$\newcommand{\0}{\mathbf 0}$$\newcommand{\one}{\mathbf 1}$In this post I’m going to work out the distribution of the area of a random parallelogram formed…
$\newcommand{\e}{\varepsilon}$$\newcommand{\one}{\mathbf 1}$Suppose I have collected data $X \in \mathbb R^{n\times p}$ ($n \geq p$ and $X$ is full column rank…
$\newcommand{\bern}{\text{Bern}}$$\newcommand{\vp}{\varphi}$$\newcommand{\e}{\varepsilon}$$\newcommand{\P}{\mathcal P}$$\newcommand{\Cov}{\text{Cov}}$$\newcommand{\E}{\text{E}}$$\newcommand{\one}{\mathbf 1}$$\newcommand{\s}{\mathbf s}$$\newcommand{\Disc}{\text{Disc}}$In this post I’m going to explore correlations between finitely-supported discrete variables. Bernoulli case I’ll begin with…
$\newcommand{\one}{\mathbf 1}$In this post I’m going to consider the following situation: there is a latent unobserved continuous-state Markov chain $Z…
$\newcommand{\e}{\varepsilon}$Suppose I’ve got a linear model $y = X\beta + \e$ with $\e \sim \mathcal N(0, \sigma^2 I)$ and $X\in\mathbb…
$\newcommand{\E}{\text{E}}$$\newcommand{\Var}{\text{Var}}$$\newcommand{\Y}{\mathcal Y}$Here I’m going to introduce Monte Carlo maximum likelihood estimation (MCMLE) and I’ll use it to fit a logistic…
$\newcommand{\x}{\mathbf x}$ In this post I’m going to dust off the shell method from first semester calculus and use it…