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## Stein's ParadoxAdd to your list(s) Download to your calendar using vCal - Dr Richard Samworth (DPMMS)
- Friday 24 February 2012, 19:00-20:00
- Centre for Mathematical Sciences (CMS).
If you have a question about this talk, please contact . (Free for members, £2 for non-members) Stein’s paradox is one of the most surprising results in Statistics. Suppose X1,...,Xp are independent random variables, with Xi ~ N(θi,1). If we want to estimate θ = (θ1,...,θp), the most obvious choice is to use X = (X1,...,Xp). It turns out that, provided p>2, we can find a better estimator, in a very natural sense that I will make precise. As well as giving the (fairly straightforward) proof, I will discuss geometric intuition and other explanations for this result, and discuss extensions. I will also show how the improved estimator can be used to give good predictions of baseball batting averages. This talk is part of the The Archimedeans (CU Mathematical Society) series. ## This talk is included in these lists:- Centre for Mathematical Sciences (CMS)
- Guy Emerson's list
- The Archimedeans (CU Mathematical Society)
- bld31
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