Weekly Calendar of Seminars, Talks, and Events
Department of Mathematics & Statistics
Bowling Green State University
Jump to Colloquium Announcement.
Week of October 11 - 15
Tuesday, October 12
2:30 ALGEBRA SEMINAR - Room 447 MSC
Steve McCleary, Mathematics and Statistics, BGSU
"Lattice-ordered permutation groups, Part IV"
This is the fourth in a series of talks.
2:30 SCIENTIFIC COMPUTATION SEMINAR - Room 459 MSC
Mark Jarvis, Mathematics and Statistics, BGSU
"Fourier domain processing of real-time signals"
Abstract: When applying Fourier Methods to even well defined
sampled functions in L^2, there are still effects such as
Gibbs' phenomena which prevent accurate reconstruction of the
signal. When discussing real-time signals, a time dependent
frequency spectrum must also be accounted for. Though there
are analog methods for processing such signals, by far most
methods are numerical.
A graphical discussion of linear systems' response will
introduce issues and effects of the Analog to Digital,
Windowing, and Digital to Analog processes on real-time signal
spectrums such as those obtained in voice and image
processing.
By understanding the limitations of Fourier Processing, we
hopefully will better understand the reasons behind the highly
visible efforts in Wavelet Transform research.
Wednesday, October 13
2:30 ANALYSIS SEMINAR - Room 459 MSC
Ron Taylor, Mathematics and Statistics, BGSU
"A Banach space operator with a prescribed orbit"
Thursday, October 14
1:30 LUKACS LECTURE - Room 400 MSC
Raju Govindarajulu, Distinguished Lukacs Professor, BGSU and
University of Kentucky
"Application of rank tests to random effects model"
Friday, October 15
1:30 LUKACS LECTURE - Room 400 MSC
Raju Govindarajulu, Distinguished Lukacs Professor, BGSU and
University of Kentucky
"Chernoff-Savage class of statistics: asymptotic theory"
This will be a two-hour talk.
3:30 Refreshments
3:45 COLLOQUIUM - Room 459 MSC
Truc Nguyen, Mathematics and Statistics, BGSU
"Exact EDF goodness-of-fit tests for inverse Gaussian distributions"
Abstract: Characterizations of inverse Gaussian distributions in
different cases of unknown parameters based on the uniformly
minimal variance unbiased estimator (UMVUE) of the density
function are studied. Using these characterization results as
transformations to change the composite null hypothesis that
"F is an inverse Gaussian distribution" to an equivalent
simple null hypothesis, then exact empirical distribution
function (EDF) goodness-of-fit tests for inverse Gaussian
distributions are constructed. In the case of an inverse
Gaussian(m,b) distribution with known b and unknown m, a
chi-square test is also proposed. The powers of these tests
are estimated by Monte-Carlo method at several different
alternative distributions.