http://www.johndcook.com/blog/2008/10/02/testing-and-getting-nowhere/ The blog of John D. Cook Sat, 11 Feb 2012 01:10:06 -0500 http://wordpress.org/?v=2.8.4 hourly 1 http://www.johndcook.com/blog/2008/10/02/testing-and-getting-nowhere/comment-page-1/#comment-97428 The single big jump principle — The Endeavour Tue, 09 Aug 2011 13:34:37 +0000 http://www.johndcook.com/blog/?p=487#comment-97428 [...] are subexponential? Any heavy-tailed distribution you’re likely to have heard of: Cauchy, Lévy, Weibull (with shape < 1), log-normal, [...] [...] are subexponential? Any heavy-tailed distribution you’re likely to have heard of: Cauchy, Lévy, Weibull (with shape < 1), log-normal, [...]

]]> http://www.johndcook.com/blog/2008/10/02/testing-and-getting-nowhere/comment-page-1/#comment-7296 EastwoodDC Fri, 03 Oct 2008 16:12:39 +0000 http://www.johndcook.com/blog/?p=487#comment-7296 Someone once came to ask me about the problems they were having with their stats. It turns out they were essentially taking the ratio of two normals. I had to explain that this was a bad idea. Someone once came to ask me about the problems they were having with their stats. It turns out they were essentially taking the ratio of two normals. I had to explain that this was a bad idea.

]]> http://www.johndcook.com/blog/2008/10/02/testing-and-getting-nowhere/comment-page-1/#comment-7292 John Venier Fri, 03 Oct 2008 15:51:30 +0000 http://www.johndcook.com/blog/?p=487#comment-7292 Or you could get Cauchys by just taking the quotient of two independant standard normal random numbers. Or you could get Cauchys by just taking the quotient of two independant standard normal random numbers.

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