobvious Problems of Using the R's Implementation of the Hodges-Lehmann Estimator
*(May 9)* - When Python's Mann-Whitney U Test Returns Extremely Distorted P-Values
*(May 2)* - When R's Mann-Whitney U Test Returns Extremely Distorted P-Values
*(April 25)* - Preprint Announcement: 'Weighted Quantile Estimators'
*(April 18)* - Rethinking Type I/II Error Rates with Power Curves
*(April 11)* - Adaptation of Continuous Scale Measures to Discrete Distributions
*(April 4)* - Weighted Modification of the Hodges-Lehmann Location Estimator
*(March 28)* - P-Value Distribution of the Brunner–Munzel Test in the Finite Case
*(March 14)* - Comparing Statistical Power of the Mann-Whitney U Test and the Brunner-Munzel Test
*(March 7)* - P-Value Distribution of the Mann–Whitney U Test in the Finite Case
*(February 28)* - Corner Case of the Brunner–Munzel Test
*(February 21)* - Examples of the Mann–Whitney U Test Misuse Cases
*(February 14)* - Types of Finite-Sample Consistency with the Standard Deviation
*(February 7)* - Thoughts about Outlier Removal and Ozone Holes
*(January 31)* - Nonparametric Effect Size: Cohen's D vs. Glass's Delta
*(January 24)* - Trinal Statistical Thresholds
*(January 17)* - Trimmed Hodges-Lehmann Location Estimator, Part 2: Gaussian Efficiency
*(January 10)* - Trimmed Hodges-Lehmann Location Estimator, Part 1: Breakdown Point
*(January 3)*

#### 2022

- Median of the Shifts vs. Shift of the Medians, Part 2: Gaussian Efficiency
*(December 27)* - Median of the Shifts vs. Shift of the Medians, Part 1
*(December 20)* - Resistance to the Low-Density Regions: The Hodges-Lehmann Location Estimator
*(December 13)* - Kernel Density Estimation Boundary Correction: Reflection (Ggplot2 V3.4.0)
*(December 6)* - Sheather & Jones vs. Unbiased Cross-Validation
*(November 29)* - Resistance to the Low-Density Regions: The Harrell-Davis Median
*(November 22)* - Resistance to the Low-Density Regions: The Mean and the Median
*(November 15)* - Finite-Sample Gaussian Efficiency of the Trimmed Harrell-Davis Median Estimator
*(November 8)* - Finite-Sample Gaussian Efficiency of the Harrell-Davis Median Estimator
*(November 1)* - Weighted Quantile Estimation for a Weighted Mixture Distribution
*(October 25)* - Preprint Announcement: 'Finite-Sample Rousseeuw-Croux Scale Estimators'
*(October 18)* - Sensitivity Curve of the Harrell-Davis Quantile Estimator, Part 3
*(October 11)* - Sensitivity Curve of the Harrell-Davis Quantile Estimator, Part 2
*(October 4)* - Sensitivity Curve of the Harrell-Davis Quantile Estimator, Part 1
*(September 27)* - Weighted Quantile Estimators for Exponential Smoothing and Mixture Distributions
*(September 20)* - The Huggins-Roy Family of Effective Sample Sizes
*(September 13)* - Finite-Sample Bias Correction Factors for Rousseeuw-Croux Scale Estimators
*(September 6)* - Preprint Announcement: 'Quantile Absolute Deviation'
*(September 1)* - Standard Trimmed Harrell-Davis Median Estimator
*(August 31)* - Optimal Quantile Absolute Deviation
*(August 30)* - Quantile Absolute Deviation of the Pareto Distribution
*(August 29)* - Quantile Absolute Deviation of the Exponential Distribution
*(August 26)* - Quantile Absolute Deviation of the Uniform Distribution
*(August 25)* - Quantile Absolute Deviation of the Normal Distribution
*(August 24)* - Standard Quantile Absolute Deviation
*(August 23)* - Asymptotic Gaussian Efficiency of the Quantile Absolute Deviation
*(August 16)* - Finite-Sample Efficiency of the Rousseeuw-Croux Estimators
*(August 9)* - Caveats of Using the Median Absolute Deviation
*(August 2)* - Preprint Announcement: 'Finite-Sample Bias-Correction Factors for the Median Absolute Deviation Based on the Harrell-Davis Quantile Estimator and Its Trimmed Modification'
*(July 26)* - Challenges of Change Point Detection in CI Performance Data
*(July 19)* - Dynamical System Case Study 2 (Piecewise Linear LLL-System)
*(July 17)* - Degenerate Point of Dispersion Estimators
*(July 12)* - Untied Quantile Absolute Deviation
*(July 5)* - Middle Non-Zero Quantile Absolute Deviation, Part 2
*(June 28)* - The Expected Number of Takes from a Discrete Distribution before Observing the Given Element
*(June 21)* - Folded Medians
*(June 14)* - Gastwirth's Location Estimator
*(June 7)* - Dynamical System Case Study 1 (Symmetric 3d System)
*(June 5)* - Beeping Busy Beavers and Twin Prime Conjecture
*(June 1)* - Hodges-Lehmann-Sen Shift and Shift Confidence Interval Estimators
*(May 31)* - Statistical Efficiency of the Hodges-Lehmann Median Estimator, Part 2
*(May 24)* - Statistical Efficiency of the Hodges-Lehmann Median Estimator, Part 1
*(May 17)* - Expected Value of the Maximum of Two Standard Half-Normal Distributions
*(May 10)* - Expected Value of the Minimum of Two Standard Half-Normal Distributions
*(May 3)* - Unbiased Median Absolute Deviation for N=2
*(April 26)* - Weighted Trimmed Harrell-Davis Quantile Estimator
*(April 19)* - Minimum Meaningful Statistical Level for the Mann–Whitney U Test
*(April 12)* - Fence-Based Outlier Detectors, Part 2
*(April 5)* - Fence-Based Outlier Detectors, Part 1
*(March 29)* - Publication Announcement: 'Trimmed Harrell-Davis Quantile Estimator Based on the Highest Density Interval of the Given Width'
*(March 22)* - Asymmetric Decile-Based Outlier Detector, Part 2
*(March 15)* - Asymmetric Decile-Based Outlier Detector, Part 1
*(March 8)* - Probability of Observing Outliers Using Tukey's Fences
*(March 1)* - Gamma Effect Size Powered by the Middle Non-Zero Quantile Absolute Deviation
*(February 22)* - Middle Non-Zero Quantile Absolute Deviation
*(February 15)* - Unbiased Median Absolute Deviation Based on the Trimmed Harrell-Davis Quantile Estimator
*(February 8)* - Median Absolute Deviation vs. Shamos Estimator
*(February 1)* - Moving Extended P² Quantile Estimator
*(January 25)* - Extended P² Quantile Estimator
*(January 18)* - P² Quantile Estimator Marker Adjusting Order
*(January 11)* - P² Quantile Estimator Initialization Strategy
*(January 4)*

#### 2021

- Misleading Geometric Mean
*(December 28)* - Matching Quantile Sets Using Likelihood Based on the Binomial Coefficients
*(December 21)* - Ratio Function vs. Ratio Distribution
*(December 14)* - Shift Function vs. Shift Distribution
*(December 7)* - Preprint Announcement: 'Trimmed Harrell-Davis Quantile Estimator Based on the Highest Density Interval of the Given Width'
*(November 30)* - Non-Normal Median Sampling Distribution
*(November 23)* - Misleading Kurtosis
*(November 16)* - Misleading Skewness
*(November 9)* - Greenwald-Khanna Quantile Estimator
*(November 2)* - P² Quantile Estimator Rounding Issue
*(October 26)* - Trimmed Harrell-Davis Quantile Estimator Based on the Highest Density Interval of the Given Width
*(October 19)* - Optimal Window of the Trimmed Harrell-Davis Quantile Estimator, Part 2: Trying Planck-Taper Window
*(October 12)* - Optimal Window of the Trimmed Harrell-Davis Quantile Estimator, Part 1: Problems with the Rectangular Window
*(October 5)* - Beta Distribution Highest Density Interval of the Given Width
*(September 28)* - Quantile Estimators Based on K Order Statistics, Part 8: Winsorized Harrell-Davis Quantile Estimator
*(September 21)* - Quantile Estimators Based on K Order Statistics, Part 7: Optimal Threshold for the Trimmed Harrell-Davis Quantile Estimator
*(September 14)* - Quantile Estimators Based on K Order Statistics, Part 6: Continuous Trimmed Harrell-Davis Quantile Estimator
*(September 7)* - Quantile Estimators Based on K Order Statistics, Part 5: Improving Trimmed Harrell-Davis Quantile Estimator
*(August 31)* - Quantile Estimators Based on K Order Statistics, Part 4: Adopting Trimmed Harrell-Davis Quantile Estimator
*(August 24)* - Quantile Estimators Based on K Order Statistics, Part 3: Playing with the Beta Function
*(August 17)* - Quantile Estimators Based on K Order Statistics, Part 2: Extending Hyndman-Fan Equations
*(August 10)* - Quantile Estimators Based on K Order Statistics, Part 1: Motivation
*(August 3)* - Avoiding Over-Trimming with the Trimmed Harrell-Davis Quantile Estimator
*(July 27)* - Optimal Threshold of the Trimmed Harrell-Davis Quantile Estimator
*(July 20)* - Estimating Quantile Confidence Intervals: Maritz-Jarrett vs. Jackknife
*(July 13)* - Using Kish's Effective Sample Size with Weighted Quantiles
*(July 6)* - Partial Binning Compression of Performance Series
*(June 29)* - Calculating Gamma Effect Size for Samples with Zero Median Absolute Deviation
*(June 22)* - Discrete Performance Distributions
*(June 15)* - Customization of the Nonparametric Cohen's D-Consistent Effect Size
*(June 8)* - Robust Alternative to Statistical Efficiency
*(June 1)* - Improving the Efficiency of the Harrell-Davis Quantile Estimator for Special Cases Using Custom Winsorizing and Trimming Strategies
*(May 25)* - Comparing the Efficiency of the Harrell-Davis, Sfakianakis-Verginis, and Navruz-Özdemir Quantile Estimators
*(May 18)* - Dispersion Exponential Smoothing
*(May 11)* - Quantile Exponential Smoothing
*(May 4)* - Improving Quantile-Respectful Density Estimation for Discrete Distributions Using Jittering
*(April 27)* - How to Build a Smooth Density Estimation for a Discrete Sample Using Jittering
*(April 20)* - Kernel Density Estimation and Discrete Values
*(April 13)* - Efficiency of the Winsorized and Trimmed Harrell-Davis Quantile Estimators
*(April 6)* - Trimmed Modification of the Harrell-Davis Quantile Estimator
*(March 30)* - Efficiency of the Harrell-Davis Quantile Estimator
*(March 23)* - Navruz-Özdemir Quantile Estimator
*(March 16)* - Sfakianakis-Verginis Quantile Estimator
*(March 9)* - Winsorized Modification of the Harrell-Davis Quantile Estimator
*(March 2)* - Misleading Standard Deviation
*(February 23)* - Unbiased Median Absolute Deviation Based on the Harrell-Davis Quantile Estimator
*(February 16)* - Unbiased Median Absolute Deviation
*(February 9)* - Comparing Distribution Quantiles Using Gamma Effect Size
*(February 2)* - A Single Outlier Could Completely Distort Your Cohen's D Value
*(January 26)* - Better Moving Quantile Estimations Using the Partitioning Heaps
*(January 19)* - MP² Quantile Estimator: Estimating the Moving Median without Storing Values
*(January 12)* - Case Study: Accuracy of the MAD Estimation Using the Harrell-Davis Quantile Estimator (Gumbel Distribution)
*(January 5)*

#### 2020

- Fast Implementation of the Moving Quantile Based on the Partitioning Heaps
*(December 29)* - Coverage of Quantile Confidence Intervals
*(December 22)* - Statistical Approaches for Performance Analysis
*(December 15)* - Quantile Confidence Intervals for Weighted Samples
*(December 8)* - Quantile Absolute Deviation: Estimating Statistical Dispersion around Quantiles
*(December 1)* - P² Quantile Estimator: Estimating the Median without Storing Values
*(November 24)* - Plain-Text Summary Notation for Multimodal Distributions
*(November 17)* - Intermodal Outliers
*(November 10)* - Lowland Multimodality Detection
*(November 3)* - Quantile-Respectful Density Estimation Based on the Harrell-Davis Quantile Estimator
*(October 27)* - Misleading Histograms
*(October 20)* - The Importance of Kernel Density Estimation Bandwidth
*(October 13)* - The Median Absolute Deviation Value of the Gumbel Distribution
*(October 6)* - Weighted Quantile Estimators
*(September 29)* - Nonparametric Cohen's D-Consistent Effect Size
*(June 25)* - DoubleMAD Outlier Detector Based on the Harrell-Davis Quantile Estimator
*(June 22)*

#### 2019

- Distribution Comparison via the Shift and Ratio Functions
*(October 11)* - Normality Is a Myth
*(October 9)* - Implementation of Efficient Algorithm for Changepoint Detection: ED-PELT
*(October 7)*

#### 2017

- Reflecting on Performance Testing
*(August 1)*

### Library / Books

- Gödel, Escher, Bach: An Eternal Golden Braid (1999) by Douglas R. Hofstadter
- Statistics Done Wrong: The Woefully Complete Guide (2015) by Alex Reinhart
- Uncle Petros and Goldbach's Conjecture (1992) by Apostolos Doxiadis
- Adventures of a Mathematician (1991) by Stanislaw M. Ulam
- Fermat's Last Theorem (1997) by Simon Singh
- Gödel's Proof (2001) by Ernest Nagel
- Improving Your Statistical Inferences (2022) by Daniël Lakens
- Introduction to Robust Estimation and Hypothesis Testing (2021) by Rand R. Wilcox
- Introduction to the New Statistics: Estimation, Open Science, and Beyond (2016) by Geoff Cumming
- Mathematical Methods of Classical Mechanics (1989) by Vladimir I. Arnold
- Prime Obsession: Bernhard Riemann and the Greatest Unsolved Problem in Mathematics (2003) by John Derbyshire
- The Essential Guide to Effect Sizes: Statistical Power, Meta-Analysis, and the Interpretation of Research Results (2010) by Paul D. Ellis
- The Man Who Loved Only Numbers: The Story of Paul Erdős and the Search for Mathematical Truth (1998) by Paul Hoffman
- Understanding the New Statistics (Multivariate Applications Series) (2011) by Geoff Cumming
- A Mathematician's Apology (1992) by G.H. Hardy
- Aha! Gotcha: Paradoxes to Puzzle & Delight (1975) by Martin Gardner
- Bayesian Statistics the Fun Way: Understanding Statistics and Probability with Star Wars, LEGO, and Rubber Ducks (2019) by Will Kurt
- Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan (2014) by John K. Kruschke
- How to Lie with Statistics (1982) by Darrell Huff
- Humble Pi: A Comedy of Maths Errors (1900) by Matt Parker
- Introduction to Empirical Bayes: Examples from Baseball Statistics (2017) by David Robinson
- Robust Statistics (2009) by Peter J. Huber, Elvezio Ronchetti
- Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields (2001) by Rolf-Dieter Reiß, Michael Thomas
- Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications (2020) by Nassim Nicholas Taleb
- Statistical Evidence: A Likelihood Paradigm (1997) by Richard Royall
- Statistical Power Analysis for the Behavioral Sciences (1988) by Jacob Cohen
- Statistical Rethinking: A Bayesian Course with Examples in R and Stan (2015) by Richard McElreath
- Statistics (2007) by David Freedman
- The Lady Tasting Tea: How Statistics Revolutionized Science in the Twentieth Century (2002) by David Salsburg
- What if There Were No Significance Tests? (Multivariate Applications) (1997) by Lisa L. Harlow
- When Einstein Walked with Gödel: Excursions to the Edge of Thought (2018) by Jim Holt
- Fraud Analytics Using Descriptive, Predictive, and Social Network Techniques: A Guide to Data Science for Fraud Detection (2015) by Bart Baesens
- Fake Science: Exposing the Left's Skewed Statistics, Fuzzy Facts, and Dodgy Data (2017) by Austin Ruse

### Library / Papers

- A Cautionary Note on the Use of Error Bars (2005) by John R. Lanzante
- A Comprehensive Review of Reporting Practices in Psychological Journals: Are Effect Sizes Really Enough? (2012) by Fritz
- A Cosmetic ‘Anti-Ageing’ Product Improves Photoaged Skin: A Double-Blind, Randomized Controlled Trial (2009) by R.E.B. Watson, S. Ogden, L.F. Cotterell, J.J. Bowden, J.Y. Bastrilles, S.P. Long, C.E.M. Griffiths
- A Critical Review of Menstrual Synchrony Research (1992) by WILSON
- A Critique and Improvement of the "CL" Common Language Effect Size Statistics of McGraw and Wong (2000) by András Vargha, Harold D. Delaney, Andras Vargha
- A Dirty Dozen: Twelve P-Value Misconceptions (2008) by Steven Goodman
- A First Course in Order Statistics (2008) by Barry C. Arnold, N. Balakrishnan, H. N. Nagaraja
- A History of Effect Size Indices (2002) by Huberty
- A Modern Introduction to Probability and Statistics: Understanding Why and How (2005) by Frederik Michel Dekking, Cornelis Kraaikamp, Hendrik Paul Lopuha"a, Ludolf Erwin Meester
- A New Distribution-Free Quantile Estimator (1982) by Frank E. Harrell, C. E. Davis
- A New Family of Nonparametric Quantile Estimators (2008) by Michael E Sfakianakis, Dimitris G Verginis
- A New Quantile Estimator with Weights Based on a Subsampling Approach (2020) by G"ozde Navruz, A Firat "Ozdemir
- A Note on Estimating the Variance of the Sample Median (1978) by J. S. Maritz, R. G. Jarrett
- A Note on the Hodges–Lehmann Estimator (2010) by Gerd K. Rosenkranz
- A Power Primer (1992) by Cohen
- A Practical Implementation of Weighted Kernel Density Estimation for Handling Shape Constraints (2018) by Mark Anthony Wolters, Willard John Braun
- A Reliable Data-Based Bandwidth Selection Method for Kernel Density Estimation (1991) by Simon J Sheather, Michael C Jones
- A Robust Nonparametric Measure of Effect Size Based on an Analog of Cohen's D, Plus Inferences about the Median of the Typical Difference (2019) by Rand Wilcox
- A Robust Scale Estimator Based on Pairwise Means (2012) by Garth Tarr, Samuel Müller, Neville Weber
- A Simple General Approach to Inference about the Tail of a Distribution (1975) by Bruce M. Hill
- A Simple Generalisation of the Hill Estimator (2013) by M. Fátima Brilhante, M. Ivette Gomes, Dinis Pestana
- A Statistical Distribution Function of Wide Applicability (1951) by Weibull W
- A Survey of Outlier Detection Methodologies (2004) by Victoria Hodge, Jim Austin
- A Tutorial on Fisher Information (2017) by Alexander Ly, Maarten Marsman, Josine Verhagen, Raoul Grasman, Eric-Jan Wagenmakers
- A Uniform Saddlepoint Expansion for the Null-Distribution of the Wilcoxon-Mann-Whitney Statistic (2000) by Sorana Froda, Constance Van Eeden
- Algorithm 616: Fast Computation of the Hodges-Lehmann Location Estimator (1984) by John F. Monahan
- All Maps of Parameter Estimates Are Misleading (1999) by Gelman
- Alternatives to the Median Absolute Deviation (1993) by Peter J. Rousseeuw, Christophe Croux
- An Alternative to Cohen's Standardized Mean Difference Effect Size: A Robust Parameter and Confidence Interval in the Two Independent Groups Case (2005) by Algina J, Keselman H. J, Penfield R. D
- An Introduction to Second-Generation \Textitp -Values (2019) by Jeffrey D. Blume, Robert A. Greevy, Valerie F. Welty, Jeffrey R. Smith, William D. Dupont
- Asymptotic Equivalence of the Harrell-Davis Median Estimator and the Sample Median (1985) by Carl N Yoshizawa, Pranab K Sen, C Edward Davis
- Bandwidth Selection for Weighted Kernel Density Estimation (2007) by Bin Wang, Xiaofeng Wang
- Bestimmung Der Genauigkeit Der Beobachtungen (1816) by Carl Friedrich Gauss
- Beyond ‘Significance’: Principles and Practice of the Analysis of Credibility (2018) by Robert A. J. Matthews
- Beyond Cohen's D: Alternative Effect Size Measures for Between-Subject Designs (2014) by Chao-Ying Joanne Peng, Li-Ting Chen
- Biological Versus Nonbiological Older Brothers and Men’s Sexual Orientation (2006) by Anthony F. Bogaert
- Bivariate Median Splits and Spurious Statistical Significance (1993) by Scott E. Maxwell, Harold D. Delaney
- Book Review. Gina Perry. Behind the Shock Machine: The Untold Story of the Notorious Milgram Psychology Experiments. (2013) by Nestar Russell
- Case for Omitting Tied Observations in the Two-Sample T-Test and the Wilcoxon-Mann-Whitney Test (2018) by Monnie McGee, David Fardo
- Comparing Two Groups by Simple Graphs (1973) by Darlington R. B
- Comparing Two Independent Groups via the Lower and Upper Quantiles (2014) by Rand R. Wilcox, David M. Erceg-Hurn, Florence Clark, Michael Carlson
- Computing Effect Size Measures with Vista (2009) by Ledesma R. D, Macbeth G, Cortada de Kohan N
- Confidence Intervals for Median Absolute Deviations (2019) by Chandima N. P. G. Arachchige, Luke A. Prendergast
- Confidence Intervals Rather Than P Values: Estimation Rather Than Hypothesis Testing (1986) by Gardner
- Confidence Regions for High Quantiles of a Heavy Tailed Distribution (2006) by Liang Peng, Yongcheng Qi
- Confusion over Measures of Evidence (P's) Versus Errors ($\Alpha$'s) in Classical Statistical Testing (2003) by Raymond Hubbard, Mar'ia Jes'us Bayarri
- Consequences of Dichotomization (2008) by Valerii Fedorov, Frank Mannino, Rongmei Zhang
- Contradicted and Initially Stronger Effects in Highly Cited Clinical Research (2005) by Ioannidis
- Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing (1995) by Benjamini
- Correcting a Significance Test for Clustering (2007) by Hedges
- Data Analysis and Regression. a Second Course in Statistics (1977) by Frederick Mosteller, John W Tukey
- Deep Impact: Unintended Consequences of Journal Rank (2013) by Brembs
- Descriptive Statistics for Nonparametric Models III: Dispersion (1976) by Peter J Bickel, Erich L Lehmann
- DescTools: Tools for Descriptive Statistics (2022) by Signorell Andri
- Developing Effect Sizes for Non-Normal Data in Two-SampleComparison Studies (2010) by Amin Jamalzadeh
- Different Outcomes of the Wilcoxon-Mann-Whitney Test from Different Statistics Packages (2000) by Reinhard Bergmann, John Ludbrook, Will P. J. M. Spooren
- Do Studies of Statistical Power Have an Effect on the Power of Studies? (1989) by Sedlmeier
- Dominance Statistics: Ordinal Analyses to Answer Ordinal Questions (1993) by Cliff N
- Early Extreme Contradictory Estimates May Appear in Published Research: The Proteus Phenomenon in Molecular Genetics Research and Randomized Trials (2005) by Ioannidis
- Editorial: Some Remarks from the Outgoing Editor (1982) by J. P. Campbell
- Editors Can Lead Researchers to Confidence Intervals (2004) by Fidler
- Effect Sizes for Research: Univariate and Multivariate Applications (2012) by Robert J Grissom, John J Kim
- Empirical Probability Plots and Statistical Inference for Nonlinear Models in the Two-Sample Case (1974) by Kjell Doksum
- Erroneous Analyses of Interactions in Neuroscience: A Problem of Significance (2011) by Sander Nieuwenhuis, Birte U Forstmann, Eric-Jan Wagenmakers
- Estimates of Location Based on Rank Tests (1963) by J. L. Hodges, E. L. Lehmann
- Estimating the Impact of State Policies and Institutions with Mixed-Level Data (2007) by Primo
- Estimating the Ratio of Medians: Theory and Applications (1996) by Robert Martin Jr Price
- Estimation of Social Exclusion Indicators from Complex Surveys: The R Package Laeken (2013) by Andreas Alfons, Matthias Templ
- Estimation of the Ratio of Scale Parameters in the Two Sample Problem with Arbitrary Right Censorship (1982) by W. J. Padgett, L. J. Wei
- Evaluation of Watermelons Texture Using Their Vibration Responses (2013) by Rouzbeh Abbaszadeh, Ali Rajabipour, Mohammad Mahjoob, Mojtaba Delshad, Hojjat Ahmadi
- Exploratory Data Analysis (1977) by John W Tukey
- False-Positive Psychology: Undisclosed Flexibility in Data Collection and Analysis Allows Presenting Anything as Significant (2011) by Joseph P. Simmons, Leif D. Nelson, Uri Simonsohn
- Fast Deterministic Selection (2017) by Andrei Alexandrescu, Costas S. Iliopoulos, Solon P. Pissis, Simon J. Puglisi, Rajeev Raman
- Fast Highly Efficient and Robust One-Step M-Estimators of Scale Based on Qn (2014) by Pavel O. Smirnov, Georgy L. Shevlyakov
- Fast Online Computation of the Q N Estimator with Applications to the Detection of Outliers in Data Streams (2021) by Massimo Cafaro, Catiuscia Melle, Marco Pulimeno, Italo Epicoco
- Finite Sample Correction Factors for Several Simple Robust Estimators of Normal Standard Deviation (2011) by Dennis C. Williams
- Finite-Sample Bias-Correction Factors for the Median Absolute Deviation (2014) by Kevin Hayes
- First (?) Occurrence of Common Terms in Mathematical Statistics (1995) by H. A. David
- First among Others? Cohen's D vs. Alternative Standardized Mean Group Difference Measures (2011) by Cahan S, Gamliel E
- Fisher, Neyman-Pearson or NHST? a Tutorial for Teaching Data Testing (2015) by Jose D. Perezgonzalez
- Gender Differences in Variability in Intellectual Abilities: A Reanalysis of Feingold's Results (1993) by Hedges L. V, Friedman L
- Geometry and Statistics: Problems at the Interface (1976) by Michael Ian Shamos
- Graphical Methods for Data Analysis (1983) by John M. Chambers, William S. Cleveland, Paul A. Tukey, Beat Kleiner
- High Impact = High Statistical Standards? Not Necessarily So (2013) by Tressoldi, Hills
- How Confidence Intervals Become Confusion Intervals (2013) by James McCormack, Ben Vandermeer, G Michael Allan
- How to Test Hypotheses if You Must (2015) by Andrew P. Grieve
- Huff and Puff (2014) by Reinhart
- Impact of Multiple Comparisons in Randomized Clinical Trials (1987) by Smith
- Inadequate Statistical Power to Detect Clinically Significant Differences in Adverse Event Rates in Randomized Controlled Trials (2009) by Tsang
- Interim Analyses and Sequential Designs in Phase III Studies (2001) by Susan Todd, Anne Whitehead, Nigel Stallard, John Whitehead
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