Theoretical Statistics and Mathematics Unit, ISI Delhi

November 5, 2014 (Wednesday) ,
3:30 PM at Webinar

Speaker:
Mansi Birla Garg,
Indian Statistical Institute, Delhi

Title:
Associated random variables

Abstract of Talk

A form of dependence that can occur between square integrable random variables is association. Associated random variables often occur in models based on monotonic transformations and hence several applications can be found in reliability and survival analysis. In this talk, some fundamental properties, examples, and results of associated random variables are reviewed. In particular, the limiting behavior of $U$-statistics based on such dependent observations is discussed. A consistent estimator of the limiting standard deviation of the U-statistics for associated random variables is also discussed.