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Essays arrive in groups rather than one at a time. The most recent group is below in full, and every earlier one after it, newest first.

Essays arrive in groups rather than one at a time, and a group usually opens up a subject not covered before. Between one group and the next nothing changes, so a reader who has seen the most recent group has seen everything.

21 September 2026

18 essays on splitting the units, when the observations repeat each other, the reference distribution the design supplies, three series, and a count, coverage without a distribution, the distribution itself, what conditioning on a variable does, intervals, counted, what makes it checkable, a standard error for a model that is wrong and hierarchy past one number

What the guess is worth, when it is worth anything. The variance cost of an even split relative to the variance-minimising one for a risk difference, against the first arm's proportion, with the second at 0.3. The cost is a pure number: it does not depend on the trial's size. It is exactly zero at 0.3 and at 0.70, where the two arms have the same p(1 − p); it is 0.19% at a half and 4.36% at a tenth. Across the whole range from a tenth to nine tenths it never exceeds 4.36%, which is what the variance-minimising rule is worth here — and what it is worth is the reason it is safe to use with a guess. Splitting the units

The arm whose variance is its answer

With a binary outcome the allocation rule is a function of the proportions the trial exists to estimate. It costs at most 4.36% of variance to ignore it anywhere between a tenth and nine tenths, because √(p(1−p)) stays within a factor of two of its peak across 98% of the unit interval.

4 figures
The damage and the warning, against the same dial. Two readings at each persistence. In the darker colour, how often a regression between two independent series of 200 steps is called significant at 5%: 4.9% at φ = 0, 34.2% at 0.8, 52.4% at 0.9, 83.4% at a unit root. In the lighter, how often the standard unit-root test refuses a unit root on one of those series — the chance the analyst is told the series is stationary and may be regressed: 87.2% at φ = 0.9 and 31.9% at 0.95. At φ = 0.9 both are high at once, which is a correct diagnostic licensing a regression that is wrong half the time. When the observations repeat each other

The cliff that is a slope

A regression between two independent series is called significant 4.9% of the time at no persistence, 52.4% at a lag-one correlation of 0.9, and 83.4% at a unit root. The rule the field offers asks whether the last of those holds, and at 0.9 the unit-root test correctly refuses one 87.2% of the time.

7 figures
An exact test rejecting a true hypothesis a fifth of the time. How often each analysis reports an effect when the average treatment effect is exactly zero and the effect varies between units, at 150 units with 25% treated. The permutation test on the difference in means reads 4.20% where the effect is constant — where the two nulls coincide and its exactness applies — and 22.93% where the effect varies with a standard deviation of 3. The same test on the studentised difference reads 6.27% there, and the ordinary large-sample t, which makes no exactness claim at all, reads 6.60%. The reference distribution the design supplies

The null the exactness is for

A permutation test is exact under the hypothesis that the treatment changed nothing for anybody. Under the hypothesis it changed nothing on average, with a quarter of the units treated and the effect varying between them, it rejects a true null 22.93% of the time.

5 figures
The bounded error and the unbounded one. How the sequential trace procedure's answer is distributed, against the sample length, for a three-series system with 2 genuine relations. Over-counting — claiming a stationary combination that is a random walk — reads 4.9%, 7.2%, 5.7%, 6.2%, 5.9%, 4.2% across the six lengths, never far from the 5% of a single test. Under-counting reads 69.5%, 40.2%, 14.0%, 0.5%, 0.0%, 0.0%. The procedure is described as a 5% rule and the 5% applies to one of those columns. Three series, and a count

The rank is a decision

The sequential procedure's 5% bounds one of its two errors. Over-counting reads between 4.2% and 7.2% at every sample length from fifty observations to three hundred; under-counting reads 69.5% at fifty and 0.0% at three hundred, and nothing in the procedure bounds it.

6 figures
One statistic that is right under both hypotheses. Rejection rates for both statistics under both nulls, at 25% of 150 units treated, with the weak-null readings taken at an effect spread of 3. The difference in means is exact under the sharp null and rejects 22.93% of true weak nulls. The studentised difference is exact under the sharp null — 4.07% — and reads 6.27% under the weak one. The repair is a change of statistic inside the same construction: the same re-randomisations, the same fixed outcomes, a different number compared across them. The reference distribution the design supplies

A statistic that is exact twice

Dividing the difference in means by its own separate-variance standard error before permuting takes the rejection rate under a true weak null from 20.47% to 6.07%, keeps the exactness under the sharp null at 4.07%, and costs 0.8 points of power against a real effect. At an even split it changes nothing at all, in every draw.

6 figures
Six cells, and 5% is the right answer in all of them. How often a regression between two independently generated series is called significant at the 5% level, for two worlds and three treatments, at 200 observations. Every pair is independent by construction, so 5% is correct everywhere and every other reading is a failure. Untreated: 82.9% and 100.0%. With a fitted line removed: 74.2% and 33.5%. Differenced: 5.0% and 5.2%. The treatment that controls the rate in both worlds is the one that discards the level and the trend, which is the quantity a study of trending series was about. When the observations repeat each other

The repair that keeps the question

A regression between two independent trending series is significant 82.9% of the time on random walks and 100.0% on trend-stationary ones. Subtracting a fitted line leaves 74.2% and 33.5%; differencing leaves 5.0% and 5.2% and throws away the trend the study was about.

7 figures
Too small breaks it and too large does not. Coverage of the weighted interval against the factor the true likelihood ratio is multiplied by, at a test population 80.0% drawn from the noisier group and 200 calibration points. The exact weight is the factor of 1 and covers 95.70%. Overstating it costs nothing: 96.13% at sixteen times too large. Understating it costs, and costs steeply below about a half — 94.93% at half, 88.37% at an eighth and 67.90% at a thirtieth. The question this answers was whether a wrong weight degrades smoothly or falls off a cliff, and the answer is that it does neither symmetrically: the curve is smooth and one-sided. Coverage without a distribution

The weight that has to be estimated

A likelihood ratio sixteen times too large costs 5.5% of interval width and no coverage at all; one a thirtieth of the right size covers 67.90%. The estimate from a batch of five unlabelled covariates covers 95.10% against an exact repair's 95.30%, and the binomial says why.

4 figures
Three contrasts on one dataset, three different splits. The variance-minimising allocation for each of three ways of reporting the same two-arm comparison, against the first arm's proportion, with the second at 0.1. A risk difference wants the arm with the larger p(1 − p) to get more units; a log odds ratio wants it to get fewer, and the two curves are exact reflections of each other in the half line. A log risk ratio wants something else again. At a first-arm proportion of 0.6 they ask for 62.0%, 21.4% and 38.0% of the units. A trial reporting more than one of them cannot be optimal for either. Splitting the units

Two contrasts, one split

A risk difference wants 62.0% of the units in the first arm, a log risk ratio wants 21.4% and a log odds ratio wants 38.0% — on one dataset, with one pair of proportions. The difference's rule and the odds ratio's are exact reflections of each other, so no split can be near-optimal for both.

4 figures
What each wrong count costs, 4 steps ahead. Squared forecast error 4 steps ahead at each imposed rank, relative to the correctly specified fit, at 200 observations. With 1 genuine relations, imposing 0 costs 13.3% and imposing 2 costs 4.8%. With 2 genuine relations, imposing 1 costs 15.6% and imposing 3 costs 2.5%. Under-counting is the more expensive mistake in both systems, and it is the one the procedure's level does not bound. Three series, and a count

Which mistake about the rank costs

On a system with two relations, imposing none costs 29.2% of squared forecast error and imposing three costs 2.5%. The expensive mistake is under-counting, which is the error the procedure's 5% does not bound — so the guarantee protects the cheap side.

6 figures
Three detectors for one departure, all at 5%. How often each of three checks on the calibration scores fires, against the size of the drift, with every critical value simulated under no drift so that all three sit at 5.0% exactly. The incumbent — a rank comparison of the first half of the scores against the second — reaches four-in-five power at a growth factor of 4.31. Reading each score's rank against its position reaches it at 2.65, and the largest running departure of the scores from their mean at 2.12. The ordering of the three is the ordering by how much of the sample's arrangement each one uses. Coverage without a distribution

A detector built for the ordering

The best of three checks for a drifting scale fires at half the growth factor the standard one needs — 2.12 against 4.31 — and still leaves 6.50 points of coverage gone before it does, against 0.51 for serial correlation. The reversal was not a property of the test.

5 figures
The law is the eigenvalues, and nothing else. The mean and the skewness of n(ĝ − g) at the stationary point, measured over 40,000 draws, against the closed forms ½ Σλ and 2√2 Σλ³ ⁄ (Σλ²)^(3⁄2). The worst disagreement anywhere is 0.028. In one variable the second-order law is a single χ² and its sign is the sign of g″; here it is a weighted sum with the Hessian's eigenvalues as weights, so a bowl and a valley differ in both moments and a saddle has both equal to zero. The distribution itself

A flat point with more than one direction

At a stationary point of a function of several means the second-order law is ½ Z′HZ, so the bias is half the Hessian's trace — 2.008 for a bowl, 5.028 for a valley, and −0.006 for a saddle, where the eigenvalues cancel. The saddle's coverage is the worst of the three.

4 figures
One of these converges and the other does not. Two measurements on the same fits, against the sample length, for a system with 2 genuine relations. The distance from the fitted plane to the true plane falls from 0.1438 at 100 observations to 0.0075 at 1600 — halving with each doubling, which is the 1/n rate this field's estimates converge at. The angle between the leading fitted relation and the leading generating one reads 29.6° and 29.0° at those same lengths, and is flat in between. The plane is an estimate; the relation inside it is not. Three series, and a count

A space is not a relation

The fitted plane approaches the true one at rate 1/n — 0.1438 at a hundred observations and 0.0075 at sixteen hundred. The angle between the leading fitted relation and the leading generating one reads 29.6° and 29.0° at those same lengths, and never moves.

5 figures
A proxy removes less than its reliability, always. The share of the confounding bias removed by adjusting for a proxy, against how well the proxy measures the confounder. The diagonal is the answer a reader would guess — a covariate that is 80% signal removes 80% of the problem. The curve is what the arithmetic gives: the reliability, times one minus the squared correlation between the treatment and the confounder, divided by one minus the product of those two. That squared correlation is 0.4475. A reliability of 0.8 removes 68.85% and one of 0.6 removes 45.32%. The two agree only at the ends, and the gap is widest where most applied covariates sit. What conditioning on a variable does

Adjusting for a shadow

A covariate that is 80% signal removes 68.85% of the confounding, not 80% — the share is λ(1 − ρ²)/(1 − λρ²) and it is below the reliability everywhere. The residual bias is 0.1084 against an effect of 0.5, and at 25,600 rows it is 17.6 standard errors wide.

4 figures
Three promises, and no procedure keeps all three. Average coverage and worst-case coverage for four 95% intervals for a proportion at n = 40, computed exactly. Their expected widths are 0.2418, 0.2417, 0.2472, 0.2641 in the same order. The textbook interval and the score interval have the same expected width to four digits — 0.2418 and 0.2417 — and worst-case coverages of 55.31% and 92.21%. The exact interval never breaks its promise and is 9.3% wider than the score interval to do it. Each of the three columns orders the four procedures differently. Intervals, counted

An interval that covers and says nothing

A procedure returning the whole line 95% of the time and the empty set otherwise has coverage exactly 95% at every parameter value. Two real intervals at forty observations have expected widths of 0.2418 and 0.2417 and worst-case coverages of 55.31% and 92.21%.

4 figures
How fast a gap has to close before a sample can see it close. The power of the test against the half-life of a disagreement, at 100, 200, 400 observations, each read against its own simulated critical value. Every pair in every reading is genuinely tied together, so a non-rejection is a miss. At 200 observations a gap that halves in 3 steps is found 99.9% of the time and one that halves in 12 steps is found 15.3% of the time — and by 35 steps the reading is 6.1%, which is the test's own size. Beyond that the curves are flat because there is nothing left to detect with. When the observations repeat each other

How slow a return a sample can see

At two hundred observations the test finds a gap that halves in five steps four times in five, one that halves in eight 37.3% of the time, and one that halves in fifty 4.95% of the time — which is the rate at which it finds pairs with no mechanism at all. The boundary moves with the sample, not with its square root.

6 figures
Two companions on one simulation, two hundredfold apart. How many times as many draws each companion is worth, on the same 4,000 simulated samples of 40 observations. The coverage of the interval is estimated with the observed count as its companion, whose expectation is 12 exactly; they correlate at 0.2665 and the companion is worth 1.08 times the draws. The expected width is estimated with p̂(1 − p̂) as its companion, whose expectation is 0.20475 exactly; they correlate at 0.9977 because the width is a monotone function of it, and the companion is worth 214 times the draws — 856 thousand simulated samples' worth of precision from four thousand. What makes it checkable

The check worth more than the check

The same exactly known companion that verifies a simulation can sharpen it. On one set of four thousand draws, one companion is worth 1.08 times the draws and another is worth 214 times them, and the factor is 1 − ρ² with nothing else in it.

3 figures
One estimator, three answers, and only the reference changes. Coverage of the cluster-robust 95% interval for the slope against the number of clusters, at 30 rows in each. The estimator is identical in all three curves; what differs is the number it is compared against. At 5 clusters it covers 75.05% against a normal, 85.30% against a t on 4 degrees of freedom and 87.95% against a t on 3. At 80 clusters the three agree to within a point. The correction costs nothing: the same standard error, a different table. A standard error for a model that is wrong

The reference the sandwich is read against

The cluster-robust interval covers 75.05% at five clusters and 93.58% at eighty. The same estimate read against a t on G − 2 covers 87.95% at five, and the estimator is unchanged — three hundred rows grouped into five clusters cover 74.28% where the same three hundred grouped into seventy-five cover 94.63%.

5 figures
Each interval covers one question and not the other. Coverage of each interval for the overall mean, scored against both estimands, over 20,000 two-site studies of 10 observations apiece. The fixed-effect interval covers the mean of the two sites in hand 96.37% of the time and the population mean 54.77%. The random-effects interval covers the population mean 94.96% — exactly its level, from one degree of freedom — and over-covers the two sites in hand at 98.25%. Both are correct; they are answers to different questions printed in the same place. Hierarchy past one number

What a two-unit study should report

The fixed-effect interval covers the mean of the two sites in hand 96.37% of the time and the population mean 54.77%. The random-effects interval covers the population mean 94.96% — exactly its level, from one degree of freedom — and is 11.6 times wider.

4 figures

Before that

Everything published earlier, newest first. Titles only — the cards are on the full listing.

17 September 2026

18 essays on past the first term of the normal approximation, what partial pooling does to one group, to the set, and to a ranking, a proportion's interval near the boundary, and the coin, an interval read beside something else, what a sample-size calculation was given, shape, and what it does to a two-sample test and the interval that holds observations, not a mean

16 September 2026

20 essays on the analyses that were available and not run, what a summary of a scatter is a property of, what a diagnostic plot is showing, when the stratified answer and the pooled one disagree, two tests, a threshold, and the rate they are read against, the interval that holds observations, not a mean and shape, and what it does to a two-sample test

15 September 2026

20 essays on comparing two forecasters, a design chosen rather than looked up, groups that borrow, the prior, doing visible work, the surface between the corners, decided before the data and hierarchy past one number

13 September 2026

20 essays on stopping rules, when a fixed width is reached, corrections, and what each controls, the interval, studentised, a forecast that is a probability, when the data stops early, a variable that moves one thing only, the value that is not there, weighting one sample into another, the tail past the last observation, reversals that are not errors, tests, and the second number and regression, and what the summary hides

11 September 2026

20 essays on what makes it checkable, when the data stops early, reversals that are not errors, tests, and the second number, regression, and what the summary hides, the distribution itself, weighting one sample into another, a variable that moves one thing only and a forecast that is a probability

7 September 2026

50 essays on weighting one sample into another, a forecast that is a probability, coverage without a distribution, what conditioning on a variable does, a variable that moves one thing only, the value that is not there, the tail past the last observation, a standard error for a model that is wrong, what decides whether a tuning list decides, the interval, studentised, the same table at seven correlations, a probe from what the rule blocks and a charge that is not a straight line

2 September 2026

20 essays on the same table at seven correlations, the interval, studentised, what decides whether a tuning list decides, a charge that is not a straight line, overlap and complementarity, separated and a probe from what the rule blocks

31 August 2026

20 essays on the rate and the size of a disagreement, a charge for a covariance's own dimension, the block length read on a quantile, a probe chosen rather than picked, both halves of the dependence at once and two searches over different features

30 August 2026

20 essays on a covariance with no parameter, the other half of the dependence, how long the list is, a block length chosen from the data, the diagnostic after the trial and two searches over one sample

29 August 2026

20 essays on paying for a search, fitted together, or fitted after, what a chain cannot report, a guarantee that needed a symmetry and where a taper's case begins

28 August 2026

12 essays on a block, weighted inside itself, the shape a dependence has, what a dictionary buys and what it costs and when a fixed width is reached

26 August 2026

12 essays on estimating the dependence, not naming it, a cut point, at a correlation and what a block may vary

24 August 2026

12 essays on counting what is independent, when the two are not independent and the weights the corner needs

23 August 2026

12 essays on scoring a search without spending data, when the set is too large to walk and a promise about two arms

22 August 2026

12 essays on choosing what the rule reads, the block size as a schedule and a search with no fixed point

21 August 2026

12 essays on searching among fitted models, the shape the covariate enters by and what the procedure may not read

19 August 2026

12 essays on balancing what has no levels, what the design is asked to guarantee and the best of a set, and what the search costs

18 August 2026

12 essays on a design that assumes less, more arms than two and comparing two forecasters

17 August 2026

12 essays on balancing on what was recorded first, the criterion, and what it assumes and the observation that has not happened

15 August 2026

12 essays on a design chosen rather than looked up, the reference distribution the design supplies and three series, and a count

14 August 2026

12 essays on designs that change while they run, splitting the units and the surface between the corners

11 August 2026

12 essays on series that move together, hierarchy past one number and the spread, and its own uncertainty

10 August 2026

12 essays on groups that borrow, when the observations repeat each other and decided before the data

8 August 2026

15 essays on when the data stops early, regression, and what the summary hides, the prior, doing visible work, corrections, and what each controls and stopping rules

6 August 2026

19 essays on tests, and the second number, reversals that are not errors, the distribution itself, what makes it checkable and intervals, counted

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