Publications by ntguardian
Time Series and MCHT
Introduction Over the past few weeks I’ve published articles about my new package, MCHT, starting with an introduction, a further technical discussion, demonstrating maximized Monte Carlo (MMC) hypothesis testing, bootstrap hypothesis testing, and last week I showed how to handle multi-sample and multivariate data. This is the final article whe...
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The Distribution of Time Between Recessions: Revisited (with MCHT)
Introduction These past few weeks I’ve been writing about a new package I created, MCHT. Those blog posts were basically tutorials demonstrating how to use the package. (Read the first in the series here.) I’m done for now explaining the technical details of the package. Now I’m going to use the package for purpose I initially had: explorin...
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Making a Profit with Henry Wan in Arkham Horror: The Card Game
Introduction The Forgotten Age cycle of Arkham Horror is at a close and Fantasy Flight Games already announced the next cycle, The Circle Undone. Not only that, they’ve announced two mythos packs at a rate that… surprised me. A new cycle announcement and two mythos pack announcements in less than two months? Am I the only one who finds the n...
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Problems in Estimating GARCH Parameters in R (Part 2; rugarch)
Introduction Now here is a blog post that has been sitting on the shelf far longer than it should have. Over a year ago I wrote an article about problems I was having when estimating the parameters of a GARCH(1,1) model in R. I documented the behavior of parameter estimates (with a focus on ) and perceived pathological behavior when those estimat...
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Organizing R Research Projects: CPAT, A Case Study
Introduction Months ago, I asked a question to the community: how should I organize my R research projects? After writing that post, doing some reading, then putting a plan in practice, I now have my own answer. First, some background. In the early months of 2016 I began a research project with my current Ph.D. advisor that involved extensive co...
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Introducing Rank Data Analysis with Arkham Horror Data
Introduction Last week I analyzed player rankings of the Arkham Horror LCG classes. This week I explain what I did in the data analysis. As I mentioned, this is the first time that I attempted inference with rank data, and I discovered how rich the subject is. A lot of the tools for the analysis I had to write myself, so you now have the code I d...
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What is the probability that in a box of a dozen donuts picked from 14 flavors there’s no more than 3 flavors in the box?
Problem Dave’s Donuts offers 14 flavors of donuts (consider the supply of each flavor as being unlimited). The “grab bag” box consists of flavors randomly selected to be in the box, each flavor equally likely for each one of the dozen donuts. What is the probability that at most three flavors are in the grab bag box of a dozen? Solution Fo...
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CPAT and the Rényi-Type Statistic; End-of-Sample Change Point Detection in R
This article is also available in PDF form. Introduction I started my first research project as a graduate student when I was only in the MSTAT program at the University of Utah, at the very end of 2015 (or very beginning of 2016; not sure exactly when) with my current advisor, Lajos Horváth. While I am disappointed it took this long, I am gl...
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Grades Aren’t Normal
Introduction This article is also available in PDF form. A while back someone posted on Reddit about the grading policies of their academic department. Specifically, the department chair made a statement claiming that grades should be Normally distributed with a C average. I responded, claiming that no statistician would ever take the idea that ...
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