239 research outputs found
Bayesian Thought in Early Modern Detective Stories: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes
This paper reviews the maxims used by three early modern fictional
detectives: Monsieur Lecoq, C. Auguste Dupin and Sherlock Holmes. It find
similarities between these maxims and Bayesian thought. Poe's Dupin uses ideas
very similar to Bayesian game theory. Sherlock Holmes' statements also show
thought patterns justifiable in Bayesian terms.Comment: Published in the Statistical Science (http://www.imstat.org/sts/) by
the Institute of Mathematical Statistics (http://www.imstat.org
Discussion of: Bayesian views of an archaeological find
Discussion of ``Statistical analysis of an archeological find'' by Andrey
Feuerverger [arXiv:0804.0079]Comment: Published in at http://dx.doi.org/10.1214/08-AOAS99B the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
The Distribution, When the Residuals Are Small, of Statistics Testing Overidentifying Restrictions
In the estimation of simultaneous equation econometric models, overidentifying restrictions improve estimates of the remaining parameters. Natural test statistics for the hypothesis that an equation is overidentiļ¬ed have been developed by Anderson and Rubin and by Basmann. If the residuals are jointly normal, serially uncorrelated, and small, both the above overidentiļ¬cation test statistics have the Snedecor F distribution asymptotically as the variance of the residuals get small. This gives analytic conļ¬rmation of Monte Carlo results of Basmann. The results given apply to linear models in which predetermined variables can be exogenous or lagged endogenous
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