McMASTER UNIVERSITY STATISTICS SEMINAR

Week of February 2 - 6, 1998

SPEAKER:

Dr. Abdel H. El-Shaarawi
National Water Research Institute and McMaster University

TITLE:

"Various Confidence Intervals for the Linear Calibration Estimator"

DAY:

Wednesday, February 4, 1998

TIME:

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

PLACE:

BSB-108

SUMMARY

The paper investigates different estimation techniques in the simple linear controlled calibration model and provides different types of confidence limits for the calibration estimator. In particular, M-estimation and bootstrapping techniques are implemented to obtain estimates of regression parameters during the training stage. Moreover, bootstrap is used to construct several types of confidence intervals that are compared to the classical approach based on the assumption of normality. For some of these intervals, the second order asymptotic properties can be established by means of the Edgeworth expansions. Two data sets are used to motivate and illustrate the theoretical development. The first set is concerned with the estimation of the size of a debris object in the outer space. The second set deals with bacterial counts in water samples. A moderate simulation study is also provided.

 

ABOUT THE SPEAKER

Dr. Abdel H. El-Shaarawi is a research scientist at the National Water Research Institute, Burlington, Ontario and Professor of Statistics, Department of Mathematics and Statistics, McMaster University. Dr. El-Shaarawi is the co-founding editor and current Editor-in-Chief of the journal Environmetrics which is published by Wiley. He is an Associate Editor of the International Statistical Review, and a member of the editorial board of five other journals.

Dr. El-Shaarawi has served as a consultant to a large number of organizations including the National Office of Drinking Water in Morocco, WHO, IDRC (International Development Research Centre of Canada), CIDA (the Canadian International Development Agency), US-EPA, the Government of Argentina, Sydney Water Board and the Alligator River Research Institute, Australia, the Columbian Petroleum Institute, the ELF project for impact assessment of the US-Navy Communications System. Recently he served as a member of the Haystack Review Panel for evaluating NASA's current program on the assessment of risks from space debris in the Low Earth Orbit.

Dr. El-Shaarawi is an Elected Member of the International Statistical Institute and the founder and current president of the International Environmetrics Society. He is a Fellow of the American Statistical Association and the Winner of The 1996 Distinguished Medal Award of the American Statistical Association (Statistics and the Environment Section). He is also a member of the Bernoulli Society Committee on Probability and Statistics in Physical Sciences and the Chair of its Scientific Committee for its forthcoming conference to be held in August 1999 in Athens, Greece.

REFERENCES

The following articles have been provided by Dr. El-Shaarawi to be used as background for his talk. They are on reserve at Thode Library (STATS 770: Statistics Seminar).

[1] Efron, B. (1979). "Bootstrap Methods: Another Look at the Jackknife," ANNALS OF STATISTICS 7, PP. 1-26.

[2] Osborne, C. (1991). "Statistical Calibration: A Review," INTERNATIONAL STATISTICAL REVIEW 59, pp. 309-336.


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