STATISTICS COLLOQUIUM

THURSDAY, April 24^th, 2008 at 4.10pm, MSB 1147 (Colloquium Room)

Refreshments: 3.30pm, MSB 4110 (Statistics Lounge)

Speaker: Bo Lindqvist (Norwegian University of Science & Technology, Norway)

Title: Monte Carlo conditioning on a sufficient statistic

Abstract: Many statistical procedures are based on conditional distributions given sufficient statistics. The clue is that such distributions do not depend on unknown parameters. In certain cases one is able to derive the conditional distributions analytically. In general, however, it is impossible to arrive at tractable explicit expressions. The obvious solution is then to try Monte Carlo simulations. This talk is about such a simulation approach for computing conditional expectations given sufficient statistics, and also for sampling from the conditional distributions. Some applications will be given, as well as a brief discussion of connections to Bayesian and fiducial statistics.

STA/BST 290 Seminar Series