报告题目：Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed

报告人：Vesna Rajić 教授 贝尔格莱德大学

邀请人：李伟

报告时间：2021年4月29日15:00-15:45

腾讯会议 ID：951 648 454

报告人简介：Vesna Rajić，塞尔维亚贝尔格莱德大学经济学院的年轻教授，1997年本科毕业于贝尔格莱德大学数学学院理论数学专业， 2002年在贝尔格莱德大学数学学院获得概率统计专业硕士学位，2007年获得贝尔格莱德大学经济学院统计科学专业博士学位，并留校讲授精算数学与统计分析方面的课程，具有扎实的数学理论基础和丰富的统计教学经验。她的科研课题主要集中在应用数学与统计、非线性分析、精算数学方面。目前担任塞尔维亚本国期刊“Ekonomika preduzeća”以及国际著名期刊“Journal of Statistics: Advances in Theory and Applications“，”Journal of Economic and Social Studies”的编委会委员，著有Risk measurement and control in insurance以及Quantitative Models in Economics两本专著。是塞尔维亚统计学会会员；塞尔维亚数学学会会员；经济学院理事会理事；经济学家科学学会会员；教授委员会委员，也是7个会议的项目委员会成员。是Neural Computing and Applications; FPTA; Journal of Applied Mathematics; Journal of Uncertainty Analysis and Applications; Journal of Statistical Computation and Simulation; Journal of Applied Statistics; Yujor; Economic Annals; Ekonomika preduzeća这些杂志的审稿人。

报告摘要：Confidence interval for the slope parameter based on the t-statistic is not appropriate when the error term is not normally distributed. In this paper, we examine some existing methods for the interval estimation of the slope parameter and suggest new methods for giving better coverage accuracy. The following methods are considered: the standard t, the bootstrap-t, and three intervals based on the transformations of the t-statistic. The results for the Exponential and Weibull distributions and for the real data set are presented. The simulation study shows that these introduced intervals give better results than existing methods.