Archive for exercises

the travelling salesman

Posted in Statistics with tags , , , , , , , , on January 3, 2015 by xi'an

IMG_1099A few days ago, I was grading my last set of homeworks for the MCMC graduate course I teach to both Dauphine and ENSAE graduate students. A few students had chosen to write a travelling salesman simulated annealing code (Exercice 7.22 in Monte Carlo Statistical Methods) and one of them included this quote

“And when I saw that, I realized that selling was the greatest career a man could want. ‘Cause what could be more satisfying than to be able to go, at the age of eighty-four, into twenty or thirty different cities, and pick up a phone, and be remembered and loved and helped by so many different people ?”
Arthur Miller, Death of a Salesman

which was a first!

prayers and chi-square

Posted in Books, Kids, Statistics, University life with tags , , , , , , on November 25, 2014 by xi'an

One study I spotted in Richard Dawkins’ The God delusion this summer by the lake is a study of the (im)possible impact of prayer over patient’s recovery. As a coincidence, my daughter got this problem in her statistics class of last week (my translation):

1802 patients in 6 US hospitals have been divided into three groups. Members in group A was told that unspecified religious communities would pray for them nominally, while patients in groups B and C did not know if anyone prayed for them. Those in group B had communities praying for them while those in group C did not. After 14 days of prayer, the conditions of the patients were as follows:

  • out of 604 patients in group A, the condition of 249 had significantly worsened;
  • out of 601 patients in group B, the condition of 289 had significantly worsened;
  • out of 597 patients in group C, the condition of 293 had significantly worsened.

 Use a chi-square procedure to test the homogeneity between the three groups, a significant impact of prayers, and a placebo effect of prayer.

This may sound a wee bit weird for a school test, but she is in medical school after all so it is a good way to enforce rational thinking while learning about the chi-square test! (Answers: [even though the data is too sparse to clearly support a decision, esp. when using the chi-square test!] homogeneity and placebo effect are acceptable assumptions at level 5%, while the prayer effect is not [if barely].)

Emails I cannot reply to

Posted in Books, Statistics with tags , , , on May 26, 2010 by xi'an

I received this email yesterday from a reader of The Bayesian Choice (still selling on Amazon at a bargain price of  $32.97!)

can you guid me about  following  question kindly please? in  your  book “the bayesian choice ” chap.2 problem 2.45 asked :
if x has gamma distribution with shap parameter alpha and scale parameter tetha , and tetha has gamma distribution  with “v ” and “x0” parameters as shape and scale parameters show that bayes estimatore of tetha under Hellinger loss function is of the form of “k/(x+x0)”
if  we calculate Hellinger loss function for this distribution we see a loss function with nearly beta distribution.
i tried to earn this answer for bayes estimator ,but i could not  see this answer, can u give me a hint for this question?

Alas (?) I obviously cannot reply without providing the answer…. Of course, if there is a problem with this exercise, just let me know! But once you write down the Hellinger loss as

\text{L}(\theta,\delta) = 1 - \int \sqrt{ f_\theta(x) \,f_\delta(x) } \,\text{d}x

the remainder of the exercise is sheer calculus…