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bio website itr.unisa.edu.au/~mckillrg
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visits member for 4 years, 6 months
seen Oct 5 at 0:11

Oct
15
comment Estimating direction from a distribution on a circle
I will Will, I will. Just give me a little time.
Oct
15
comment Estimating direction from a distribution on a circle
Actually, I lie. In this case, I think this is exactly what you want to do! I recommend this answer be marked as correct. My answers can just be considered as advertising for the important and interesting the field of circular statistics.
Oct
15
comment Estimating direction from a distribution on a circle
That's a good answer Niels, and I believe it will work quite well in this case. One trouble I see is that by squaring you have multiplied the 'noise' (if you like) by 2. So, I think that this estimator will be consistent, but not efficient.
Oct
14
comment Estimating direction from a distribution on a circle
@Andrei: If you have further questions, feel free to send me an email.
Oct
14
comment Estimating direction from a distribution on a circle
Hi Will, I use metapost. The actually data for the pdf (it's a weighted sum of von Mises distributions by the way) comes from a java library (unfortunately) and then the plotting gets done by metapost. At some point I plan on releasing all of the code I have for simulations and plotting under the CRAPL matt.might.net/articles/crapl. However, at the moment I feel the code is even too crap for the CRAPL :(
Oct
14
comment A stochastic process that is 1st and 2nd order (strictly) stationary, but not 3rd order stationary
@Pablo: Thanks very much for this! This is a definitely a neat and simple example.
Oct
14
accepted A stochastic process that is 1st and 2nd order (strictly) stationary, but not 3rd order stationary
Oct
14
answered Estimating direction from a distribution on a circle
Oct
14
answered Estimating direction from a distribution on a circle
Oct
14
asked A stochastic process that is 1st and 2nd order (strictly) stationary, but not 3rd order stationary
Oct
10
comment Is the operator norm always attained on a $\{0,1\}$-vector?
Nice answer! Is it true that your vector $v$ is an example of what is sometimes called a `badly approximable vector'?
Oct
3
comment You pass X people and Y people pass you: how relatively fast are you?
I actually just got back from a run when I read this question. I almost want to go for another run to experiment :)
Oct
3
comment You pass X people and Y people pass you: how relatively fast are you?
+1 I really like this question!
Sep
28
comment The difference between Principal Components Analysis (PCA) and Factor Analysis (FA)
You will probably get a better answer to this on stats.stackexchange.com/questions
Sep
19
comment estimate the error term in CLT
@mr.gondolier: Is $f(x) = x^4$ allowed? You state in the question that $f(x)$ is bounded.
Sep
5
comment Computing equivalent vector of random variables from covarience matrix
@Didier: See my comment on Darsh's answer.
Sep
4
comment Computing equivalent vector of random variables from covarience matrix
It depends on what you are doing. Say you want uniformly distributed random variables with a particular correlation structure. You can't just generate uncorrelated uniform random variables and apply the Cholesky decomposition because a sum of uniform random variables is no longer uniform. It will have the correct correlation (as you show) but the marginal distributions will not be uniform.
Sep
4
comment get standard error from correlation coefficient?
You will probably have more luck with this question on stats.stackexchange.com.
Sep
4
answered Computing equivalent vector of random variables from covarience matrix
Sep
4
comment Demonstrating that rigour is important
Still, I did like Daniel's plane story :)