Pretesting and the Estimation of a Normal Location Parameter
2015/09/22
研討會日期 : 2015-09-22
時間 : 14:30
主講人 : Professor Jan Magnus
主持人 : Professor Chu-An Liu
地點 : Conference Room B110
演講者簡介 : Professor Magnus received his Ph.D. from University of Amsterdam in 1981. He is currently Emeritus Professor at the Department of Econometrics & Operations Research, Tilburg University. His current interests are mainly model averaging, sensitivity analysis, catastrophe, and sport statistics.
演講摘要 : When we have one observation from a univariate normal distribution with unknown mean and known variance, how would you estimate this unknown mean? This may well be the simplest problem in statistics, but the solution is far from trivial. We will discuss this question with a Bayesian flavor, emphasizing the concepts of neutrality and robustness.
