Slash distributions offer a flexible framework for modelling heavy-tailed phenomena and atypical data behaviour in statistical inference. Originating as a means to construct distributions with high ...

The Annals of Statistics, Vol. 49, No. 4, Memorial issue for Charles Stein (August 2021), pp. 1864-1903 (40 pages) Stein’s formula states that a random variable of the form zT f (z) − div f(z) is mean ...

We investigate the behavior of Fourier transforms for a wide class of nonstationary nonlinear processes. Asymptotic central and noncentral limit theorems are established for a class of nondegenerate ...

Introduces exploratory data analysis, probability theory, statistical inference, and data modeling. Topics include discrete and continuous probability distributions, expectation, laws of large numbers ...

Statistics is all about getting data and analysing it and using it to answer questions about the world be that in terms of Economics, Finance or public opinions. The applications are numerous The LSE ...

Confidence intervals are computed from a random sample and therefore they are also random. The long run behavior of a 95% confidence interval is such that we’d expect 95% of the confidence intervals ...