McMASTER UNIVERSITY STATISTICS SEMINAR

Week of September 29 - October 3, 1997

SPEAKER:

Dr. N. Balakrishnan, McMaster University

TITLE:

"An Interesting Likelihood Estimation Problem and Applications"

DAY:

Wednesday, October 1, 1997

TIME:

3:30 p.m. [Coffee in BSB-202 at 3:00 p.m.]

PLACE:

BSB-108

SUMMARY

Usually, maximum likelihood estimation is described with three types of examples: (i) in which differentiation leads to explicit estimation, (ii) in which likelihood equations need to be solved numerically, and (iii) in which likelihood estimates are derived by direct argument (cases where the support depends on the parameter).

In this talk, I will consider an interesting likelihood estimation problem and discuss a method for explicit derivation of the MLEs. I will then illustrate some applications of this result.

ABOUT THE SPEAKER

Dr. Balakrishnan is a Professor in the Department of Mathematics and Statistics at McMaster University. His research interests include Order Statistics, Inferential Methods, Distribution Theory, Life-testing and Reliability, Multivariate Analysis and Robust Inference. He is a Fellow of the American Statistical Association and an Elected Member of the International Statistical Institute. Dr. Balakrishnan is on the editorial board of many journals including communications in Statistics, Naval Research Logistics and Computational Statistics & Data Analysis.

REFERENCES

The following articles have been placed on reserve at Thode Library (STATS 770: Statistics Seminar). They have been provided by Dr. Balakrishnan to be used as background for his talk on Wednesday, October 1.

[1] Childs, A. and Balakrishnan, N. (1996) "Conditional Inference Procedures for the Laplace Distribution Based on Type-II Right Censored Samples," STATISTICS AND PROBABILITY LETTERS 31, pp. 31-39.

[2] Balakrishnan, N. and Cutler, C.D. "Maximum Likelihood Estimation of Laplace Parameters Based on Type-II Censored Samples," in STATISTICAL THEORY AND APPLICATIONS - PAPERS IN HONOR OF HERBERT A. DAVID, H.N. Nagaraja, Pranab K. Sen and Donald F. Morrison, editors, Springer-Verlag.


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