Gaps between Observations – What can one learn from them?

Event Date: 

Wednesday, October 6, 2010 - 3:30pm

Event Date Details: 

Refreshments served at 3:15 PM

Event Location: 

  • South Hall 5607F

Prof. Sreenivas Jammalamadaka (UCSB Statistics and Applied Probability)

Title: Gaps between Observations – What can one learn from them?

Abstract: This talk will provide an overview of some of the main ideas in the theory of spacings, i.e. the gaps between successive observations. After reviewing some basic properties of spacings, their use in testing statistical hypotheses and in estimating parameters, will be discussed. Two-sample tests based on “spacings-frequencies” and their relationship to locally most powerful rank tests will be explored, as are some possible extensions to observations in higher dimensions.