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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.

3 November 2026

20 essays on estimating the dependence, not naming it, the block length read on a quantile, choosing what the rule reads, scoring a search without spending data, the same table at seven correlations, the criterion, and what it assumes, when the set is too large to walk, what the design is asked to guarantee, the block size as a schedule, balancing what has no levels, a block, weighted inside itself, the observation that has not happened, the best of a set, and what the search costs, balancing on what was recorded first, a search with no fixed point, a guarantee that needed a symmetry, more arms than two, the shape the covariate enters by, a promise about two arms and both halves of the dependence at once

The floor a repair has to choose. Regret of the truncated covariance repaired by flooring its eigenvalues, at a persistence of 0.85 on 120 rows, 120 draws, by floor, on a log scale. Window 4: 1.5649 at 0.001, 0.0945 at 0.01, 0.0385 at 0.05, 0.0285 at 0.1, 0.0226 at 0.2, 0.0235 at 0.4, 0.0292 at 0.7; the taper at the same window 0.0275. Window 8: 1.1919 at 0.001, 0.0980 at 0.01, 0.0334 at 0.05, 0.0258 at 0.1, 0.0197 at 0.2, 0.0209 at 0.4, 0.0249 at 0.7; the taper at the same window 0.0178. Window 12: 0.8692 at 0.001, 0.0621 at 0.01, 0.0239 at 0.05, 0.0209 at 0.1, 0.0212 at 0.2, 0.0239 at 0.4, 0.0282 at 0.7; the taper at the same window 0.0150. Window 20: 1.7110 at 0.001, 0.2495 at 0.01, 0.0399 at 0.05, 0.0238 at 0.1, 0.0202 at 0.2, 0.0219 at 0.4, 0.0259 at 0.7; the taper at the same window 0.0135. Least squares gives up 0.0890 and the whitening told the truth 0.0075. Estimating the dependence, not naming it

A covariance repaired

A truncated autocovariance sequence fails to be a covariance matrix on most draws of a persistent series, and this line of essays has always scored it on the draws where it survives. The textbook repair is to floor its eigenvalues. At a floor of 0.001 that moves the matrix by four per cent and gives up 1.56 of regret, seventeen times what least squares gives up, because a whitening reads an inverse and an inverse reads the smallest eigenvalues. At a floor of 0.2 it beats the taper at the shortest windows. So the repair is not a repair: it is a second dial.

3 figures
Which window each reading prefers. The difference between the tapered and the rectangular window, in points, on five readings at four rules: for the two errors a negative number favours the taper, and for the two coverages a positive one does. implied, variance: 1.5, 4.5, -1.1, -2.1. 95% point, uncentred: -6.1, -3.2, -7.1, -6.1. 95% point, centred: 0.9, 3.5, -0.8, -1.0. coverage, uncentred: 5.0, 2.5, 5.8, 4.0. coverage, centred: -1.2, -3.2, 1.0, 0.0. The two uncentred readings favour the taper throughout, and they are the only ones that disagree with the variance. The block length read on a quantile

A shrink towards the answer

This line of essays reported that the 95% point is a dearer reading than a variance, that a further point wants a shorter block, and that a taper beats a rectangle on what a test reads where a variance says the opposite. All three came from one uncentred quantile. Read about the resamples' own mean, the point costs 28.5% against the variance's 45.8%, every level wants about the same block, and the windows order alike on all readings. The taper's coverage had a separate cause: its resampled mean is 0.875 of the sample's, and every series here had a true mean of exactly zero.

4 figures
Three regions at the box's own count. Across 24 sets of 16 units, on the sets where a box at a tolerance of 0.4 has any admissible assignment, the share of its own variance left in the worst of the k named functions at the box's count. the ellipse: 0.070, 0.134, 0.196, 0.194, 0.182. a sphere on the standardised functions: 0.062, 0.076, 0.091, 0.086, 0.080. the box: 0.062, 0.072, 0.081, 0.073, 0.069, at 2, 3, 4, 5, 6 functions, on 24, 20, 9, 4, 4 of the sets. The box's mean admissible count is 1045, 354, 115, 32, 13. Choosing what the rule reads

A box with a count

The ellipse never runs out of assignments and holds the named functions loosely; the box holds them tightly and can come up empty. Dropping the ellipse's thin directions was meant to give both, and it does not: no cutoff comes within a third of the box. But the box's emptiness was never a property of the box. It belongs to a tolerance fixed in advance. Set the tolerance by a count instead, and at that count the region is the box, on every set of units, with nothing left to run out.

3 figures
Three charges and two counts. The optimism of an in-sample fit of the widest candidate on 120 rows, in units of its own error variance, over 1500 draws, by persistence. Counted on the 40 rows straight after the sample: 11.1, 21.5, 35.6, 51.5, 65.5, 87.8, 119.1. Counted on rows 600 further on: 9.3, 18.3, 33.0, 50.6, 67.0, 96.1, 159.0. Charged by the long-series inflation: 10.0, 19.3, 34.7, 54.4, 74.3, 114.2, 234.1. Charged by the same inflation summed over the sample's rows: 10.0, 19.2, 34.2, 53.1, 71.8, 108.2, 208.8. Charged by twice the trace of the hat matrix against the errors' correlation on the sample's own design: 10.0, 18.7, 32.0, 47.5, 61.5, 85.2, 132.2. Scoring a search without spending data

A charge the sample can afford

The inflation charge for dependent rows runs to twice the counted optimism at persistence 0.95, and the reason offered was that a series of n rows cannot be optimistic about movements slower than n rows. Summing the inflation over n rows does almost nothing: 234 becomes 209, against 119 counted. Evaluating the same variance on the sample's own design gives 132, and moving the fresh rows away from the sample raises the count to 159. So the charge can be made nearly right, and when it is, the regret doubles from 0.032 to 0.061. A selection wants a much larger charge than the optimism, and past about fifty per predictor it is no longer selecting.

3 figures
A cut on each covariate, every pair of them. The share of the product of two threshold indicators that a rule balancing the two indicators removes, in per cent, at a Spearman rank correlation of 0.4, for cuts at the fifth to the ninety-fifth percentile on each covariate. On the Gaussian the far corner, a cut at the 5th percentile on one and the 95th on the other, is 54.8% against 19.5% with both at the 95th. On the t copula it is 1.1% against 34.5%. Both surfaces have their only zero at the double median and leave the diagonal lower in places: moving one Gaussian cut from the 80th to the 70th lowers the share from 14.0% to 12.1%. The same table at seven correlations

A cut on each side

Every table of the threshold's leak put one quantile on both covariates, which is the diagonal of a surface nobody had drawn. Off the diagonal the copulas swap places: a cut at the 5th percentile on one covariate and the 95th on the other removes 54.8% of the interaction under a Gaussian copula and 1.1% under a t copula, the reverse of their order at the near corner. Walked further out, the far corner has two opposite limits, and which one a Gaussian reaches is decided by whether its correlation is above or below exactly one third.

4 figures
What a stated power leaves of the main effects. The main-effect efficiency of the best design reaching a power of 0.8 at level 0.05, as N|δ|² rises through 50, 60, 70, 80, 100, 130, 170, 220, 300, 400, 600, 1000. a saddle, two-degree test, the compound path: out of reach, out of reach, 0.806, 0.841, 0.881, 0.914, 0.937, 0.952, 0.966, 0.975, 0.984, 0.990. a bowl, two-degree test, the compound path: 0.782, 0.823, 0.851, 0.871, 0.898, 0.923, 0.941, 0.955, 0.967, 0.976, 0.984, 0.990. a bowl, its own one-degree contrast, the compound path: 0.827, 0.859, 0.880, 0.896, 0.918, 0.937, 0.952, 0.964, 0.973, 0.980, 0.987, 0.992. a bowl, a factorial with centre points: 0.914, 0.930, 0.940, 0.948, 0.959, 0.969, 0.976, 0.982, 0.987, 0.990, 0.993, 0.996. The criterion, and what it assumes

A design chosen for a test

A screening experiment that wants its main effects and a check on curvature has been told to trade them with a weight nobody can state. It can state a power. Read against a power of 80%, the frontier collapses to one curve in runs times the squared size of the curvature, and a large enough trial pays almost nothing. But the curve belongs to a test. A factorial with a few centre points beats the entire frontier on a bowl, spending 4% of its main-effect information where the frontier spends 10%, and against a saddle of the same size it has exactly its 5% level.

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What a floor costs a drawn basis. The expected guarantee of a basis drawn from a mixture restricted to bases that each remove at least a stated share of every shape, solved at each distinct floor. 2 functions, of 276 bases: 40.8% at a floor of 0.0%; the best fixed basis floors at 0.0%. 3 functions, of 2024 bases: 61.3% at a floor of 0.0%, 50.0% at a floor of 31.8%, 50.0% at a floor of 34.7%, 49.7% at a floor of 40.5%, 42.4% at a floor of 42.4%; the best fixed basis floors at 42.4%. 4 functions, of 10626 bases: 79.2% at a floor of 0.0%, 77.1% at a floor of 31.8%, 77.1% at a floor of 34.7%, 77.1% at a floor of 35.1%, 77.1% at a floor of 35.6%, 77.1% at a floor of 37.0%, 77.1% at a floor of 38.3%, 77.1% at a floor of 40.5%, 76.5% at a floor of 41.0%, 76.5% at a floor of 42.4%, 76.5% at a floor of 42.8%, 76.5% at a floor of 42.9%, 76.5% at a floor of 43.5%, 76.5% at a floor of 44.7%, 76.5% at a floor of 45.3%, 76.5% at a floor of 46.0%, 76.5% at a floor of 46.8%, 76.5% at a floor of 47.2%, 76.5% at a floor of 50.0%, 76.5% at a floor of 56.0%, 76.5% at a floor of 63.7%; the best fixed basis floors at 63.7%. When the set is too large to walk

A floor for the draw

A basis drawn at random guarantees more on average than any fixed one, at the price of leaving some shape wholly untouched in a large share of trials. Requiring every basis in the draw to keep a floor looks like a smooth trade between the two. It is a staircase, and the first step does nearly all the work. No basis has a floor between zero and 31.83%, so there is nothing to give up until a floor of that size is asked for. And at four functions, seven bases tie at the fixed basis's own 63.66%: a mixture of them keeps that floor exactly and adds thirteen points to the guarantee.

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Three repairs at one requirement. Coverage against spend at a half-width of 0.4 and a first stage of 5, all exact. A floor on the second stage at 5, 8, 10, 12, 15, 18, 21, 24 observations covers 88.4%, 91.4%, 92.4%, 93.1%, 93.9%, 94.6%, 95.3%, 96.0% at 0.86, 0.94, 0.97, 1.00, 1.02, 1.05, 1.09, 1.14 times the oracle's spend. The second stage reading with t, with its fraction dialled from 0.2 to 1, covers 88.1%, 89.0%, 90.6%, 92.1%, 93.4%, 94.4%, 95.2%, 95.9%, 96.4% at 0.84, 0.91, 1.02, 1.17, 1.34, 1.52, 1.70, 1.89, 2.08 times. A constant at the end covers 88.4%, 89.4%, 90.4%, 91.3%, 92.1%, 92.9%, 93.6%, 94.2%, 95.0%, 95.7% at 0.86, 0.90, 0.94, 0.98, 1.02, 1.06, 1.10, 1.14, 1.20, 1.26 times. What the design is asked to guarantee

A floor that reads the first stage

A three-stage stopping rule fails at a first stage of five because a low first reading asks for nothing more, and the only floors that repair it were set near the answer, by somebody who already knew roughly what the spread was. Inflating the first reading by Stein's own factor needs no such knowledge, and it does cut the experiments left stuck from a fifth to a fifteenth. But those still stuck cover less than before, the rule needs a different dial at every requirement, and a floor of 26 observations covers 96.5% at the spend where the rule covers 92.1%, even met by a spread it was not set for.

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Coverage lost against the honest rule. Coverage lost in points against the rule that reads only within-block spreads, on the same observations, blocks of 2, 6000 runs, at half-widths 0.5, 0.35, 0.25, 0.15. the reported spread in full: 0.32 ± 0.27, 2.53 ± 0.37, 5.33 ± 0.41, 3.75 ± 0.35. a fixed half: 0.72 ± 0.26, 2.43 ± 0.29, 0.98 ± 0.26, -0.25 ± 0.20. κ = (b − 1)/(N − 1): 0.37 ± 0.21, 1.18 ± 0.25, 0.58 ± 0.23, -0.18 ± 0.19. the same, phased in as b/(b + 20): 0.22 ± 0.10, 0.35 ± 0.16, 0.23 ± 0.18, -0.10 ± 0.19. the same, read in only after twenty blocks: 0.00 ± 0.00, -0.02 ± 0.04, 0.17 ± 0.19, -0.17 ± 0.19. The block size as a schedule

A rule that sets its own κ

A stopping rule may read the spread inside its blocks and may not read the spread between them, and the dial between the two costs nothing for a long stretch and then a lot. The share an efficiency argument recommends is each estimate's share of the degrees of freedom, and on blocks of two at a half-width of 0.15 that loses nothing and steadies the experiment by 30%. At 0.35 it loses 1.18 points. Deferring the forbidden reading until twenty blocks costs nothing measurable at any requirement, and it keeps most of the steadiness where steadiness can be had.

3 figures
Four rules and what each leaves. The share of a coin's imbalance each rule leaves in the true value of each covariate, at 200 units and a reliability of 0.8. one reading of X: 21.4% in X and 100.1% in Z; two readings of X: 12.3% in X and 105.0% in Z; one reading each of X and Z: 21.7% in X and 21.5% in Z; two of X and one of Z: 13.4% in X and 22.0% in Z. The floors in closed form are 20.0% for one reading and 11.1% for two. Balancing what has no levels

A second reading or a second covariate

A rule that balances a recording balances the truth only as far as the recording reaches, and a second reading of the covariate raises that reach. So does a first reading of something else. At a reliability of 0.8 the first reading of a second covariate does more once that covariate matters a third as much as the first, and the threshold is exact: the square root of (1 − λ)/(1 + λ), with no trial size in it. A protocol's list of measurements turns out to be a small knapsack, and it is rarely filled by reading anything twice.

3 figures
The cut-off lag, before and after the correction. Coverage at 120 rows when the block length is chosen from a share read off the sample's autocovariances to a stated lag, as read and corrected for the centring. first-order autoregression, as read: 93.9% at lag 6, 93.3% at lag 12, 88.7% at lag 24, 84.5% at lag 40. the same, corrected: 94.0% at lag 6, 94.5% at lag 12, 91.9% at lag 24, 89.2% at lag 40. moving average, as read: 94.5% at lag 6, 92.3% at lag 12, 88.7% at lag 24, 85.0% at lag 40. the same, corrected: 94.7% at lag 6, 93.7% at lag 12, 91.7% at lag 24, 89.8% at lag 40. a break, as read: 92.1% at lag 6, 93.1% at lag 12, 90.1% at lag 24, 83.5% at lag 40. the same, corrected: 92.2% at lag 6, 93.8% at lag 12, 92.2% at lag 24, 89.7% at lag 40. A block, weighted inside itself

A sequence that knows it was centred

A block length read off a sample's own autocovariances gets worse the further out it reads, because a centred series' autocovariances sum to exactly zero. To first order every lag loses the same amount, about the long-run variance over the sample size, and that can be added back. Corrected, a reading to lag forty goes from 84.5% to 89.2%, and to lag twelve from 93.3% to 94.5%. But the correction overshoots on the long lags, and on the rule that picks its own cut-off, which is short, it moves coverage by three tenths of a point. The identity was the reason the lag mattered. It was not the reason the rule falls short.

3 figures
Which side the misses fall on. Misses of a nominal 95% forecast interval 1 step ahead on 60 observations of a first-order autoregression at 0.7, split by side. normal shocks: the interval as printed 3.1% below and 3.1% above, shocks from the residuals 3.8% below and 4.2% above, the same, coefficient re-estimated 3.3% below and 4.4% above. Student's t on five: the interval as printed 3.3% below and 3.0% above, shocks from the residuals 3.9% below and 3.0% above, the same, coefficient re-estimated 3.6% below and 3.1% above. skewed shocks: the interval as printed 0.0% below and 6.5% above, shocks from the residuals 4.3% below and 4.1% above, the same, coefficient re-estimated 1.8% below and 4.3% above. The observation that has not happened

A tail sixty residuals have barely seen

A forecast interval that reads a normal quantile has every one of its misses on one side when the shocks are skewed, and the natural repair is to draw future shocks from the model's own residuals. It works on the side: 0.0% below and 6.5% above becomes 4.3% and 4.1%. It pays for that with coverage, 93.5% to 91.6%, and on sixty observations it does this under normal shocks too. And a nominal 99% interval has a ceiling nothing in the resampling can lift, because one new shock beats all of sixty old ones in either direction with probability 3.3%.

3 figures
What Hansen's threshold costs, by the number of origins. The power a threshold of zero keeps over Hansen's, on the same draws. with sixteen stale candidates: 7.5%, 7.3%, 6.8%, 5.3%, 3.7%, 6.0%. the eight windows alone: 2.7%, 3.8%, 4.7%, 5.3%, 3.7%, 6.0%, at 25, 50, 100, 200, 400, 800 origins. The price does not fall as the sample grows. The best of a set, and what the search costs

A threshold against its sample

A recentred test's threshold exists so that the test is right in the limit, and at a hundred origins it costs a fifth of the power against a stale set. The natural defence is that the price falls as the sample grows and the guarantee starts to earn it. Across twenty-five to eight hundred origins it does not: a threshold of zero keeps four to seven points more power at every size, and its size at the corner stays at the level from fifty origins on. What does change with the sample is the stale set, which stops costing anything by two hundred origins under Hansen's rule and by eight hundred under the most cautious.

3 figures
What the interval covers as the effect stops being one number. Coverage at 120 units under minimisation, 600 trials and 199 re-run allocations each, as the effect's slope on the prognosis rises from 0 to 1.5. the inverted test, unadjusted, for the population's mean: 96.7%, 96.2%, 95.7%, 95.7%, 94.8%. the same, for the sample's mean: 96.7%, 96.0%, 96.2%, 97.3%, 98.3%. the inverted test, adjusted, for the population's mean: 96.5%, 95.5%, 95.0%, 95.3%, 96.0%. the same, for the sample's mean: 96.5%, 95.7%, 96.5%, 98.0%, 99.5%. the regression with an interaction, for the population's mean: 96.2%, 95.5%, 94.0%, 91.0%, 84.0%. the same, for the sample's mean: 96.2%, 95.8%, 96.2%, 95.7%, 95.2%. Balancing on what was recorded first

An effect that is not one number

A randomisation test becomes an interval for the effect by testing every constant effect in turn, so when the effect grows with the prognosis every hypothesis it tests is false. It does not fall apart. It covers the population's mean effect within a point of its level at every slope measured, and its width grows by exactly what the sample's own composition adds. A regression that models the interaction stays narrow at 0.72, covers the sample's mean at 95%, and covers the population's at 84%. The extra width was never a defect. It was the difference between two questions.

3 figures
The excess over the Gaussian displacement, by window. By how much the expected leverage per parameter exceeds the Gaussian closed form, with the fresh row integrated out, at windows 20, 40, 80, 160, 320, 640. normal: -0.90%, -0.61%, -0.04%, -0.06%, -0.02%, 0.00%. t on eight: 4.14%, 2.78%, 1.79%, 0.73%, 0.28%, 0.18%. t on five: 10.70%, 7.50%, 3.93%, 2.01%, 1.26%, 0.70%. t on three: 44.44%, 32.67%, 22.62%, 16.43%, 11.70%, 7.63%. exponential: 27.91%, 14.01%, 7.21%, 3.53%, 1.93%, 0.85%. On normal predictors the closed form is exact from a window of 80. A search with no fixed point

An excess and its window

The parameter-count displacement is a Gaussian fact, and on heavy-tailed predictors it runs a few per cent over. Swept across windows from 20 to 640 rows, the excess is about the predictors' excess kurtosis divided by the window: a law with a fourth moment of nine on 80 rows is 7.5% over, and on 640 rows under one. At three degrees of freedom it falls only as the root of the window, from 44% to 7.6%. And the instability once blamed on that law was not there: with the fresh row integrated out, the batches agree to a point and a half, and the mean exists.

3 figures
The two shapes a scale decides between. The share of a coin's imbalance left at 400 units, by marginal and by what the rule reads. normal: linear 1.1% on values and 5.7% on ranks; split 37.4% on values and 25.4% on ranks. skew 2.26: linear 1.5% on values and 28.6% on ranks; split 61.9% on values and 25.0% on ranks. skew 4.75: linear 2.5% on values and 52.2% on ranks; split 95.5% on values and 25.1% on ranks. exponential: linear 1.4% on values and 28.1% on ranks; split 58.7% on values and 25.0% on ranks. A rank's hold on the split does not move with the marginal. A guarantee that needed a symmetry

The covariate on its ranks

A skewed covariate spoils every parity argument a balancing rule relies on, and a rule that balances ranks instead of values looks like the way out, since a rank has the same uniform law on any marginal. The measurement says the skew really does belong to the scale for one kind of shape: a rank holds a median split at exactly a quarter of a coin's imbalance whatever the covariate. But it pays with a cap on any shape linear in the value, at nearly half a coin's imbalance on the strongest skew. And a rule holding values and median splits together holds both, beating the rank on the shape a rank gives up and matching it on the one it gains.

3 figures
The guess rate through a trial. Guess rates in each tenth of a trial of 150 patients on three arms with the rule taking its preferred arm with probability 0.8, over 1500 trials. knowing everything: 65.9%, 72.2%, 72.0%, 72.8%, 72.4%, 72.2%, 72.5%, 72.7%, 72.7%, 72.4%. a joint table learned in earlier trials: 53.4%, 55.4%, 54.8%, 55.1%, 54.3%, 53.8%, 54.9%, 54.8%, 54.1%, 54.8%. the centre's totals: 45.4%, 50.3%, 50.2%, 50.8%, 49.8%, 50.2%, 50.9%, 50.6%, 50.4%, 50.7%. following whichever has been right: 46.5%, 50.2%, 49.3%, 49.6%, 48.9%, 48.7%, 49.3%, 49.0%, 49.0%, 48.7%. a joint table learned in this trial: 36.4%, 43.8%, 45.0%, 46.2%, 46.7%, 46.8%, 48.1%, 48.5%, 47.9%, 48.9%. the centre's own factors, scored: 46.8%, 51.4%, 49.7%, 49.9%, 48.4%, 48.6%, 48.5%, 47.7%, 47.6%, 46.7%. Chance is 33.3%. More arms than two

The guesser who learns

An investigator who watches a three-arm minimisation can tally which of several partial readings has been right so far and follow the leader. It does not help. Following the leader names 48.9% of assignments where the best single reading names 49.9%, and a table of what the three readings say together, learned inside the trial, starts at 36% and has not caught up by a hundred and fifty patients. Learned over earlier trials, that table reaches 54.5%. The full guesser's 71.8% stays out of reach of all of them, because the gap to it is information rather than practice.

3 figures
Sixty-three subsets of six functions. The largest share of a coin's imbalance left in any of four shapes, measured on fresh trials, for each of the 63 subsets of six functions at 100 units. Subsets of one size spread widely: at four functions from 12.1% to 72.9%. The designer's order of addition gives 1: 94.4%, 2: 41.2%, 3: 39.0%, 4: 31.5%, 5: 27.0%, 6: 22.7%, against the best chosen subset of each size at 1: 83.6%, 2: 41.2%, 3: 25.4%, 4: 12.1%, 5: 16.2%, 6: 22.7%. The shape the covariate enters by

The list it was chosen on

Six functions of one covariate looked like 720 designs, one per order of addition. The rule reads a span and not a sequence, so they are 63, and at a hundred units the best four leave 12.1% of a coin's imbalance against the designer's first four at 31.5%. Those best four contain no cube and are, function for function, the four shapes the worst case was scored on. Read on six shapes it was not told about, the same design leaves the cube 77.0% of a coin's imbalance, and the designer's four, which lost by a factor of two and a half, leave it 28.1%.

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Coverage as the effect moves with the level. Coverage on ten and two in every block, with the level between blocks moving at a spread of 0.5 and the effect moving with it at each slope, 4000 runs each. At -3: refusing the sums 94.4%, pooling them 88.8%, residualised 97.0%; At -2.5: refusing the sums 94.3%, pooling them 88.9%, residualised 95.6%; At -2: refusing the sums 94.9%, pooling them 90.0%, residualised 93.8%; At -1.5: refusing the sums 95.1%, pooling them 91.7%, residualised 92.7%; At -1: refusing the sums 95.1%, pooling them 94.8%, residualised 94.0%; At -0.5: refusing the sums 95.1%, pooling them 97.2%, residualised 97.7%; At 0: refusing the sums 95.0%, pooling them 98.8%, residualised 99.6%; At 0.5: refusing the sums 95.0%, pooling them 99.4%, residualised 99.9%; At 1: refusing the sums 95.0%, pooling them 99.4%, residualised 99.9%. A promise about two arms

The sums under a moving level

A trial's block sums are a free second estimate of its variance only while they see what the differences see, and a level that moves between blocks with an effect moving against it breaks that: pooled raw at a ceiling they cover 87.6% to 90.0%. Residualising the sums on an unbalanced design does not make them safe. It moves the failure. On ten and two, 90.0% at the ceiling becomes 93.8%, the trough leaves for a slope of about −1.5, and over the rest of the range the same estimate over-covers, at 99.9% on an interval half as wide again as it needs to be.

3 figures
Seven products of three splits. The correlation of every product of three centred median splits with every other, at a Spearman rank correlation of 0.4 between each pair of covariates. Under a Gaussian copula a main effect correlates with the other mains and with the triple (0.273), and with no pair at all, because the third moment is 0.000. Under a Frank copula, whose pairs are radially symmetric, the third moment is 0.078 and every other cell fills in: a main correlates 0.082 with the pair it is not in. In both panels a main is exactly uncorrelated with a pair it belongs to, which is the known zero. Both halves of the dependence at once

The zero that needed two

A rule balancing two median splits removes nothing of their interaction, on every copula, because a centred split squares to a constant. Add a third covariate and the same arithmetic stops protecting the thing it looked as if it protected. The product of three splits is not orthogonal to the mains: at a rank correlation of 0.4 a rule on the mains removes 14.47% of it under a Gaussian copula. And the symmetry that decides the rest belongs to the triple rather than the pair, so Frank's copula, whose pairs are radially symmetric, leaks where Clayton's, whose pairs are not, barely does.

3 figures

Before that

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

29 October 2026

14 essays on a charge for a covariance's own dimension, a probe chosen rather than picked, fitted together, or fitted after, the other half of the dependence, how long the list is, a block length chosen from the data, two searches over one sample, the weights the corner needs, the criterion, and what it assumes, overlap and complementarity, separated, what a chain cannot report, the diagnostic after the trial, two searches over different features and the rate and the size of a disagreement

21 October 2026

18 essays on a design that assumes less, where a taper's case begins, scoring a search without spending data, a guarantee that needed a symmetry, a block, weighted inside itself, what the procedure may not read, a covariance with no parameter, the shape the covariate enters by, searching among fitted models, the observation that has not happened, paying for a search, a search with no fixed point, balancing on what was recorded first, the shape a dependence has, what decides whether a tuning list decides, when the two are not independent, the best of a set, and what the search costs and what a dictionary buys and what it costs

15 October 2026

20 essays on two searches over one sample, the other half of the dependence, a block length chosen from the data, the weights the corner needs, a probe chosen rather than picked, a charge for a covariance's own dimension, two searches over different features, overlap and complementarity, separated, how long the list is, the rate and the size of a disagreement, when the set is too large to walk, more arms than two, both halves of the dependence at once, balancing what has no levels, when a fixed width is reached, the block size as a schedule, what the design is asked to guarantee, a promise about two arms, the same table at seven correlations and choosing what the rule reads

7 October 2026

20 essays on a block, weighted inside itself, a probe from what the rule blocks, a proportion's interval near the boundary, and the coin, splitting the units, past the first term of the normal approximation, a charge that is not a straight line, a cut point, at a correlation, weighting one sample into another, what partial pooling does to one group, to the set, and to a ranking, series that move together, the interval that holds observations, not a mean, three series, and a count, two tests, a threshold, and the rate they are read against, corrections, and what each controls, a variable that moves one thing only, when the stratified answer and the pooled one disagree, what a diagnostic plot is showing, when the observations repeat each other, an interval read beside something else and the tail past the last observation

4 October 2026

20 essays on a design chosen rather than looked up, reversals that are not errors, intervals, counted, the spread, and its own uncertainty, hierarchy past one number, the prior, doing visible work, what makes it checkable, coverage without a distribution, decided before the data, what conditioning on a variable does, the value that is not there, a standard error for a model that is wrong, comparing two forecasters, a forecast that is a probability, when the data stops early, tests, and the second number, the distribution itself, the surface between the corners, regression, and what the summary hides and groups that borrow

1 October 2026

9 essays on a block, weighted inside itself, a proportion's interval near the boundary, and the coin, shape, and what it does to a two-sample test, what a sample-size calculation was given, what a summary of a scatter is a property of, designs that change while they run, the analyses that were available and not run, the reference distribution the design supplies and stopping rules

27 September 2026

11 essays on a proportion's interval near the boundary, and the coin, a cut point, at a correlation, past the first term of the normal approximation, shape, and what it does to a two-sample test, stopping rules, what partial pooling does to one group, to the set, and to a ranking, designs that change while they run, what a summary of a scatter is a property of, the analyses that were available and not run, what a sample-size calculation was given and the reference distribution the design supplies

26 September 2026

11 essays on what a summary of a scatter is a property of, designs that change while they run, the analyses that were available and not run, what partial pooling does to one group, to the set, and to a ranking, when the stratified answer and the pooled one disagree, the spread, and its own uncertainty, the interval that holds observations, not a mean, series that move together, two tests, a threshold, and the rate they are read against, an interval read beside something else and what a diagnostic plot is showing

25 September 2026

16 essays on a cut point, at a correlation, the spread, and its own uncertainty, series that move together, designs that change while they run, what a sample-size calculation was given, what a summary of a scatter is a property of, what partial pooling does to one group, to the set, and to a ranking, the interval that holds observations, not a mean, when the stratified answer and the pooled one disagree, what a diagnostic plot is showing, an interval read beside something else and two tests, a threshold, and the rate they are read against

24 September 2026

18 essays on what a sample-size calculation was given, past the first term of the normal approximation, two tests, a threshold, and the rate they are read against, when the stratified answer and the pooled one disagree, the analyses that were available and not run, what partial pooling does to one group, to the set, and to a ranking, an interval read beside something else, what a diagnostic plot is showing, what a summary of a scatter is a property of, the interval that holds observations, not a mean and shape, and what it does to a two-sample test

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

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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