# Research

### 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)* - 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)* - Types of Finite-Sample Consistency with the Standard Deviation
*(February 7)* - 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)* - 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)* - 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)* - 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)* - Folded Medians
*(June 14)* - Gastwirth's Location Estimator
*(June 7)* - 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)* - 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)* - 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

- Ratio Function vs. Ratio Distribution
*(December 14)* - Shift Function vs. Shift Distribution
*(December 7)* - 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)*

#### 2020

- Fast Implementation of the Moving Quantile Based on the Partitioning Heaps
*(December 29)* - Coverage of Quantile Confidence Intervals
*(December 22)* - 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)*