[Statlist] Research Seminar: Next Talk: Friday October 21, 2011 with Prof. Marco Scarsini (LUISS)

[Cecilia Rey]

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ETH and University of Zurich

Proff. P. Buehlmann -  R. Furrer - L. Held - H.R. Kuensch -
M. Maathuis -  S. van de Geer - M. Wolf


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We are glad to announce the following talk
Friday, October 21,  2011, 15.15 HG G 19.1

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  by Marco Scarsini (LUISS - Libera Universit� Internazionale degli  
Studi Sociali Guido Carli )

  Titel:

Stochastic comparisons of stratified sampling techniques for some
Monte Carlo estimators

Abstract:

with Larry Godstein and Yosi Rinott

We compare estimators of the (essential) supremum and the integral of
a function f defined on a measurable space when f may be observed at a
sample of points in its domain, possibly with error. The estimators
compared vary in their levels of stratification of the domain, with
the result that more refined stratification is better with respect to
different criteria. The emphasis is on criteria related to stochastic
orders. For example, rather than compare estimators of the integral of
f by their variances (for unbiased estimators), or mean square error,
we attempt the stronger comparison of convex order when possible. For
the supremum, the criterion is based on the stochastic order of
estimators.


The abstract is also to be found here:  http://stat.ethz.ch/events/research_seminar



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