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Arthur Charpentier, ENSAE, PhD in Mathematics (KU Leuven), Fellow of the French Institute of Actuaries, professor at UQàM in Actuarial Science. Former professor-assistant at ENSAE Paritech, associate professor at Ecole Polytechnique and professor assistant in economics at Université de Rennes 1. Arthur is a DZone MVB and is not an employee of DZone and has posted 154 posts at DZone. You can read more from them at their website. View Full User Profile

British Statisticians and American Gangsters

02.20.2013
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A few months ago, I did publish a post (in French) following my reading of Leonard Mlodinow’s the Drunkard’s WalkMore precisely, I mentioned a paragraph that I found extremely informative

http://f.hypotheses.org/wp-content/blogs.dir/253/files/2013/02/Capture-d%E2%80%99e%CC%81cran-2013-02-18-a%CC%80-13.27.42.png

But it looks like those gangsters were not only stealing money. They were also stealing ideas, here from a British statistician, manely Leonard Henry Caleb Tippett. Leonard Tippett is famous in Extreme Value Theory for his theorem (the so-called Fisher-Tippett theorem, which gives the possible limiting distributions for a normalized version of the maximum from an i.i.d. sequence, see old posts). According to Martin Gardner, Leonard Tippett suggested to use middle numbers (not the last ones) of larger ones to generate (pseudo) random sequences, or more precisely, in 1927, “published a table of 41,600 random numbers, obtained by taking the middle digits of the area of parishes in England

http://f.hypotheses.org/wp-content/blogs.dir/253/files/2013/02/Capture-d%E2%80%99e%CC%81cran-2013-02-18-a%CC%80-11.34.23.png

I could not get a copy of the book Random Sampling Numbers by Leonard Tippett (I could only find reviews, e.g. Nair (1938)) but I do believe that this technique should work to generate sequences that do look like sequences of random numbers. Note that several techniques were mentioned in previous posts (in French) published a few years ago.

Now, I should also take some time to apologize because, sometimes, I am the one playing the gangster: I do steal a lot of illustrations on the internet. And I would like to apologize to the authors. On my previous blog, I did try – once - to add a short line at the end of a post, explaining where the illustration was coming from (trying to give credit to the illustrator). Less than 10 days after adding this short line, I received an email from a ‘publisher’, telling me that there were rights attached to the picture, and that I had 24 hours to remove it (if not, their lawyers will see what to do). Of course, I did remove the picture, and the mention. Now, I use pictures, and no mention. And I feel guilty. So I wanted to apologize for stealing others’ work. I am still discussing to hire an illustrator, to illustrate my blog. Work in progress….

Published at DZone with permission of Arthur Charpentier, author and DZone MVB. (source)

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