Graduate Seminar

Location:  RIC 208 and Livestream

Speaker: Mohammad Mastak Al Amin

PhD Student supervised by Dr. Andrei Volodin

Title: Inferences on Parameter Estimation and Testing the Ratio of Variances of Delta-Log-normal Distributions

Zoom link:  https://uregina-ca.zoom.us/j/92053635111?pwd=U25NcEp6amlGV1YrRDdnUm5qNlhaUT09

Abstract:

A delta-lognormal distribution is appropriate when the data derived with zero and non-negative outcomes, frequently seen in real-life scenarios. In the first part of our study, we discussed and compared the performances of the several test statistics based on the Classical and Bayesian methods for testing the ratio of the variances of two delta-lognormal distributions. A Monte Carlo simulation study was conducted to compare the performances of the proposed test statistics based on their empirical type I error rates and power of the tests. Later on, the daily rainfall amounts of Thailand data were applied to illustrate the empirical evidence of the proposed test statistics.

In the second part, we will derive the asymptotic normality of the parameters by Delta-method and hence, compare them with the true probabilistic characteristics of the estimators.