Stein's Paradox

Add to your list(s) Download to your calendar using vCal

• Dr Richard Samworth (DPMMS)
• Friday 24 February 2012, 19:00-20:00
• Centre for Mathematical Sciences (CMS).

If you have a question about this talk, please contact .

(Free for members, £2 for non-members)

Stein’s paradox is one of the most surprising results in Statistics. Suppose X1,...,Xp are independent random variables, with Xi ~ N(θi,1). If we want to estimate θ = (θ1,...,θp), the most obvious choice is to use X = (X1,...,Xp). It turns out that, provided p>2, we can find a better estimator, in a very natural sense that I will make precise. As well as giving the (fairly straightforward) proof, I will discuss geometric intuition and other explanations for this result, and discuss extensions. I will also show how the improved estimator can be used to give good predictions of baseball batting averages.

This talk is part of the The Archimedeans (CU Mathematical Society) series.

This talk is included in these lists:

• Centre for Mathematical Sciences (CMS)
• Guy Emerson's list
• The Archimedeans (CU Mathematical Society)
• bld31
• ob366-ai4er

Note that ex-directory lists are not shown.