#statstab #455 False Discovery Rate (FDR) and q-values
Thoughts: The q-value of a test is the expected proportion of false positives among all hypotheses with p-values as small or smaller than that test.
#pvalues #qvalues #FDR #FWER #error
https://www.nonlinear.com/support/progenesis/comet/faq/v2.0/pq-values.aspx

Plotting Distributions in R – Jason Bryer
Function and Shiny application for working with distributions in R.
Jason Bryer#statstab #451 Log-normal Distribution – A simple explanation
Thoughts: A simple and useful source for the log-normal distribution, which has many uses (as I will show in 2026 🤫)
#lognormal #distribution #exponentional #guide #pedagogy
https://towardsdatascience.com/log-normal-distribution-a-simple-explanation-7605864fb67c/

Log-normal Distribution – A simple explanation | Towards Data Science
How to calculate μ & σ, the mode, mean, median & variance
Towards Data Science#statstab #450 Kendall's Tau {video}
Thoughts: understanding nonparametric correlations can be difficult. This video is quite ok at explaining it.
#kendall #tau #correlation #nonoarametric #ranking #rank
https://numiqo.com/tutorial/kendalls-tau

t-Test, Chi-Square, ANOVA, Regression, Correlation...
Webapp for statistical data analysis.
#statstab #478 Stuck between Zero and One: Modelling Non-Count Proportions with Beta and Dirichlet Regression
Thoughts: A few resources for proportion data.
#Dirichlet #proportions #betareg #count #tutorial
https://methodsblog.com/2019/08/06/beta-dirichlet-regression_en/

Stuck between Zero and One: Modelling Non-Count Proportions with Beta and Dirichlet Regression
Post provided by JAMES WEEDON & BOB DOUMA Chinese translation provided by Zishen Wang 這篇博客文章也有中文版 Imagine the scene: you’re presenting your exciting research results at an important internation…
Methods Blog
Simulating data for Dirichlet regression with varying estimates
Hello everyone, The shortest formulation of my problem is the following: I’m trying to design a power analysis by simulation for a Dirichlet regression model using brms. How could we calculate the shape parameter alpha of the Dirichlet distribution by hand from a theoretical model in order to feed it to brms::rdirichlet(n, alpha) to simulate data with chosen effects? The goal is to tweak manually the coefficients of the model to simulate data with varying effect sizes. Now for the lengthier c...
The Stan Forums#statstab #476 In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values?
Thoughts: Great thread explaining the (few) instances when log transforming makes sense
#logarithm #transformation #data
https://stats.stackexchange.com/questions/298/in-linear-regression-when-is-it-appropriate-to-use-the-log-of-an-independent-va/3530#3530

In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values?
Am I looking for a better behaved distribution for the independent variable in question, or to reduce the effect of outliers, or something else?
Cross Validated