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2012-09-16 Matthias Vallentin <>
* Address a couple of issues pointed out by Michael Turmon:
- Fix wrong label of the F distribution plot.
- In §5, sum of variances: demote invalid equivalence to an implication.
- Fix incorrect abbreviation of the Strong Law of Large Numbers (SLLN).
- Remove unnecessary finite variance restriction in LLN.
2012-08-13 Matthias Vallentin <>
* Fix variance of Student's t distribution. (Haomin Liao and Vincent Yang)
2012-07-03 Matthias Vallentin <>
* Create ggplot2 version of the distribution plots. The new plots work
better with black-and-white printing since they:
1) use a dark Brewer color palette (more contrast)
2) use different line types
3) have an increased line width
* Let Make pre-generate the distribution plots and remove them from the
repository. Building the cookbook now requires and recent R installation
and the following packages:
- ggplot2
- reshape
- grid
- MCMCpack
2011-12-12 Matthias Vallentin <>
* Fix typo in chi-square PDF. (Steve Cheng-Xian Li)
2011-10-25 Matthias Vallentin <>
* Fix variable naming in Negative Binomial distribution. (Marcial)
2011-07-20 Matthias Vallentin <>
* Provide language template for translation. Please see
for details.
* Clean up wording in the process of creating language template.
* Consistent use of \widehat and \hat.
* Consistent capitalization.
* Remove 1-alpha description in Bayesian credible intervals.
* Fix a few spelling mistakes.
2011-07-02 Matthias Vallentin <>
* Add missing parenthesis in result of infinite series kp^(k-1). (masonium)
2011-03-06 Matthias Vallentin <>
* Use \displaystyle for Gamma functions.
* Move footnote about Gamma/Beta functions to first table.
* Tweak distribution graphs: reduce margin and tick marks size. (Colin
* Fix title of InverseGamma distribution plot.
2011-03-05 Matthias Vallentin <>
* Add Student's t and F distribution. (Colin Gillespie)
* Add extra column with notation/abbreviation of distribution. (Colin
* Use LaTeX booktabs package for distribution tables. (Colin Gillespie)
* Move properties of Gamma and Beta functions from the section Distribution
Relationships into the Math section.
* Fix headings for finite and binomial series.
2011-02-23 Matthias Vallentin <>
* Fixed wrong exponent in the MGF of the multinomial distribution. (Daniel
* In section 3, remove f_X(x) in the PDF equation. (Daniel Nolan)
2011-02-18 Matthias Vallentin <>
* Fixed a subtle error in the section Probability Theory. The continuity of
probabilities property now stands by itself. (Daniel Nolan)
2011-01-10 Matthias Vallentin <>
* Fix a wrong index in the finite series involving odd natural numbers
(Daniel Nolan).
* Unify indices of finite series to start at 1 where the first index
yields a vacuous term.
* Add a few basic identities involving binomial coefficients.
2011-01-04 Matthias Vallentin <>
* Fix error in the Dirichlet density: the numerator and denominator of the
Dirichlet density function was flipped. (Rui Li)
2010-12-18 Matthias Vallentin <>
* Add a section about basic concepts in spectral analysis of time series.
2010-12-10 Matthias Vallentin <>
* In the section Maximum Likelihood, the numerator and denominator of the
asymptotic relative efficiency was flipped. (Jason He)
* In the section Point Estimation, the MSE did not include the squared
bias. (Jason He)
2010-12-01 Matthias Vallentin <>
* Add a table describing the behavior of the ACF and PACF for causal and
invertible ARMA models.
* Remov the discussion about orthogonal functions in the math section.
2010-11-20 Matthias Vallentin <>
* Augment the distribution tables with plots of that visualize the PMFs and
PDFs of the major distributions.
2010-11-19 Matthias Vallentin <>
* New section Sampling Methods, currently includes the boostrap, rejection
sampling, and importance sampling.
* More conjugate priors for the univariate Gaussian likelihood when the
mean is known and when both mean and variance are unknown.
* Split distribution table in two tables for discrete and continuous
* New distribution functions: Multinomial, Dirichlet, Weibull, Multivariate
Gaussian, Log-normal, Pareto, Chi-square.
* Fix log-likelihood symbol (replaced with \ell)
2010-10-09 Matthias Vallentin <>
* Add two conjugate prior tables for discrete and continuous likelihood
distributions, including both prior and posterior hyperparameters.
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