home *** CD-ROM | disk | FTP | other *** search
- Xref: sparky sci.math.stat:2365 ont.events:558
- Newsgroups: utstat.general,sci.math.stat,ont.events
- Path: sparky!uunet!utcsri!utgpu!utstat!ruth
- From: ruth@utstat.uucp (Ruth Croxford)
- Subject: Statistics Seminar - Prof. J.K. Ghosh
- Message-ID: <1992Nov17.175529.5740@utstat.uucp>
- Organization: U of Toronto Statistics
- Distribution: ont
- Date: Tue, 17 Nov 1992 17:55:29 GMT
- Expires: 27-ont-1992
- Lines: 30
-
- Colloquium - Department of Statistics, University of Toronto
-
- Topic: Decision Rule for Dimension in the Context of Manova
- Speaker: Prof. J.K. Ghosh
- Purdue University and Indian Statistical Institute
- Date: Thursday, November 26 4:00 - 5:00
- Place: Room 1073, Sidney Smith Hall, 100 St. George Street
- Abstract:
-
- In the context of Multivariate Analysis of Variance (MANOVA), it is
- of interest to know the dimension of the space generated by the population
- mean vectors centered at zero. This would help identification of a
- structural relation, if there is any. Formally, we have p normal
- populations each of dimension d, p > d. Let the mean vectors be
- mu sub 1, ..., mu sub p and omega the common disperson matrix.
-
- Let M = (mu sub 1 - mu bar, mu sub 2 - mu bar, ..., mu sub p - mu bar)
- where mu bar = p sup -1 SIGMA sub {mu i}. We have actions or decisions
- a sub 0, ..., a sub d, where a sub i is the decision M has rank i.
-
- We propose an intuitively appealing ad hoc rule, then show it is close to
- being Bayes for a suitable prior and finally refine the ad hoc rule in
- the light of the Bayes rule. Its performance is studied in the frequentist
- paradigm. We also report briefly on ongoing work with Rahul Mukerjee on
- construction of reference and other non-informative priors and their use
- in a Bayesian treatment of this problem. We focus on the case of known
- OMEGA and d = 2, but indicate what is to be done for general
- d and unknown OMEGA $. (This work is joint with Anindya De).
- ________________________________________________________________________________
- Coffee, Tea and Cookies will be served in the Delury Lounge (SS6004) at 3:30 p.m.
-