Date & Time: Saturday, February 08, 2014, 09:30-11:00.
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 a follow up of the Mathematics Colloquium given by the speaker on February 5, 2014. The speaker will give a detailed proof of the results.