
Editorial responsibilities
Recent publications
Computer Software
mathStatica 2.7
 Computational / symbolic engine
for mathematical statistics


Books


Refereed Papers  Math / Stats
 Computational Statistics, in Lovric, M. (ed.)
International Encyclopedia of Statistical Science, SpringerVerlag, 2011, 160166
Download (.pdf)
 Bivariate Distributions, in Lovric, M. (ed.)
International Encyclopedia of Statistical Science, SpringerVerlag, 2011, 276279
 Radical Narcissistic Numbers
Journal of Recreational Mathematics, 33(4), 20042005, 250254.
 Computational Order Statistics
The Mathematica Journal, 9(4), 2005, 790802. [ with M.D. Smith ]
Download (.pdf)
 Symbolic maximum likelihood estimation with Mathematica
Journal of the Royal Statistical Society, Series D: The Statistician, 49(2), 2000, 229240. [ with M.D. Smith ]
Download (.pdf)
 Random number generation for discrete variables
Mathematica in Education and Research, SpringerVerlag, 6(3), Summer 1997, 2226. [ with M.D. Smith ]
 Random[Title]: Manipulating probability density functions, in Varian, Hal (ed.)
Computational Economics and Finance, SpringerVerlag, 1996. [ with M.D. Smith ]
 The multivariate Normal distribution
The Mathematica Journal, 6(1), Winter 1996, 3237. [ with M.D. Smith ]
 The Finance Pack: a review
Mathematica in Education and Research, SpringerVerlag, 3(3), Summer 1994, 6367.
 Bounded and unbounded stochastic processes, in Varian, Hal (ed.)
Economic and Financial Modelling with Mathematica, SpringerVerlag, 1993.
Refereed Papers  Economics
 The Ir hump: irreversible investment under uncertainty
Oxford Economic Papers, 52(3), July 2000, 626636.
Download (.pdf)
 A statistical identity linking folded and censored distributions (with application to exchange rate target zones)
Journal of Economic Dynamics and Control, 19(8), November 1995, 13911403. Download (.pdf)
 Equilibrium and adverse selection
Rand Journal of Economics, 24(4), Winter 1993, 559569.
Download (.pdf)
 Bounded and unbounded stochastic processes, in Varian, Hal (ed.)
Economic and Financial Modelling with Mathematica, SpringerVerlag, 1993.
Fun stuff
 Pretty Wild Narcissistic Numbers: numbers that pwn
Example: 1296 = (same digits, same order, same value)
Online paper: Numbers that pwn
Reference: Encyclopedia of Integer Sequences  A119710
 Pithy Numbers: selflocating tuples in Pi = 3.14159265358979323846264338327950288419...
Sequence: 1, 19, 94, 3542, 7295, 318320, 927130, 939240, ...
Example: Number 19 is the 19^{th} pair in the digits of Pi (after the decimal point)
Reference: Encyclopedia of Integer Sequences  A109513
 Phithy Numbers: selflocating tuples in phi (the golden ratio; the most irrational number)
φ =
Sequence: 1, 20, 63, 104, 7499430, 9228401, ...
Example: Number 20 is the 20^{th} pair in the digits of φ
(cf. φ = 1.6180339887498948482045868343656381177203...)
Reference: Encyclopedia of Integer Sequences  A117432
 ... Numbers: selflocating strings in φ (the golden ratio; the most irrational number)
Sequence: 1, 20, 62, 9956, ... (next value > 10^{9})
Example: Number 20 occurs at position 20 in the digits of φ = 1.618033988749894848204...
Reference: Encyclopedia of Integer Sequences  A117431
 The Distribution of the Knight: knight tours on chess boards
Online paper: The Distribution of the Knight
Reference: Encyclopedia of Integer Sequences  A118067
Recent seminars I have given include:
 Bank of England
 Sharks, Speculative Attack and the HumpShaped Distribution
 Reserve Bank of Australia
 The Ir Hump: Irreversible Investment under Uncertainty
 INSEE, Departement de la Recherche, Paris
 Discontinuous Payoff Functions under Uncertainty
 London School of Economics (Financial Markets Group)
 On the Effectiveness of Monetary Policy when Investment is Irreversible and Uncertain
 NBER, International Finance Meetings
 Sharks, Speculative Attack and the HumpShaped Distribution (presented jointly with P. Asea)
 Oxford University
 On the Effectiveness of Monetary Policy when Investment is Irreversible and Uncertain
 UCLA
 The Ir Hump: Irreversible Investment under Uncertainty
 University of Toronto
 Discontinuous Payoff Functions under Uncertainty
Newsy Things
 2016: mathStatica 2.72 released
 2011: Mathematical Statistics with Mathematica (2011 edition)
 2011: mathStatica 2.5 released
 May 2010: Mathematical Statistics with Mathematica (2010 edition)
 August 2009: mathStatica 2.0 released
 March 2004: mathStatica 1.5 released
 April 2003: mathStatica 1.2 released
 Aug 2002: mathStatica wins MDTech Prize for Best Software Contribution at CompStat in Berlin
 Mar 2002: mathStatica + Book released
 July 98: Visiting Scholar Grant  Wolfram Research
 June 98: Mathematica in Finance
 Apr 98:
 MediaWatch ABC TV (Apr 27/28)
 Radio 2RES (Apr 9)
 Daily Telegraph (Apr 1, p.12)
 Mar 98:
 Daily Telegraph (Mar 31, Voice of the People)
 Wentworth Courier (Mar 25, p.11)
 SunHerald (Mar 22, p.57)
 Sydney Morning Herald (Mar 21, p.4 + Editorial)
 ABC TV News (Mar 20)
 ABC Radio (Mar 20)
 Channel 9 News (Mar 20)
 Sydney Morning Herald (Mar 20, Front Page)
 Jan 98:
 Wentworth Courier (Jan 7, Front Page; Jan 14, p.3)
 Sydney Morning Herald (Jan 3, sec V, p.1)
 Dec 97: Sydney Morning Herald (Dec 16, p.5).
 Jan 97: signed book contract with Springer, New York.
Contact details:
Other
 Member of the Obsidian Order
 I seem to get on quite well with possums, Klingons and most feline varieties.
 I like my music pure and hirez:
 Solving Rubik's Cube:
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