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Gamma functions

less than 1 minute read

Published:

Recall the factorial function of a non-negative integer \(n\) is given by \(\begin{aligned} n!=n\times (n-1)\times (n-2)\times (n-3)\times \cdots \times 2\times 1 \end{aligned}\) and the binomial coefficients are given by \(\begin{aligned} \begin{pmatrix} n\\ k \end{pmatrix} = \frac{n!}{k!(n-k)!} \end{aligned}\)

Absolute Continuities

less than 1 minute read

Published:

Absolutely continuity is particularly useful in statistics because any function that is absolute continuous must be differentiable almost everywhere and satisfies the fundamental theorem of calculus. As a result, any random variable that has an absolute continuous density function will be a continuous random variable.

Activation Functions

less than 1 minute read

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Here are some graphs of common activation functions.

Bahr and Esseen Inequality

less than 1 minute read

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Bahr and Esseen (1965) Inequality provides a useful moment bound on the absolute sum of independent variable. It states as follows: let \(X_1,X_2,\ldots , X_n\) be a sequence of independent r.v.’s with \(EX_i=0\) and \(E|X_i|<\infty,1\leq i\leq n.\) If \(r\) satisfies \(\begin{aligned} D(r)=\frac{13.52}{(2.6 \pi)^r}\Gamma(r)\sin (r\pi/2)<1 \text{ and } 1\leq r \leq 2, \end{aligned}\) then \(E|\sum^n_{i=1}X_i|^r\leq \frac{1}{1-D(r)}\sum^n_{i=1}|X_i|^r.\)

Below is a plot of \(D(r)\).

Stein's Method

less than 1 minute read

Published:

Stein’s method is a way to show that a random variable \(W\) has a distribution that is close to a target distribution (usually the normal distribution). Its idea is that if two random variables are similar, then the expectations of some functions of the two random variables being compared should be similar.

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publications

VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model

Published in Statistical Software Components S459293, 2024

vce_mcov is an eclass command that can be used after running reg. It replaces the entries of the variance matrix (stored in e(V)) relating to user-chosen parameter(s) of inferential interest with the Leave-Cluster-Out-Crossfit (LCOC) estimates (see Anatolyev and Ng, 2024). All postestimation commands will work as usual.

Recommended citation: Stanislav Anatolyev & Cheuk Fai Ng (2024). "VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model," Statistical Software Components S459293.

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teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.