This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

Everyone agrees the normal distribution isn't a great statistical model for stock market returns, but no generally accepted alternative has emerged. A bottom-up simulation points to the Laplace ...

The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a ...

Circular statistics is a specialised subfield of statistics that focuses on analysing data points distributed on a circle. Unlike conventional linear statistics, circular data is characterised by ...

This is a preview. Log in through your library . Publisher Information The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and ...