Publications by arthur charpentier
Your Life in Weeks
This week, I discovered a picture on http://waitbutwhy.com/, which represent a (so-called) typical human life, in weeks, I found that interesting. But the first problem is that I don’t understand the limit, below: 90 years, that’s not the average life length. That’s not what you should expect to live when you get born. The second problem ...
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Box plot, Fisher’s style
In a recent issue of Significance, I discovered an interesting – and amuzing – figure, about some box & beard plot, in Dr Fisher’s casebook: Beard the statistician in his den. In French, the box plot (introduced by John Tukey, not George Box, as discussed in a previous post) is popular under the name boîte à moustaches (box with a musta...
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Tukey and Mosteller’s Bulging Rule (and Ladder of Powers)
When discussing transformations in regression models, I usually briefly introduce the Box-Cox transform (see e.g. an old post on that topic) and I also mention local regressions and nonparametric estimators (see e.g. another post). But while I was working on my ACT6420 course (on predictive modeling, which is a VEE for the SOA), I read something...
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Conditional Distributions from some Elliptical Vectors
This winter, in my ACT8595 course, I asked my students (that was some homework) to prove that it was possible to derive the conditional distribution when we have a Student-t random vector (and to get the analytical expression of the later). But before, let us recall a standard result about the Gaussian vector. If is a Gaussian random vector,...
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Statistics, and the Goldilocks Principle
By the end of May, in Toronto, we had that great talk at the SSC by Jeff Rosenthal, on monte carlo techniques, and Jeff mention the name of “the Goldilocks principle” (it was in the contect of MCMC, and I did mention it in my talk in London on MCMC, when I discussed the value of the rejection rate of the Hastings Metropolis algori...
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Bayesian Wizardry for Muggles
Monday, I will be giving the closing talk of the R in Insurance Conference, in London, on Bayesian Computations for Actuaries, as to be more specific, Getting into Bayesian Wizardry… (with the eyes of a muggle actuary). The animated version of the slides (since we will spend some time on MCMC algorithm, I thought that animated graphs could be m...
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Income distribution and Tour de France
A few days ago, Jean-François Mignot published an interesting article entitled Tour de France 2014 : pourquoi le vainqueur gagne 100 fois plus que le 10e. In this article, we have the following graph, with the income of the cyclist, as a function of his final ranking (the data where downloaded from http://sportbuzzbusiness.fr/) > b...
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Coffee and Productivity
On Twitter, I was asked if there were serious research papers published on coffee consumption and labour productivity. There are some papers on coffee breaks and productivity, e.g. Productivity Through Coffee Breaks, but I could not find anything on coffee consumptions. Since I could not find any dataset with personal consumption (maybe I shoul...
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Cigarette and life expectancy
Yesterday evening, I uploaded a graph, with the labor productivity as a function of coffee consumption. Of course, it was for fun ! With this kind of regression, base on aggregated data, we can say almost anything, since most of them are correlated because of some (hidden) common factor, such as the wealth of the country. For instance, with a sim...
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The Pay-for-Performance Myth
Last week, Eric Chemi and Ariana Giorgi published an interesting article on “The Pay-for-Performance Myth” With all the public chatter about exorbitant executive compensation and income inequality, it’s useful to look at the relationship between chief executive officer pay and corporate performance. Typically, when the subject of their big...
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