## Event Date:

## Event Location:

- North Hall 1109

**Title: **On asymptotic standard normality of the two sample pivot

**Abstract:**

(Joint work with Rajeshwari Majumdar, New York University)

The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test statistic being asymptotically standard Normal, which is known to happen if the two samples are independent and the ratio of the sample sizes converges to a finite positive number. This restriction on the asymptotic behavior of the ratio of the sample sizes carries the risk of rendering the asymptotic justification of the finite sample approximation invalid. It turns out that neither the restriction on the asymptotic behavior of the ratio of the sample sizes nor the assumption of cross sample independence is necessary for the pivotal convergence in question to take place, which happens if the joint distribution of the standardized sample means converges to a spherically symmetric distribution. Note that if the joint distribution of the standardized sample means converges to a spherically symmetric distribution, then the limiting distribution must be bivariate standard Normal, and a decaying correlation assumption is necessary and sufficient for this convergence.

**Bio:**

Suman Majumdar is an Associate Professor at University of Connecticut.