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An Angelic Aspect of The Cauchy Distribution

In statistical literature, the Cauchy distribution is often branded as "evil" or "pathological" because it lacks well-defined mean, variance, or any higher-order moments. As a result, it is frequently used as a counterexample to demonstrate the breakdown of certain statistical laws, such as the Central Limit Theorem and the Law of Large Numbers - and has otherwise seen limited practical use. Interestingly, a recent publication by Liu and Xie (2020) uncovers an angelic side of

Bootstrap and Bayesian Inference

You might have heard that the bootstrap procedure can be seen as an approximation of Bayesian inference. This post presents two examples...

Simulating Correlated Bernoulli Data

Correlated Bernoulli data are quite common in medical research and clinical trials. In most cases, the correlations between the binary...

The Log-Rank Test

Consider a video game played by two teams: 𝑚 boys vs 𝑛 girls. Each player puts $1 on the table (ticket price), then all players start...

The Pathological Distribution Behind the Number Needed to Treat (NNT)

A recent LinkedIn post by a fellow statistician caught my attention. The author touted the appealing concept of NNT, which is widely understood, but apparently overlooked a serious statistical problem: the commonly used naive estimator of NNT has an ill-behaved (pathological) distribution, making it particularly challenging to draw valid statistical inferences. Sadly, in my view, the use of NNT in medical research has become another example of a poor practice embraced by many

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