2014 Spring Colloquia


Thursday, September 15

Woosuk Kim- Colloquium Speaker
Visiting Professor of Statistics, Department of Statistics and Actuarial Science, University of Iowa

Title: Statistical Inference on Dual Generalized Order Statistics for Burr Type III Distribution

Abstract: I derive the explicit expressions and some recurrence relations for the single and product moments of dual generalized order statistics from Burr Type III distribution and obtain characterizations of Burr Type III distribution using a recurrence relation for the moments and the conditional expectation of dual generalized order statistics. These results include the relations for the moments of reversed order statistics and lower record values as special cases. Luckily, the exact expression of the expected Fisher Information matrix of the parameters in the distribution is obtained.  For the estimation of the parameters of Burr type III distribution based on dual generalized order statistics, four different approaches are considered, which are the maximum likelihood (ML) estimation, Lindley approximation, importance sampling, and Gibbs sampling. To compare the maximum likelihood estimator and the Bayes estimator by Lindely approximation, Monte Carlo simulation study is performed. Moreover, Gibbs sampling is used for the simulation study. Wingo (1983) introduced a clinical trial data about relief times for 50 patients with arthritis. The analysis for the real data is included.

Craig Lecture #2, Professor Jianqing Fan from Princeton University

April 25, 2014 - 3:30pm

Homogeneity Pursuit

Craig Lecture #1, Professor Jianqing Fan from Princeton University

April 24, 2014 - 3:30pm

Statistical Challenges in Analysis of Big Data

Steven L. Scott, PhD. - Colloquium Speaker & Researcher at Google

April 17, 2014 - 3:30pm to 4:30pm

Bayes and Big Data: The Consensus Monte Carlo Algorithm

Nick Street- Colloquium Speaker

April 10, 2014 - 3:30pm

Large-Scale Correlation Search in Binary Data

Chunming Zhang- Colloquium Speaker

April 3, 2014 - 3:30pm

Estimation of the error auto-correlation matrix in semi-parametric model for brain fMRI data

Fei Su- Colloquium Speaker

April 1, 2014 - 2:30pm

Predictive Modeling - Applications in property and casualty insurance industry

High Performance Computing - Colloquium Speakers: Matt Bognar, Kate Cowles, and Luke Tierney

March 13, 2014 - 3:30pm

A Brief Overview of Department High Performance Computing Resources

Aixin Tan - Colloquium Speaker

March 6, 2014 - 3:30pm

Estimates and Standard Errors for Ratios of Normalizing Constants from Multiple Markov Chains

Elias Shiu- Colloquium Speaker

February 27, 2014 - 3:30pm

Valuing equity-linked benefits in jump diffusion models

Erning Li- Colloquium Speaker

February 20, 2014 - 3:30pm

Functional Latent Feature Regression Analysis of Data with Longitudinal Covariate Processes and Measurement Errors

Ambrose Lo - Colloquium Speaker

January 23, 2014 - 3:30pm to 4:30pm

On Some Negative Dependence Structures and Their Applications