Tag: statistics
All the articles with the tag "statistics".
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Stein's paradox
Posted on:In three or more dimensions the sample mean is dominated everywhere by a shrinkage estimator. The reason is the Gaussian shell, and the idea is a precursor of ridge regression.
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Nearest neighbor breaks in high dimensions
Posted on:In high dimensions, all pairwise distances become essentially equal. Nearest and farthest neighbor are no longer meaningfully different. A short geometric tour of the curse of dimensionality.
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St. Petersburg paradox
Posted on:A coin-toss game whose expected winnings are infinite, and why nobody would pay much to play: expectation against intuition, resolved by practical constraints.