Tag: Statistical Thinking

Programming Tips
Rick Wicklin 1
The probability integral transform

This article uses simulation to demonstrate the fact that any continuous distribution can be transformed into the uniform distribution on (0,1). The function that performs this transformation is a familiar one: it is the cumulative distribution function (CDF). A continuous CDF is defined as an integral, so the transformation is

Analytics
Rick Wicklin 3
The sample skewness is a biased statistic

The skewness of a distribution indicates whether a distribution is symmetric or not. The Wikipedia article about skewness discusses two common definitions for the sample skewness, including the definition used by SAS. In the middle of the article, you will discover the following sentence: In general, the [estimators]are both biased

Programming Tips
Rick Wicklin 3
What is a pooled variance?

The first time I saw a formula for the pooled variance, I was quite confused. It looked like Frankenstein's monster, assembled from bits and pieces of other quantities and brought to life by a madman. However, the pooled variance does not have to be a confusing monstrosity. The verb "to

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