Understanding the difference between multivariate normal distributions and Gaussian copulas, with practical Python implementations.
Mar 22, 2025
A step-by-step mathematical derivation of Kendall's Tau correlation coefficient, showing how concordant and discordant pairs lead to the elegant sgn function formula.
Mar 22, 2025
A complete mathematical derivation showing how Kendall's tau emerges from the copula integral formula τ = 4∫₀¹∫₀¹C(u,v)dC(u,v) - 1
Mar 22, 2025
Exploring the fundamental connection between likelihood ratio tests and chi-square distributions through Wilks' theorem, with formal proofs and practical examples.
Jan 15, 2025
Easily learn Python in 10 minutes!
Oct 24, 2024
A comprehensive derivation showing that when testing a single linear contrast in regression, the squared t-statistic equals the corresponding F-statistic, including detailed proofs of variance properties and constraint sum of squares.
Jan 15, 2024