Theoretical Statistics and Mathematics Unit, ISI Delhi

May 2, 2017 (Tuesday) ,
3:30 PM at Webinar

Speaker:
Mansi Garg,
ISI Delhi

Title:
Statistical analysis of associated data using U-statistics

Abstract of Talk

A notion of positive dependence between 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, we discuss the limiting
behavior of U-statistics based on associated random variables. We discuss
asymptotic normality of U-statistics. We discuss consistent estimators of
the limiting variance of U-statistics based on associated random variables.
Finally, as applications, we look into tests for exponentiality against
positive ageing, and a test for change in mean, when the underlying sample
consists of functions of associated random variables.