Statistics

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. I generated a target that cannot be predicted, gave 60 pure-noise variables to 2,000 models, and kept the best one. It called 55.3% correctly, which taken at face value is significant at p = 0....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. On 31 July 2026 the KOSPI rose 17.91% in a single session, the largest one-day gain in its history, days after a circuit breaker halted trading and inside the second-worst month the index has ever had....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Buses that average a 10-minute gap will, if the gaps are uneven, leave the average passenger sitting in a 20-minute gap and waiting 10 minutes instead of 5. Nobody is misremembering. The same arithmetic makes the average student’s class bigger than the average class, and it has a one-line formula that says exactly how much bigger....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Conformal prediction gives you a distribution-free coverage guarantee, and the theorem is correct: my intervals covered 91.0% against a promised 90%. They also covered the hardest fifth of the inputs 69% of the time, and after a volatility regime change they covered 42%....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. I built a forecast for a series that is provably impossible to forecast — cumulative coin flips — and it scored R² = 0.99. The chart looks superb. The model knows nothing....