Date & Time: Wednesday, February 05, 2014, 16:00-17:00.
Venue: Ramanujan Hall
Speaker: Krishna B. Athreya, Iowa State University
Title: Statistical estimation of integrals w.r.t. infinite measures
Abstract: Given an L1 function f on an infinite measure space the problem of generating an infinite sequence of random variables and statistics of these r.v. to consistently estimate the integral of f and obtaining an approximate confidence interval will be addressed in this talk. This is joint work with Vivek Roy of Iowa State Stat Dept.