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[안내]숙명여대 통계학과 세미나 개최 안내

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작성자 관리자 작성일09-01-28 13:48 조회4,500회

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숙명여대 통계학과에서 아래와 같이 세미나를 개최합니다.

일시: 2009년 2월 5일(목요일) 오후 4시 30분
장소: 숙명여대 과학관 555호
연사: R. A. Johnson(위스콘신대 통계학과 석좌교수)

Some Exact and Approximate Confidence Regions For The Ratio Of Two  Percentiles


Richard A. Johnson
Department of Statistics
University of Wisconsin-Madison


(Abstract)

Engineers use the ratio of the fifth or other lower percentiles when comparing lumber from two different grades or moisture content. Motivated by this application, we develop some exact, and some approximate, confidence regions for the ratio of percentiles from two different populations. This work generalizes earlier work on inferences concerning the ratio of two means.

Exact sampling results are limited to a normal linear model case. Other general distributions are treated by large sample methods. We illustrate some of the difficulties involved with these methods.

Next, we consider the exact nonparametric Bayesian approach to obtain regions for the ratio of percentiles. We  start by selecting a Dirichlet process prior for the single sample problem. We  show how to obtain a sample of several different percentiles from the posterior distribution. Examples of approximation to the joint posterior distribution of one and two percentiles are given.

Finally, we  investigate the large sample behavior of the  quantiles and obtain correction terms to the normal limit distribution.