Seminar at SMU 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.