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Statistical Formulas For Programmers

evanmiller.org

61–66 of 66 posts

Re: Statistical Formulas For Programmers

#61
Great resource. For anybody struggling with ANY formula... or even maths class. I'd encourage you to learn how Wolfram Alpha works:

http://www.wolframalpha.com/

I used it extensively for the development of different trading bots and algorithms. They say you need to be a real hotshot at maths to make it in that field. Little do they know that this world will soon belong to script-kiddies and hackers! Here's one of my favorites from them, this will rearrange any complex equation and make anything you like the subject:

http://www.wolframalpha.com/widgets/view.jsp?id=4be4308d0f9d...

The one thing you will have to learn is how to represent an equation in text based form, ie to use ^ to signify a power etc...

Re: Statistical Formulas For Programmers

#62
This is a good motivation, but it's plunging right into formulas, which is wrong-headed. Even the mean can be completely meaningless without eyeballing a plot of the data. Given that this is aimed at non-statisticians, it's critical that these points are made in Big Flashing Letters before we start handing out formulas that make people act like they have "superpowers".

The first superpower is to look at the data and see if it makes sense using your eyes and your brain, not to start spewing confidence intervals.

As other posters have pointed out, it is even more irresponsible to start waving around things like the t-test without discussing the parametric assumptions that these things depend on for their validity.

Re: Statistical Formulas For Programmers

#63
post #61

Great resource. For anybody struggling with ANY formula... or even maths class. I'd encourage you to learn how Wolfram Alpha works: http://www.wolframalpha.com/ I used it extensively for the development of different trading bots and algorithms. They say you need to be a real hotshot at maths to make it in that field. Little do they know that this world will soon belong to script-kiddies and hackers! Here's one of my…

Man, that would have been useful in college.

Re: Statistical Formulas For Programmers

#64
Ugh recipe-book statistics! This might be useful but not to programmers. No-one should be applying any of the more complex formulas on this page without a good basic grounding in the theory, which is something nearly all programmers will lack (and fair enough). The best place for programmers to start is understanding the basics of likelihood functions, maximum likelihood estimation, Bayes rule and likelihood ratio tests. Then look at e.g. the derivation of the chi-squared test statistic as an approximation to a likelihood ratio test of multinomial distributions to get a sense of where all the mysterious formulas of classical statistics come from.

Re: Statistical Formulas For Programmers

#66
post #63
post #61

Great resource. For anybody struggling with ANY formula... or even maths class. I'd encourage you to learn how Wolfram Alpha works: http://www.wolframalpha.com/ I used it extensively for the development of different trading bots and algorithms. They say you need to be a real hotshot at maths to make it in that field. Little do they know that this world will soon belong to script-kiddies and hackers! Here's one of my…

Man, that would have been useful in college.

Check this out for a demo of what it was designed to do.

This will solve the following complex equation (Find both X and Y):

x+y=10, x-y=4

http://www.wolframalpha.com/input/?i=x%2By%3D10%2C+x-y%3D4&#...

... and thats just scratching the surface. Kids studying maths these days don't know how good they have it. I struggled so much when I was younger.

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