应hbs02红宝石线路应用数学系邀请,青岛大学数学与统计学院副院长李新民教授将于2018年5月25日-5月26日访问我校并做学术报告。
题目:Fidcuial p-value and Behrens-Fisher problem
时间:5月25日周五下午4:10
地点:曲江9-313室
报告摘要:This talk will provide a general method for constructing generalized p-value via the fiducial inference. Furthermore, the power properties of the generalized test are discussed. The Behrens-Fisher problem is the problem in statistics of hypothesis testing and interval estimation regarding the difference between the means of two independent normal populations without assuming the variances are equal. We reconsider it using the fiducial p-value. We also propose a fiducial based test foe the equality of several normal means when the variances are unknown and unequal, and theoretically examine the frequentist property of the proposed test. The simulation results indicate that the proposed approach can provide a reasonable p-value via a few straightforward simulation steps. Finally, the proposed approach is applied to an analysis of two real data sets for illustration.
报告人简介:李新民,博士,教授,青岛大学数学与统计学院副院长,青岛大学概率论与数理统计、应用统计学专业负责人。2004年7月毕业于中国科学院数学与系统科学研究院概率论与数理统计专业,并获理学博士学位。主要研究领域:复杂数据的统计推断、生物统计、金融统计、数据分析。已发表学术论文50余篇,先后主持了包括国家自然科学基金内省部级以上自然科学基金项目5项,并参与承担了国家自然科学基金3项。学术兼职包括:中国工程概率统计学会理事,中国航空学会数据融合分会委员,山东省应用统计学会理事等。
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理 学 院
2018年5月23日