The exponential distribution looks harmless enough: $$ f(x) = \frac{1}{\theta}e^{-x/\theta}$$ It looks like someone just took the exponential function and… Read more
Pointwise confidence interval estimates of survivor functions
The most commonly used descriptive method for survival data is the Kaplan-Meier estimator (also known as the product-limit estimator). It… Read more
Stabilization simulation of relative frequency
One of my favorite simulations is seeing how the relative frequency of an event stabilizes around a theoretical probability as… Read more
Simulating outcomes of a simple experiment
One of the first things you learn in an introductory mathematical statistics class is how to assign a probability model… Read more
Investigating the chi-square test of independence
Survey a random sample of 500 men and ask if they have seen Star Wars more than twice. Survey 500… Read more
Explaining and simulating a chi-square distribution
Randomly select several values, say 10, from a standard Normal distribution. That’s a Normal distribution with a mean of 0… Read more
Why the moment-generating function works
In a previous post, I described how a moment-generating function does what its name says it does. Still, though, it’s… Read more
Deriving the Poisson Distribution
The Poisson distribution can be derived from the binomial distribution by doing two steps: substitute \( \frac{\mu}{n} \) for p… Read more
Fume Cupboards
I was reading one of my favorite statistics books, Principles of Statistics, and came across a fun problem I decided… Read more
How many rolls of a die to see all sides at least once?
Say you have a fair die. (Most of them are these days.) You roll it once and observe a 3…. Read more