| EPSRC Reference: |
GR/R52183/01 |
| Title: |
Bounds on Distances in Distribution using Steins Method |
| Principal Investigator: |
Reinert, Professor G |
| Other Investigators: |
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| Project Partners: |
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| Department: |
Statistics |
| Organisation: |
University of Oxford |
| Scheme: |
Fast Stream |
| Starts: |
01 October 2001 |
Ends: |
30 September 2004 |
Value (£): |
63,073
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| EPSRC Research Topic Classifications: |
| Medical science & disease |
Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| Healthcare |
No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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The proposed research is to derive bounds on distributional approximations for dependent observations, and thus to obtain conservative confidence bounds for parameter estimates that are valid. even for small sample size. In particular Chi-square tests will be studied, beginning with Friedman's Chisquare statistic and extending the results to more general maximum likelihood-ratio statistics. The results will be implemented in SPlus to make them available to a wider public. Also the time course of a general epidemic will be described using approximations with bounds, and these results will be applied to parameter estimatiion, A method particularly adapted to obtain such results is Stein's method. In the last part of the proposed research, a general framework for Stein's method will be developed from the viewpoint of distributional transformations. This will not only shed new light on Stein's method, but it will also provide a novel approach to treating distributions that have not yet been amenable to Stein's method.A D. Phil. student would be involved in the study of Chi-square statistics.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.ox.ac.uk |