Thursday, March 15
Mathematics Colloquium
03:35 PM - 04:30 PM
Location: Science Center Room 323
Cost: Free

Speaker: Tatjana Miljkovic, Miami University

Host: Ying-Ju Tessa Chen

Title: A Method for Data De-Grouping and its Impact on Curve Fitting

Abstract: A new method is proposed for data de-grouping when the frequency and average value of observations are provided for each interval in the grouped data. An extensive simulation study is completed to evaluate the performance of the proposed method on curve fittings using different parametric models. Our method is found to be superior to the uniform method previously used in data de-grouping. The results of the simulation study are promising and they show that this method can be used successfully in the applications where the data de-grouping is desired. To illustrate the performance of the proposed method, we fit univariate distributions to insurance losses reported for bodily injury liability data. Additionally, we fit the finite mixture models with the EM algorithm using Gamma, Lognormal, and Weibull distributions through the same data.

Refreshments are available at 3:00 PM in SC 313F.

The department colloquia are held every Thursday (excluding holidays) at 3:35 pm in room SC 323 unless otherwise noted. All are invited to attend. 

Contact Information:
Name: Paul Eloe