project-statistics

Author of

• Carling’s Modification of the Tukey's fences, Part 2 · 2025-11-12
• Fast implementation of the moving quantile based on the partitioning heaps, Part 3 · 2025-09-16
• Statistical Efficiency of the Trimmed and Winsorized Mean · 2024-05-21
• Lowland multimodality detection and weighted samples · 2024-04-30
• Lowland multimodality detection and robustness · 2024-04-23
• Embracing model misspecification · 2024-04-16
• Preprint announcement: 'Quantile-Respectful Density Estimation Based on the Harrell-Davis Quant... · 2024-04-09
• Lowland multimodality detection and jittering · 2024-04-02
• Quantile-Respectful Density Estimation and Trimming · 2024-03-26
• A better jittering approach for discretization acknowledgment in density estimation · 2024-03-19
• Effect Sizes and Asymmetry · 2024-03-12
• Pragmatic Statistics Manifesto · 2024-03-05
• The Effect Existence, Its Magnitude, and the Goals · 2024-02-27
• Case Study: A City Social Survey · 2024-02-20
• Simplifying adjustments of confidence levels and practical significance thresholds · 2024-02-13
• Degrees of practical significance · 2024-02-06
• Weighted Mann-Whitney U test, Part 3 · 2024-01-30
• Andreas Löffler's implementation of the exact p-values calculations for the Mann-Whitney U test... · 2024-01-23
• Eclectic statistics · 2024-01-16
• Change Point Detection and Recent Changes · 2024-01-09
• Merging extended P² quantile estimators, Part 1 · 2024-01-02
• Quantile-respectful density estimation based on the Harrell-Davis quantile estimator · 2024
• Hodges-Lehmann ratio estimator vs. Bhattacharyya's scale ratio estimator · 2023-12-26
• Finite-sample Gaussian efficiency: Shamos vs. Rousseeuw-Croux Qn scale estimators · 2023-12-19
• Two-pass change point detection for temporary interval condensation · 2023-12-12
• Inconsistent violin plots · 2023-12-05
• Sporadic noise problem in change point detection · 2023-11-28
• Resistance to the low-density regions: the Hodges-Lehmann location estimator based on the Harre... · 2023-11-21
• Median vs. Hodges-Lehmann: compare efficiency under heavy-tailedness · 2023-11-14
• Thoughts about robustness and efficiency · 2023-11-07
• Finite-sample Gaussian efficiency: Quantile absolute deviation vs. Rousseeuw-Croux scale estima... · 2023-10-31
• Mann-Whitney U test and heteroscedasticity · 2023-10-24
• Weighted Hodges-Lehmann location estimator and mixture distributions · 2023-10-03
• Carling’s Modification of the Tukey's fences · 2023-09-26
• Central limit theorem and log-normal distribution · 2023-09-19
• Hodges-Lehmann Gaussian efficiency: location shift vs. shift of locations · 2023-09-12
• Thoughts on automatic statistical methods and broken assumptions · 2023-09-05
• Ratio estimator based on the Hodges-Lehmann approach · 2023-08-29
• Weighted Mann-Whitney U test, Part 2 · 2023-08-22
• Exploring the power curve of the Cucconi test · 2023-08-15
• Parametric, Nonparametric, Robust, and Defensive statistics · 2023-08-08
• Insidious implicit statistical assumptions · 2023-08-01
• Four main books on robust statistics · 2023-07-25
• Multimodal distributions and effect size · 2023-07-18
• Unobvious limitations of R *signrank Wilcoxon Signed Rank functions · 2023-07-11
• Weighted Mann-Whitney U test, Part 1 · 2023-07-04
• Joining modes of multimodal distributions · 2023-06-27
• Understanding the pitfalls of preferring the median over the mean · 2023-06-20
• Introducing the defensive statistics · 2023-06-13
• Edgeworth expansion for the Mann-Whitney U test, Part 2: increased accuracy · 2023-06-06
• Edgeworth expansion for the Mann-Whitney U test · 2023-05-30
• Confusing tie correction in the classic Mann-Whitney U test implementation · 2023-05-23
• Efficiency of the central tendency measures under the uniform distribution · 2023-05-16
• Unobvious problems of using the R's implementation of the Hodges-Lehmann estimator · 2023-05-09
• When Python's Mann-Whitney U test returns extremely distorted p-values · 2023-05-02
• When R's Mann-Whitney U test returns extremely distorted p-values · 2023-04-25
• Preprint announcement: 'Weighted quantile estimators' · 2023-04-18
• Rethinking Type I/II error rates with power curves · 2023-04-11
• Adaptation of continuous scale measures to discrete distributions · 2023-04-04
• Weighted modification of the Hodges-Lehmann location estimator · 2023-03-28
• Performance stability of GitHub Actions · 2023-03-21
• p-value distribution of the Brunner–Munzel test in the finite case · 2023-03-14
• Comparing statistical power of the Mann-Whitney U test and the Brunner-Munzel test · 2023-03-07
• p-value distribution of the Mann–Whitney U test in the finite case · 2023-02-28
• Corner case of the Brunner–Munzel test · 2023-02-21
• Examples of the Mann–Whitney U test misuse cases · 2023-02-14
• Types of finite-sample consistency with the standard deviation · 2023-02-07
• Nonparametric effect size: Cohen's d vs. Glass's delta · 2023-01-24
• Trinal statistical thresholds · 2023-01-17
• Trimmed Hodges-Lehmann location estimator, Part 2: Gaussian efficiency · 2023-01-10
• Trimmed Hodges-Lehmann location estimator, Part 1: breakdown point · 2023-01-03
• Weighted quantile estimators · 2023
• Median of the shifts vs. shift of the medians, Part 2: Gaussian efficiency · 2022-12-27
• Median of the shifts vs. shift of the medians, Part 1 · 2022-12-20
• Resistance to the low-density regions: the Hodges-Lehmann location estimator · 2022-12-13
• Kernel density estimation boundary correction: reflection (ggplot2 v3.4.0) · 2022-12-06
• Sheather & Jones vs. unbiased cross-validation · 2022-11-29
• Resistance to the low-density regions: the Harrell-Davis median · 2022-11-22
• Resistance to the low-density regions: the mean and the median · 2022-11-15
• Finite-sample Gaussian efficiency of the trimmed Harrell-Davis median estimator · 2022-11-08
• Finite-sample Gaussian efficiency of the Harrell-Davis median estimator · 2022-11-01
• Weighted quantile estimation for a weighted mixture distribution · 2022-10-25
• Preprint announcement: 'Finite-sample Rousseeuw-Croux scale estimators' · 2022-10-18
• Sensitivity curve of the Harrell-Davis quantile estimator, Part 3 · 2022-10-11
• Sensitivity curve of the Harrell-Davis quantile estimator, Part 1 · 2022-09-27
• Weighted quantile estimators for exponential smoothing and mixture distributions · 2022-09-20
• The Huggins-Roy family of effective sample sizes · 2022-09-13
• Finite-sample bias correction factors for Rousseeuw-Croux scale estimators · 2022-09-06
• Preprint announcement: 'Quantile absolute deviation' · 2022-09-01
• Standard trimmed Harrell-Davis median estimator · 2022-08-31
• Optimal quantile absolute deviation · 2022-08-30
• Quantile absolute deviation of the Pareto distribution · 2022-08-29
• Quantile absolute deviation of the Exponential distribution · 2022-08-26
• Quantile absolute deviation of the Uniform distribution · 2022-08-25
• Quantile absolute deviation of the Normal distribution · 2022-08-24
• Standard quantile absolute deviation · 2022-08-23
• Asymptotic Gaussian efficiency of the quantile absolute deviation · 2022-08-16
• Finite-sample efficiency of the Rousseeuw-Croux estimators · 2022-08-09
• Caveats of using the median absolute deviation · 2022-08-02
• Preprint announcement: 'Finite-sample bias-correction factors for the median absolute deviation... · 2022-07-26
• Challenges of change point detection in CI performance data · 2022-07-19
• Degenerate point of dispersion estimators · 2022-07-12
• Untied quantile absolute deviation · 2022-07-05
• Middle non-zero quantile absolute deviation, Part 2 · 2022-06-28
• The expected number of takes from a discrete distribution before observing the given element · 2022-06-21
• Folded medians · 2022-06-14
• Gastwirth's location estimator · 2022-06-07
• Hodges-Lehmann-Sen shift and shift confidence interval estimators · 2022-05-31
• Statistical efficiency of the Hodges-Lehmann median estimator, Part 2 · 2022-05-24
• Statistical efficiency of the Hodges-Lehmann median estimator, Part 1 · 2022-05-17
• Expected value of the maximum of two standard half-normal distributions · 2022-05-10
• Expected value of the minimum of two standard half-normal distributions · 2022-05-03
• Unbiased median absolute deviation for n=2 · 2022-04-26
• Weighted trimmed Harrell-Davis quantile estimator · 2022-04-19
• Minimum meaningful statistical level for the Mann–Whitney U test · 2022-04-12
• Fence-based outlier detectors, Part 2 · 2022-04-05
• Fence-based outlier detectors, Part 1 · 2022-03-29
• Publication announcement: 'Trimmed Harrell-Davis quantile estimator based on the highest densit... · 2022-03-22
• Asymmetric decile-based outlier detector, Part 2 · 2022-03-15
• Asymmetric decile-based outlier detector, Part 1 · 2022-03-08
• Probability of observing outliers using Tukey's fences · 2022-03-01
• Gamma effect size powered by the middle non-zero quantile absolute deviation · 2022-02-22
• Middle non-zero quantile absolute deviation · 2022-02-15
• Unbiased median absolute deviation based on the trimmed Harrell-Davis quantile estimator · 2022-02-08
• Median absolute deviation vs. Shamos estimator · 2022-02-01
• Moving extended P² quantile estimator · 2022-01-25
• Extended P² quantile estimator · 2022-01-18
• P² quantile estimator marker adjusting order · 2022-01-11
• P² quantile estimator initialization strategy · 2022-01-04
• Quantile absolute deviation · 2022
• Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given wid... · 2022
• Misleading geometric mean · 2021-12-28
• Matching quantile sets using likelihood based on the binomial coefficients · 2021-12-21
• Ratio function vs. ratio distribution · 2021-12-14
• Shift function vs. shift distribution · 2021-12-07
• Preprint announcement: 'Trimmed Harrell-Davis quantile estimator based on the highest density i... · 2021-11-30
• Non-normal median sampling distribution · 2021-11-23
• Misleading kurtosis · 2021-11-16
• Misleading skewness · 2021-11-09
• Greenwald-Khanna quantile estimator · 2021-11-02
• P² quantile estimator rounding issue · 2021-10-26
• Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given wid... · 2021-10-19
• Optimal window of the trimmed Harrell-Davis quantile estimator, Part 2: Trying Planck-taper win... · 2021-10-12
• Optimal window of the trimmed Harrell-Davis quantile estimator, Part 1: Problems with the recta... · 2021-10-05
• Beta distribution highest density interval of the given width · 2021-09-28
• Quantile estimators based on k order statistics, Part 8: Winsorized Harrell-Davis quantile esti... · 2021-09-21
• Quantile estimators based on k order statistics, Part 7: Optimal threshold for the trimmed Harr... · 2021-09-14
• Quantile estimators based on k order statistics, Part 6: Continuous trimmed Harrell-Davis quant... · 2021-09-07
• Quantile estimators based on k order statistics, Part 5: Improving trimmed Harrell-Davis quanti... · 2021-08-31
• Quantile estimators based on k order statistics, Part 4: Adopting trimmed Harrell-Davis quantil... · 2021-08-24
• Quantile estimators based on k order statistics, Part 3: Playing with the Beta function · 2021-08-17
• Quantile estimators based on k order statistics, Part 2: Extending Hyndman-Fan equations · 2021-08-10
• Quantile estimators based on k order statistics, Part 1: Motivation · 2021-08-03
• Avoiding over-trimming with the trimmed Harrell-Davis quantile estimator · 2021-07-27
• Optimal threshold of the trimmed Harrell-Davis quantile estimator · 2021-07-20
• Estimating quantile confidence intervals: Maritz-Jarrett vs. jackknife · 2021-07-13
• Using Kish's effective sample size with weighted quantiles · 2021-07-06
• Partial binning compression of performance series · 2021-06-29
• Calculating gamma effect size for samples with zero median absolute deviation · 2021-06-22
• Discrete performance distributions · 2021-06-15
• Customization of the nonparametric Cohen's d-consistent effect size · 2021-06-08
• Robust alternative to statistical efficiency · 2021-06-01
• Improving the efficiency of the Harrell-Davis quantile estimator for special cases using custom... · 2021-05-25
• Comparing the efficiency of the Harrell-Davis, Sfakianakis-Verginis, and Navruz-Özdemir quantil... · 2021-05-18
• Dispersion exponential smoothing · 2021-05-11
• Quantile exponential smoothing · 2021-05-04
• Improving quantile-respectful density estimation for discrete distributions using jittering · 2021-04-27
• How to build a smooth density estimation for a discrete sample using jittering · 2021-04-20
• Kernel density estimation and discrete values · 2021-04-13
• Efficiency of the winsorized and trimmed Harrell-Davis quantile estimators · 2021-04-06
• Trimmed modification of the Harrell-Davis quantile estimator · 2021-03-30
• Efficiency of the Harrell-Davis quantile estimator · 2021-03-23
• Navruz-Özdemir quantile estimator · 2021-03-16
• Sfakianakis-Verginis quantile estimator · 2021-03-09
• Winsorized modification of the Harrell-Davis quantile estimator · 2021-03-02
• Misleading standard deviation · 2021-02-23
• Unbiased median absolute deviation based on the Harrell-Davis quantile estimator · 2021-02-16
• Unbiased median absolute deviation · 2021-02-09
• Comparing distribution quantiles using gamma effect size · 2021-02-02
• A single outlier could completely distort your Cohen's d value · 2021-01-26
• Fast implementation of the moving quantile based on the partitioning heaps, Part 2 · 2021-01-19
• MP² quantile estimator: estimating the moving median without storing values · 2021-01-12
• Case study: Accuracy of the MAD estimation using the Harrell-Davis quantile estimator (Gumbel d... · 2021-01-05
• Fast implementation of the moving quantile based on the partitioning heaps, Part 1 · 2020-12-29
• Coverage of quantile confidence intervals · 2020-12-22
• Statistical approaches for performance analysis · 2020-12-15
• Quantile confidence intervals for weighted samples · 2020-12-08
• Quantile absolute deviation: estimating statistical dispersion around quantiles · 2020-12-01
• Plain-text summary notation for multimodal distributions · 2020-11-17
• Intermodal outliers · 2020-11-10
• Lowland multimodality detection · 2020-11-03
• Quantile-respectful density estimation based on the Harrell-Davis quantile estimator · 2020-10-27
• Misleading histograms · 2020-10-20
• The importance of kernel density estimation bandwidth · 2020-10-13
• The median absolute deviation value of the Gumbel distribution · 2020-10-06
• Weighted quantile estimators · 2020-09-29
• Nonparametric Cohen's d-consistent effect size · 2020-06-25
• DoubleMAD outlier detector based on the Harrell-Davis quantile estimator · 2020-06-22
• Distribution comparison via the shift and ratio functions · 2019-10-11
• Normality is a myth · 2019-10-09
• Reflecting on performance testing · 2017-08-01