Lost in translation (reprise)

(Oct 31, 2011)

Late last year I drew up a table of actuarial terms and their translation for statisticians.  I had thought that it was a uniquely actuarial trait to use different names compared to other disciplines.  It turns out that statisticians are almost as guilty.  Table 1 shows some common statistical terms in mortality modelling and their description for non-statisticians.

Table 1. Some statistical terms and their definition for mathematicians and engineers.

Statistical term Notation
hazard function
varies The instantaneous failure rate.
observed information matrix Information matrix The curvature of the log-likelihood function, i.e. the negative of the matrix of second partial derivatives.  This is the same…

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Tags: hazard function, information matrix, score function, log-likelihood

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