125 research outputs found

    Data-dependent probability matching priors for empirical and related likelihoods

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    We consider a general class of empirical-type likelihoods and develop higher order asymptotics with a view to characterizing members thereof that allow the existence of possibly data-dependent probability matching priors ensuring approximate frequentist validity of posterior quantiles. In particular, for the usual empirical likelihood, positive results are obtained. This is in contrast with what happens if only data-free priors are entertained.Comment: Published in at http://dx.doi.org/10.1214/074921708000000057 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

    A Conversation with Shoutir Kishore Chatterjee

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    Shoutir Kishore Chatterjee was born in Ranchi, a small hill station in India, on November 6, 1934. He received his B.Sc. in statistics from the Presidency College, Calcutta, in 1954, and M.Sc. and Ph.D. degrees in statistics from the University of Calcutta in 1956 and 1962, respectively. He was appointed a lecturer in the Department of Statistics, University of Calcutta, in 1960 and was a member of its faculty until his retirement as a professor in 1997. Indeed, from the 1970s he steered the teaching and research activities of the department for the next three decades. Professor Chatterjee was the National Lecturer in Statistics (1985--1986) of the University Grants Commission, India, the President of the Section of Statistics of the Indian Science Congress (1989) and an Emeritus Scientist (1997--2000) of the Council of Scientific and Industrial Research, India. Professor Chatterjee, affectionately known as SKC to his students and admirers, is a truly exceptional person who embodies the spirit of eternal India. He firmly believes that ``fulfillment in man's life does not come from amassing a lot of money, after the threshold of what is required for achieving a decent living is crossed. It does not come even from peer recognition for intellectual achievements. Of course, one has to work and toil a lot before one realizes these facts.''Comment: Published in at http://dx.doi.org/10.1214/088342306000000565 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Efficient augmented block designs for unreplicated test treatments

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    Augmented block designs for unreplicated test treatments are investigated under the A- and MV-criteria with respect to control versus control, test versus test and control versus test comparisons. We derive design-independent lower bounds on these criteria over a wide class of competing designs. These bounds are useful benchmarks and the resulting expressions for efficiencies enable objective assessment of any given design under the A- and MV-criteria. It is seen that the use of BIB or PBIB designs or duals thereof often leads to very high efficiencies, which compare extremely well with algorithmic constructions. Our findings also cover the case of partial replication of some test treatments. Illustrative examples, including large-scale ones, are presented
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