Fisher & Tippett Extreme Value Theorem
Hi! I'm looking at an article that references a result by Fisher & Tippett (specific reference is "Limiting Forms of the Frequency Distribution of the Largest or Smallest Member of a Sample," Procedings of the Cambridge Philosophical Society 24, 180-190 (1928)). The article presents the result as follows: if there are S independent samples of size m from a parent population bounded below by a, and if xi is the smallest value in sample i, then the limiting distribution of the minimum of the xi-values is Weibull with location parameter a as m -> infinity. This seems like a not particularly rigorous description of the result, and I wanted to read the original statement to make sure that all the details are covered here, i.e. it seems like the parent distribution would have to be continuous, at least, and that a should be the greatest lower bound rather than just a bound. So, I ordered the original article from my library and have been waiting a lng time with no success. So... can anyone help me out with a precise statement regarding this result? (If it helps, I have obtained Gumbel's "Statistics of Extremes" to see if it's buried in there, but so far haven't found it. Page number?) Thanks in advance. Tom McWilliams Decision Sciences Dept, Drexel U. = Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =
Fisher-Hayter
Hi: A colleague had a reviewer suggest that he use a Fisher-Hayter multiple comparisons procedure (he'd used Scheffe in his article) so he asked me about it and I replied "huh"? (Haven't heard of it.) I'm trying to point him in the right direction without actually going to the office (It's summer, after all.) A quick search of the CIS database generated the following relevant-sounding reference: 86JASA 811000-1004 J The maximum familywise error rate of Fisher's least significant difference test Hayter, Anthony J. Multiple comparisons => (A general Web search also told me that a company named Hayter makes great lawn mowers, but that sounded less relevant.) It this the best reference to point my colleague to, or does anyone have a better suggestion? Also, any illuminating comments regarding this procedure would be welcome! Thanks very much! Tom McWilliams, Decision Sciences Dept., Drexel U. = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =
Re: VIF
>>It is 10. I hope, you are talking about Variance Inflation Factor. More >than >>10 indicates severe multicollinearity. > > >And where does this magic number come from? :) > > Neter, Wasserman, Nachtsheim, and Kutner, of course! (or is it Wasserman, Kutner, Neter, and Nachtsheim or one of the other 22 permutations?). Tom in PA === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
Re: Stat Job Market (Academia) Question
>T.S. Lim said: (and Tom answers!) >Questions: >1. Where did you advertise the opening? Amstat News? DSI (Decision Sciences Institute) (a "business" association oriented towards quantitative types) and AMSTAT news and 1st year, just DSI due to a screwup the 2nd year. I understand that skipping AMSTAT news would contribute to our problem the 2nd year, but not the 1st. >2. What benefits did you offer? Was the salary competitive or lower than the >market? Competitive for business schools, I believe... which means probably better than math depts. But in any case this wouldn't effect the number of applicants, I would think, as the salary (as is the case for most jobs) wasn't advertised. Obviously, a low salary would effect our ability to successfully hire within our applicant pool. >3. How was the work load? How many classes people have to teach per semester? It's a quarter system: teaching load is 2 courses per quarter. >4. How picky were you in screening applicants? Did you require the candidates > >to have business knowledge (since you're in business school)? Did you ask >candidates about topics that are not too "sexy" anymore? Don't specifically ask for a business background, but would of course favor candidates with an interest in applications over a theorist. >5. What kind of special programs do you have for new recruits? Mostly just mentoring by senior faculty and a little summer money at first. However, once again, this kind of stuff doesn't come up until after people apply and they aren't even applying! >6. Did you provide any spouse job assistance program? > Don't know, actually... (I'm pretty new at Drexel myself). We do have the advantage of being in a major metro area which tends to make this less of a problem than for some universities. >Personally, I find business schools to be "strange". I just don't feel like >"at home". Plus, they do ask weird questions (this is just my opinion as a >statistician who doesn't do business stats). > That doesn't surprise me. I had no real problems with the transition, but I know that some folks have a strong desire to stay in math or stat depts. Tom in PA === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
Stat Job Market (Academia) Question
Hi! I'm posting this here as it looks like this newsgroup is frequented by some stat professors. If anyone can suggest a better outlet, please let me know. Here's my question(s): I'm in the Decision Sciences Dept. at Drexel University (in the business school), and for two years we've tried to hire a statistician at the Assistant/Associate level. I'm been surprised by the fact that we've received very few applications (< 15, maybe < 10 in each year) from PhD-qualified statisticians, and haven't succeeded in hiring anyone. A friend in another b-school has had a similar experience. So I'm curious... does anyone have a sense for the stat job market? Specifically: Are fewer students coming out of Stat programs? Are more students going into industry (data mining, biostat, etc.) Or. is it just the fact that we're a business school? Or. ??? Also, for my own interests I'd be interested in knowing if there is anything published regarding the numbers of graduates over the last few years, where they were placed (like industry vs. academia), starting salaries, etc. Any insights or suggestions on how to generate a stronger pool this year would be appreciated. (We haven't gotten involved in the recruiting effort at the August ASA meetings, and we will definitely do that this year.) Thanks in advance! Tom McWilliams Associate Prof; Drexel U. === This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===
