## Similar

-The New York Times Book Review

Nate Silver built an innovative system for predicting baseball performance, predicted the 2008 election within a hair’s breadth, and became a national sensation as a blogger—all by the time he was thirty. He solidified his standing as the nation's foremost political forecaster with his near perfect prediction of the 2012 election. Silver is the founder and editor in chief of the website FiveThirtyEight.

Drawing on his own groundbreaking work, Silver examines the world of prediction, investigating how we can distinguish a true signal from a universe of noisy data. Most predictions fail, often at great cost to society, because most of us have a poor understanding of probability and uncertainty. Both experts and laypeople mistake more confident predictions for more accurate ones. But overconfidence is often the reason for failure. If our appreciation of uncertainty improves, our predictions can get better too. This is the “prediction paradox”: The more humility we have about our ability to make predictions, the more successful we can be in planning for the future.

In keeping with his own aim to seek truth from data, Silver visits the most successful forecasters in a range of areas, from hurricanes to baseball, from the poker table to the stock market, from Capitol Hill to the NBA. He explains and evaluates how these forecasters think and what bonds they share. What lies behind their success? Are they good—or just lucky? What patterns have they unraveled? And are their forecasts really right? He explores unanticipated commonalities and exposes unexpected juxtapositions. And sometimes, it is not so much how good a prediction is in an absolute sense that matters but how good it is relative to the competition. In other cases, prediction is still a very rudimentary—and dangerous—science.

Silver observes that the most accurate forecasters tend to have a superior command of probability, and they tend to be both humble and hardworking. They distinguish the predictable from the unpredictable, and they notice a thousand little details that lead them closer to the truth. Because of their appreciation of probability, they can distinguish the signal from the noise.

With everything from the health of the global economy to our ability to fight terrorism dependent on the quality of our predictions, Nate Silver’s insights are an essential read.

These may not sound like typical questions for an economist to ask. But Steven D. Levitt is not a typical economist. He is a much-heralded scholar who studies the riddles of everyday life—from cheating and crime to sports and child-rearing—and whose conclusions turn conventional wisdom on its head.

Freakonomics is a groundbreaking collaboration between Levitt and Stephen J. Dubner, an award-winning author and journalist. They usually begin with a mountain of data and a simple question. Some of these questions concern life-and-death issues; others have an admittedly freakish quality. Thus the new field of study contained in this book: Freakonomics.

Through forceful storytelling and wry insight, Levitt and Dubner show that economics is, at root, the study of incentives—how people get what they want, or need, especially when other people want or need the same thing. In Freakonomics, they explore the hidden side of . . . well, everything. The inner workings of a crack gang. The truth about real-estate agents. The myths of campaign finance. The telltale marks of a cheating schoolteacher. The secrets of the Ku Klux Klan.

What unites all these stories is a belief that the modern world, despite a great deal of complexity and downright deceit, is not impenetrable, is not unknowable, and—if the right questions are asked—is even more intriguing than we think. All it takes is a new way of looking.

Freakonomics establishes this unconventional premise: If morality represents how we would like the world to work, then economics represents how it actually does work. It is true that readers of this book will be armed with enough riddles and stories to last a thousand cocktail parties. But Freakonomics can provide more than that. It will literally redefine the way we view the modern world.

Bonus material added to the revised and expanded 2006 edition

The original New York Times Magazine article about Steven D. Levitt by Stephen J. Dubner, which led to the creation of this book.Seven “Freakonomics” columns written for the New York Times Magazine, published between August 2005 and April 2006.Selected entries from the Freakonomics blog, posted between April 2005 and May 2006 at http://www.freakonomics.com/blog/.For those who slept through Stats 101, this book is a lifesaver. Wheelan strips away the arcane and technical details and focuses on the underlying intuition that drives statistical analysis. He clarifies key concepts such as inference, correlation, and regression analysis, reveals how biased or careless parties can manipulate or misrepresent data, and shows us how brilliant and creative researchers are exploiting the valuable data from natural experiments to tackle thorny questions.

And in Wheelan’s trademark style, there’s not a dull page in sight. You’ll encounter clever Schlitz Beer marketers leveraging basic probability, an International Sausage Festival illuminating the tenets of the central limit theorem, and a head-scratching choice from the famous game show Let’s Make a Deal—and you’ll come away with insights each time. With the wit, accessibility, and sheer fun that turned Naked Economics into a bestseller, Wheelan defies the odds yet again by bringing another essential, formerly unglamorous discipline to life.

The Essentials For Dummies Series

Dummies is proud to present our new series, The Essentials ForDummies. Now students who are prepping for exams, preparing tostudy new material, or who just need a refresher can have aconcise, easy-to-understand review guide that covers an entirecourse by concentrating solely on the most important concepts. Fromalgebra and chemistry to grammar and Spanish, our expert authorsfocus on the skills students most need to succeed in a subject.

The assumption that metrics comparing us to an average—like GPAs, personality test results, and performance review ratings—reveal something meaningful about our potential is so ingrained in our consciousness that we don’t even question it. That assumption, says Harvard’s Todd Rose, is spectacularly—and scientifically—wrong.

In The End of Average, Rose, a rising star in the new field of the science of the individual shows that no one is average. Not you. Not your kids. Not your employees. This isn’t hollow sloganeering—it’s a mathematical fact with enormous practical consequences. But while we know people learn and develop in distinctive ways, these unique patterns of behaviors are lost in our schools and businesses which have been designed around the mythical “average person.” This average-size-fits-all model ignores our differences and fails at recognizing talent. It’s time to change it.

Weaving science, history, and his personal experiences as a high school dropout, Rose offers a powerful alternative to understanding individuals through averages: the three principles of individuality. The jaggedness principle (talent is always jagged), the context principle (traits are a myth), and the pathways principle (we all walk the road less traveled) help us understand our true uniqueness—and that of others—and how to take full advantage of individuality to gain an edge in life.

Read this powerful manifesto in the ranks of Drive, Quiet, and Mindset—and you won’t see averages or talent in the same way again.

The fun and easy way to get down to business with statistics

Stymied by statistics? No fear? this friendly guide offers clear, practical explanations of statistical ideas, techniques, formulas, and calculations, with lots of examples that show you how these concepts apply to your everyday life.

Statistics For Dummies shows you how to interpret and critique graphs and charts, determine the odds with probability, guesstimate with confidence using confidence intervals, set up and carry out a hypothesis test, compute statistical formulas, and more.

Tracks to a typical first semester statistics courseUpdated examples resonate with today's studentsExplanations mirror teaching methods and classroom protocolPacked with practical advice and real-world problems, Statistics For Dummies gives you everything you need to analyze and interpret data for improved classroom or on-the-job performance.

Two of the authors co-wrote The Elements of Statistical Learning (Hastie, Tibshirani and Friedman, 2nd edition 2009), a popular reference book for statistics and machine learning researchers. An Introduction to Statistical Learning covers many of the same topics, but at a level accessible to a much broader audience. This book is targeted at statisticians and non-statisticians alike who wish to use cutting-edge statistical learning techniques to analyze their data. The text assumes only a previous course in linear regression and no knowledge of matrix algebra.

By showing us the true nature of chance and revealing the psychological illusions that cause us to misjudge the world around us, Mlodinow gives us the tools we need to make more informed decisions. From the classroom to the courtroom and from financial markets to supermarkets, Mlodinow's intriguing and illuminating look at how randomness, chance, and probability affect our daily lives will intrigue, awe, and inspire.

From the Trade Paperback edition.

The book is divided into three parts and begins with the basics: models, probability, Bayes’ rule, and the R programming language. The discussion then moves to the fundamentals applied to inferring a binomial probability, before concluding with chapters on the generalized linear model. Topics include metric-predicted variable on one or two groups; metric-predicted variable with one metric predictor; metric-predicted variable with multiple metric predictors; metric-predicted variable with one nominal predictor; and metric-predicted variable with multiple nominal predictors. The exercises found in the text have explicit purposes and guidelines for accomplishment.

This book is intended for first-year graduate students or advanced undergraduates in statistics, data analysis, psychology, cognitive science, social sciences, clinical sciences, and consumer sciences in business.

Accessible, including the basics of essential concepts of probability and random samplingExamples with R programming language and JAGS softwareComprehensive coverage of all scenarios addressed by non-Bayesian textbooks: t-tests, analysis of variance (ANOVA) and comparisons in ANOVA, multiple regression, and chi-square (contingency table analysis)Coverage of experiment planningR and JAGS computer programming code on websiteExercises have explicit purposes and guidelines for accomplishmentProvides step-by-step instructions on how to conduct Bayesian data analyses in the popular and free software R and WinBugsThe authors first present an overview of publicly available baseball datasets and a gentle introduction to the type of data structures and exploratory and data management capabilities of R. They also cover the traditional graphics functions in the base package and introduce more sophisticated graphical displays available through the lattice and ggplot2 packages. Much of the book illustrates the use of R through popular sabermetrics topics, including the Pythagorean formula, runs expectancy, career trajectories, simulation of games and seasons, patterns of streaky behavior of players, and fielding measures. Each chapter contains exercises that encourage readers to perform their own analyses using R. All of the datasets and R code used in the text are available online.

This book helps readers answer questions about baseball teams, players, and strategy using large, publically available datasets. It offers detailed instructions on downloading the datasets and putting them into formats that simplify data exploration and analysis. Through the book’s various examples, readers will learn about modern sabermetrics and be able to conduct their own baseball analyses.

The author begins with basic characteristics of financial timeseries data before covering three main topics:

Analysis and application of univariate financial timeseriesThe return series of multiple assetsBayesian inference in finance methodsKey features of the new edition include additional coverage ofmodern day topics such as arbitrage, pair trading, realizedvolatility, and credit risk modeling; a smooth transition fromS-Plus to R; and expanded empirical financial data sets.

The overall objective of the book is to provide some knowledgeof financial time series, introduce some statistical tools usefulfor analyzing these series and gain experience in financialapplications of various econometric methods.

Recent advances in the field, particularly Parrondo's paradox, have triggered a surge of interest in the statistical and mathematical theory behind gambling. This interest was acknowledge in the motion picture, "21," inspired by the true story of the MIT students who mastered the art of card counting to reap millions from the Vegas casinos. Richard Epstein's classic book on gambling and its mathematical analysis covers the full range of games from penny matching to blackjack, from Tic-Tac-Toe to the stock market (including Edward Thorp's warrant-hedging analysis). He even considers whether statistical inference can shed light on the study of paranormal phenomena. Epstein is witty and insightful, a pleasure to dip into and read and rewarding to study. The book is written at a fairly sophisticated mathematical level; this is not "Gambling for Dummies" or "How To Beat The Odds Without Really Trying." A background in upper-level undergraduate mathematics is helpful for understanding this work.

o Comprehensive and exciting analysis of all major casino games and variants o Covers a wide range of interesting topics not covered in other books on the subject o Depth and breadth of its material is unique compared to other books of this nature

Richard Epstein's website: www.gamblingtheory.net

". . . [this book] should be on the shelf of everyone interestedin . . . longitudinal data analysis."

—Journal of the American Statistical Association

Features newly developed topics and applications of theanalysis of longitudinal data

Applied Longitudinal Analysis, Second Edition presentsmodern methods for analyzing data from longitudinal studies and nowfeatures the latest state-of-the-art techniques. The bookemphasizes practical, rather than theoretical, aspects of methodsfor the analysis of diverse types of longitudinal data that can beapplied across various fields of study, from the health and medicalsciences to the social and behavioral sciences.

The authors incorporate their extensive academic and researchexperience along with various updates that have been made inresponse to reader feedback. The Second Edition features six newlyadded chapters that explore topics currently evolving in the field,including:

Fixed effects and mixed effects modelsMarginal models and generalized estimating equationsApproximate methods for generalized linear mixed effectsmodelsMultiple imputation and inverse probability weightedmethodsSmoothing methods for longitudinal dataSample size and powerEach chapter presents methods in the setting of applications todata sets drawn from the health sciences. New problem sets havebeen added to many chapters, and a related website features sampleprograms and computer output using SAS, Stata, and R, as well asdata sets and supplemental slides to facilitate a completeunderstanding of the material.

With its strong emphasis on multidisciplinary applications andthe interpretation of results, Applied LongitudinalAnalysis, Second Edition is an excellent book for courses onstatistics in the health and medical sciences at theupper-undergraduate and graduate levels. The book also serves as avaluable reference for researchers and professionals in themedical, public health, and pharmaceutical fields as well as thosein social and behavioral sciences who would like to learn moreabout analyzing longitudinal data.

Each chapter presents easy-to-follow descriptions, along with graphics, formulas, solved examples, and hands-on exercises. If you want to perform common statistical analyses and learn a wide range of techniques without getting in over your head, this is your book.

Learn basic concepts of measurement and probability theory, data management, and research designDiscover basic statistical procedures, including correlation, the t-test, the chi-square and Fisher’s exact tests, and techniques for analyzing nonparametric dataLearn advanced techniques based on the general linear model, including ANOVA, ANCOVA, multiple linear regression, and logistic regressionUse and interpret statistics for business and quality improvement, medical and public health, and education and psychologyCommunicate with statistics and critique statistical information presented by others· Downloadable data sets

· Library of computer programs in SAS, SPSS, Stata, HLM, MLwiN, and more

· Additional material for data analysis

- Calculating descriptive statistics

- Measures of central tendency: mean, median, and mode

- Probability

- Variance analysis

- Inferential statistics

- Hypothesis testing

- Organizing data into statistical charts and tables

This major new edition features many topics not covered in the original, including graphical models, random forests, ensemble methods, least angle regression & path algorithms for the lasso, non-negative matrix factorization, and spectral clustering. There is also a chapter on methods for ``wide'' data (p bigger than n), including multiple testing and false discovery rates.

Trevor Hastie, Robert Tibshirani, and Jerome Friedman are professors of statistics at Stanford University. They are prominent researchers in this area: Hastie and Tibshirani developed generalized additive models and wrote a popular book of that title. Hastie co-developed much of the statistical modeling software and environment in R/S-PLUS and invented principal curves and surfaces. Tibshirani proposed the lasso and is co-author of the very successful An Introduction to the Bootstrap. Friedman is the co-inventor of many data-mining tools including CART, MARS, projection pursuit and gradient boosting.

The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces.

The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.

Assuming no knowledge of programming, this book guides the reader through both programming and built-in functions to easily exploit MATLAB's extensive capabilities for tackling engineering problems. The book starts with programming concepts, such as variables, assignments, and selection statements, moves on to loops, and then solves problems using both the programming concept and the power of MATLAB. In-depth coverage is given to input/output, a topic fundamental to many engineering applications.

Winner of a 2017 Textbook Excellence Award (Texty) from the Textbook and Academic Authors AssociationPresents programming concepts and MATLAB built-in functions side-by-sideOffers a systematic, step-by-step approach, building on concepts throughout the book and facilitating easier learningIncludes sections on common pitfalls and programming guidelines to direct students toward best practicesCombines basic programming concepts, built-in functions, and advanced topics for problem solving with MATLAB to make this book uniquely suitable for a wide range of courses teaching or using MATLAB across the curriculumAdvanced stats give hockeyÍs powerbrokers an edge, and now fans can get in on the action. Stat Shot is a fun and informative guide hockey fans can use to understand and enjoy what analytics says about team building, a playerÍs junior numbers, measuring faceoff success, recording save percentage, the most one-sided trades in history, and everything you ever wanted to know about shot-based metrics. Acting as an invaluable supplement to traditional analysis, Stat Shot can be used to test the validity of conventional wisdom, and to gain insight into what teams are doing behind the scenes „ or maybe what they should be doing.

Whether looking for a reference for leading-edge research and hard-to-find statistical data, or for passionate and engaging storytelling, Stat Shot belongs on every serious hockey fanÍs bookshelf.

1,001 Statistics Practice Problems For Dummies takes youbeyond the instruction and guidance offered in Statistics ForDummies to give you a more hands-on understanding of statistics.The practice problems offered range in difficulty, includingdetailed explanations and walk-throughs.

In this series, every step of every solution is shown withexplanations and detailed narratives to help you solve eachproblem. With the book purchase, you’ll also get access topractice statistics problems online. This content features 1,001practice problems presented in multiple choice format; on-the-goaccess from smart phones, computers, and tablets; customizablepractice sets for self-directed study; practice problemscategorized as easy, medium, or hard; and a one-year subscriptionwith book purchase.

Offers on-the-go access to practice statistics problemsGives you friendly, hands-on instruction1,001 statistics practice problems that range indifficulty1,001 Statistics Practice Problems For Dummies providesample practice opportunities for students who may have takenstatistics in high school and want to review the most importantconcepts as they gear up for a faster-paced college class.

Hate math? No sweat. You’ll be amazed at how little you need. Like math? Optional "Equation Blackboard" sections reveal the mathematical foundations of statistics right before your eyes. If you need to understand, evaluate, or use statistics in business, academia, or anywhere else, this is the book you've been searching for!

The second edition adds a discussion of vector auto-regressive, structural vector auto-regressive, and structural vector error-correction models. To analyze the interactions between the investigated variables, further impulse response function and forecast error variance decompositions are introduced as well as forecasting. The author explains how these model types relate to each other.

The R language is recognized as one of the most powerful andflexible statistical software packages, enabling users to applymany statistical techniques that would be impossible without suchsoftware to help implement such large data sets. R has become anessential tool for understanding and carrying out research.

This edition:

Features full colour text and extensive graphicsthroughout.Introduces a clear structure with numbered section headings tohelp readers locate information more efficiently.Looks at the evolution of R over the past five years.Features a new chapter on Bayesian Analysis andMeta-Analysis.Presents a fully revised and updated bibliography and referencesection.Is supported by an accompanying website allowing examples fromthe text to be run by the user.

Praise for the first edition:

‘…if you are an R user or wannabe R user, this textis the one that should be on your shelf. The breadth oftopics covered is unsurpassed when it comes to texts on dataanalysis in R.’ (The American Statistician, August2008)

‘The High-level software language of R is setting standardsin quantitative analysis. And now anybody can get to grips with itthanks to The R Book…’ (Professional Pensions,July 2007)

• Construct and interpret statistical charts and tables with Excel or OpenOffice.org Calc 3

• Work with mean, median, mode, standard deviation, Z scores, skewness, and other descriptive statistics

• Use probability and probability distributions

• Work with sampling distributions and confidence intervals

• Test hypotheses with Z, t, chi-square, ANOVA, and other techniques

• Perform powerful regression analysis and modeling

• Use multiple regression to develop models that contain several independent variables

• Master specific statistical techniques for quality and Six Sigma programs

About the Web Site

Download practice files, templates, data sets, and sample spreadsheet models—including ready-to-use solutions for your own work! www.ftpress.com/youcanlearnstatistics2e

"It is, as far as I'm concerned, among the best books in math ever written....if you are a mathematician and want to have the top reference in probability, this is it." (Amazon.com, January 2006)

A complete and comprehensive classic in probability and measure theory

Probability and Measure, Anniversary Edition by Patrick Billingsley celebrates the achievements and advancements that have made this book a classic in its field for the past 35 years. Now re-issued in a new style and format, but with the reliable content that the third edition was revered for, this Anniversary Edition builds on its strong foundation of measure theory and probability with Billingsley's unique writing style. In recognition of 35 years of publication, impacting tens of thousands of readers, this Anniversary Edition has been completely redesigned in a new, open and user-friendly way in order to appeal to university-level students.

This book adds a new foreward by Steve Lally of the Statistics Department at The University of Chicago in order to underscore the many years of successful publication and world-wide popularity and emphasize the educational value of this book. The Anniversary Edition contains features including:

An improved treatment of Brownian motionReplacement of queuing theory with ergodic theoryTheory and applications used to illustrate real-life situationsOver 300 problems with corresponding, intensive notes and solutionsUpdated bibliographyAn extensive supplement of additional notes on the problems and chapter commentariesPatrick Billingsley was a first-class, world-renowned authority in probability and measure theory at a leading U.S. institution of higher education. He continued to be an influential probability theorist until his unfortunate death in 2011. Billingsley earned his Bachelor's Degree in Engineering from the U.S. Naval Academy where he served as an officer. he went on to receive his Master's Degree and doctorate in Mathematics from Princeton University.Among his many professional awards was the Mathematical Association of America's Lester R. Ford Award for mathematical exposition. His achievements through his long and esteemed career have solidified Patrick Billingsley's place as a leading authority in the field and been a large reason for his books being regarded as classics.

This Anniversary Edition of Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Like the previous editions, this Anniversary Edition is a key resource for students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

But Hand is no believer in superstitions, prophecies, or the paranormal. His definition of "miracle" is thoroughly rational. No mystical or supernatural explanation is necessary to understand why someone is lucky enough to win the lottery twice, or is destined to be hit by lightning three times and still survive. All we need, Hand argues, is a firm grounding in a powerful set of laws: the laws of inevitability, of truly large numbers, of selection, of the probability lever, and of near enough.

Together, these constitute Hand's groundbreaking Improbability Principle. And together, they explain why we should not be so surprised to bump into a friend in a foreign country, or to come across the same unfamiliar word four times in one day. Hand wrestles with seemingly less explicable questions as well: what the Bible and Shakespeare have in common, why financial crashes are par for the course, and why lightning does strike the same place (and the same person) twice. Along the way, he teaches us how to use the Improbability Principle in our own lives—including how to cash in at a casino and how to recognize when a medicine is truly effective.

An irresistible adventure into the laws behind "chance" moments and a trusty guide for understanding the world and universe we live in, The Improbability Principle will transform how you think about serendipity and luck, whether it's in the world of business and finance or you're merely sitting in your backyard, tossing a ball into the air and wondering where it will land.

Bassetti, a client, friend, and student of John Magee, one of the original authors, has converted the material on the craft of manual charting with TEKNIPLAT chart paper to modern computer software methods. In actuality, none of Magee’s concepts have proven invalid and some of his work predated modern concepts such as beta and volatility. In addition, Magee described a trend-following procedure that is so simple and so elegant that Bassetti has adapted it to enable the general investor to use it to replace the cranky Dow Theory. This procedure, called the Basing Points procedure, is extensively described in the new Tenth Edition along with new material on powerful moving average systems and Leverage Space Portfolio Model generously contributed by the formidable analyst, Ralph Vince., author of Handbook of Portfolio Mathematics.

See what’s new in the Tenth Edition:

Chapters on replacing Dow Theory Update of Dow Theory Record Deletion of extraneous material on manual charting New chapters on Stops and Basing Points New material on moving average systems New material on Ralph Vince’s Leverage Space Portfolio Model

So much has changed since the first edition, yet so much has remained the same. Everyone wants to know how to play the game. The foundational work of the discipline of technical analysis, this book gives you more than a technical formula for trading and investing, it gives you the knowledge and wisdom to craft long-term success.

Machine Learning: Hands-On for Developers and TechnicalProfessionals provides hands-on instruction and fully-codedworking examples for the most common machine learning techniquesused by developers and technical professionals. The book contains abreakdown of each ML variant, explaining how it works and how it isused within certain industries, allowing readers to incorporate thepresented techniques into their own work as they follow along. Acore tenant of machine learning is a strong focus on datapreparation, and a full exploration of the various types oflearning algorithms illustrates how the proper tools can help anydeveloper extract information and insights from existing data. Thebook includes a full complement of Instructor's Materials tofacilitate use in the classroom, making this resource useful forstudents and as a professional reference.

At its core, machine learning is a mathematical, algorithm-basedtechnology that forms the basis of historical data mining andmodern big data science. Scientific analysis of big data requires aworking knowledge of machine learning, which forms predictionsbased on known properties learned from training data. MachineLearning is an accessible, comprehensive guide for thenon-mathematician, providing clear guidance that allows readersto:

Learn the languages of machine learning including Hadoop,Mahout, and WekaUnderstand decision trees, Bayesian networks, and artificialneural networksImplement Association Rule, Real Time, and Batch learningDevelop a strategic plan for safe, effective, and efficientmachine learningBy learning to construct a system that can learn from data,readers can increase their utility across industries. Machinelearning sits at the core of deep dive data analysis andvisualization, which is increasingly in demand as companiesdiscover the goldmine hiding in their existing data. For the techprofessional involved in data science, Machine Learning:Hands-On for Developers and Technical Professionals providesthe skills and techniques required to dig deeper.

Part of the core of statistics, linear models are used to make predictions and explain the relationship between the response and the predictors. Understanding linear models is crucial to a broader competence in the practice of statistics. Linear Models with R, Second Edition explains how to use linear models in physical science, engineering, social science, and business applications. The book incorporates several improvements that reflect how the world of R has greatly expanded since the publication of the first edition.

New to the Second Edition

Reorganized material on interpreting linear models, which distinguishes the main applications of prediction and explanation and introduces elementary notions of causality Additional topics, including QR decomposition, splines, additive models, Lasso, multiple imputation, and false discovery rates Extensive use of the ggplot2 graphics package in addition to base graphics

Like its widely praised, best-selling predecessor, this edition combines statistics and R to seamlessly give a coherent exposition of the practice of linear modeling. The text offers up-to-date insight on essential data analysis topics, from estimation, inference, and prediction to missing data, factorial models, and block designs. Numerous examples illustrate how to apply the different methods using R.

"Seamless R and C++ integration with Rcpp" is simply a wonderful book. For anyone who uses C/C++ and R, it is an indispensable resource. The writing is outstanding. A huge bonus is the section on applications. This section covers the matrix packages Armadillo and Eigen and the GNU Scientific Library as well as RInside which enables you to use R inside C++. These applications are what most of us need to know to really do scientific programming with R and C++. I love this book. -- Robert McCulloch, University of Chicago Booth School of Business

Rcpp is now considered an essential package for anybody doing serious computational research using R. Dirk's book is an excellent companion and takes the reader from a gentle introduction to more advanced applications via numerous examples and efficiency enhancing gems. The book is packed with all you might have ever wanted to know about Rcpp, its cousins (RcppArmadillo, RcppEigen .etc.), modules, package development and sugar. Overall, this book is a must-have on your shelf. -- Sanjog Misra, UCLA Anderson School of Management

The Rcpp package represents a major leap forward for scientific computations with R. With very few lines of C++ code, one has R's data structures readily at hand for further computations in C++. Hence, high-level numerical programming can be made in C++ almost as easily as in R, but often with a substantial speed gain. Dirk is a crucial person in these developments, and his book takes the reader from the first fragile steps on to using the full Rcpp machinery. A very recommended book! -- Søren Højsgaard, Department of Mathematical Sciences, Aalborg University, Denmark

"Seamless R and C ++ Integration with Rcpp" provides the first comprehensive introduction to Rcpp. Rcpp has become the most widely-used language extension for R, and is deployed by over one-hundred different CRAN and BioConductor packages. Rcpp permits users to pass scalars, vectors, matrices, list or entire R objects back and forth between R and C++ with ease. This brings the depth of the R analysis framework together with the power, speed, and efficiency of C++.

Dirk Eddelbuettel has been a contributor to CRAN for over a decade and maintains around twenty packages. He is the Debian/Ubuntu maintainer for R and other quantitative software, edits the CRAN Task Views for Finance and High-Performance Computing, is a co-founder of the annual R/Finance conference, and an editor of the Journal of Statistical Software. He holds a Ph.D. in Mathematical Economics from EHESS (Paris), and works in Chicago as a Senior Quantitative Analyst.

Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

Across various industries, compensation professionals work toorganize and analyze aspects of employment that deal with elementsof pay, such as deciding base salary, bonus, and commissionprovided by an employer to its employees for work performed.Acknowledging the numerous quantitative analyses of data that are apart of this everyday work, Statistics for Compensation provides acomprehensive guide to the key statistical tools and techniquesneeded to perform those analyses and to help organizations makefully informed compensation decisions.

This self-contained book is the first of its kind to explore theuse of various quantitative methods—from basic notions aboutpercents to multiple linear regression—that are used in themanagement, design, and implementation of powerful compensationstrategies. Drawing upon his extensive experience as a consultant,practitioner, and teacher of both statistics and compensation, theauthor focuses on the usefulness of the techniques and theirimmediate application to everyday compensation work, thoroughlyexplaining major areas such as:

Frequency distributions and histograms

Measures of location and variability

Model building

Linear models

Exponential curve models

Maturity curve models

Power models

Market models and salary survey analysis

Linear and exponential integrated market models

Job pricing market models

Throughout the book, rigorous definitions and step-by-stepprocedures clearly explain and demonstrate how to apply thepresented statistical techniques. Each chapter concludes with a setof exercises, and various case studies showcase the topic'sreal-world relevance. The book also features an extensive glossaryof key statistical terms and an appendix with technical details.Data for the examples and practice problems are available in thebook and on a related FTP site.

Statistics for Compensation is an excellent reference forcompensation professionals, human resources professionals, andother practitioners responsible for any aspect of base pay,incentive pay, sales compensation, and executive compensation intheir organizations. It can also serve as a supplement forcompensation courses at the upper-undergraduate and graduatelevels.

The Handbook of Markov Chain Monte Carlo provides a reference for the broad audience of developers and users of MCMC methodology interested in keeping up with cutting-edge theory and applications. The first half of the book covers MCMC foundations, methodology, and algorithms. The second half considers the use of MCMC in a variety of practical applications including in educational research, astrophysics, brain imaging, ecology, and sociology.

The in-depth introductory section of the book allows graduate students and practicing scientists new to MCMC to become thoroughly acquainted with the basic theory, algorithms, and applications. The book supplies detailed examples and case studies of realistic scientific problems presenting the diversity of methods used by the wide-ranging MCMC community. Those familiar with MCMC methods will find this book a useful refresher of current theory and recent developments.