Stochastic Cache

 Site Map New Stuff   (Click on it. Click on the graph in the upper right too.) How to Contact Charles Annis, P.E. Telephone     561-352-9699 eFAX     (614) 455-3265 Postal Address 36 Governors Court Palm Beach Gardens, Florida 33418-7161

Electronic Mail
AnnisC@ASME.org

Places to go for statistical information.

Histogram
The ubiquitous histogram doesn't always tell the story as clearly as it seems to.

Bayes's Theorem
Venn diagrams illustrate conditional probabilities.

Workshops in StatisticalEngineering

I'm still retooling this website.  Please be patient.

Statistical Factoids

 Probability and Statistics ... ... are not one and the same. The differences are not nuanced. They are Apples and Oranges. Reading List I am often asked to recommend a "good statistics text." Here are a few that I refer to often. R-squared ... ... is an often misused goodness-of-fit metric, where bigger isn't always better. Other Measures R-squared isn't the only way to judge how well the model works. Curse of Dimensionality Direct-sampling Monte Carlo requires the number of samples per variable to increase exponentially with the number of variables to maintain a given level of accuracy. convergence in distribution We engineers are familiar with convergence to a point, but what of convergence to a distribution? extreme value distributions The largest, or smallest, observation in a sample has one of three possible distributions.  This is another example of "convergence in distribution." Joint, Marginal, and Conditional Probability We engineers often play fast and loose with joint, marginal, and conditional probabilities - to our detriment. Correlation When the correlation between two variables is zero, they're not realted.   Right?  Wrong! Outliers Often infuriating, these can be very informative too. Wrong Grid? Choose wisely - to avoid embarrassment. Bayesian Thinking ... including an example from NDE InterOcular Trauma Test Sometimes the best Goodness-of-Fit test is the easiest. Central Limit Theorem Why is the Average of nearly anything always Normal ? Bayesian Updating We use Bayesian Statistics every day without knowing it. Sums of Random Variables Sometimes you need to know the distribution of some combination of things.  Here's an example. Distributional Inter-relationships There are myriad probability distributions.  But did you know that most are related to one another, and ultimately related to the Normal? Goodness-of-Fit We engineers often use a statistical distribution without checking to see if it's doing a good job.  Here's how to fix that.
Electronic Mail
Charles.Annis@StatisticalEngineering.com

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