# Posts about Statistics

## 2022

- 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)*