Archive for Pitman nearness
Le Cam à l’Institut Henri Poincaré
Posted in pictures, Running with tags 10th international Purdue symposium on Statistics, asymptotics, colloquium, conference, France, Institut Henri Poincaré, LPSM, Lucien Le Cam, Paris, Pitman nearness, Purdue University, SFDS, Statistical Decision Theory and Related Topics on November 15, 2024 by xi'an
William (Bill) Strawderman (1941-2024)
Posted in pictures, Statistics, University life with tags admissibility, apple brandy, Bayesian decision theory, Bill Strawderman, Calvados, Charles Dickens, credible intervals, Institut de Mathématiques de Jussieu, James-Stein estimator, minimaxity, New Brunswick, New Jersey, Paris 6, Pitman nearness, Rutgers University, shrinkage estimation, Université de Rouen on October 3, 2024 by xi'an
Earlier today, I was informed by several of our mutual friends that my long-time friend Bill Strawderman had sadly passed away yesterday, after fighting a cancer for the past months. I remember quite clearly meeting Bill in the Fall of 1988 in front of White Hall, which hosted the Cornell maths department at the time, as he was visiting George Casella from Rutgers where he spent most of his career. I was most eager to meet him as I had worked on several of his landmark papers during my PhD on shrinkage estimation, as well as a bit impressed. But his kindness, modesty, and congenial personality quickly put me at ease and we spent the rest of his visit discussing shrinkage but also literature and music. Especially Dickens! After that we met and collaborated quite regularly, to the point he started visiting France upon my return, at Paris 6 (Pierre & Marie Curie) University first, and then in Rouen, where he became a adjunct professor and launched a life-long collaboration and friendship with Dominique Fourdrinier. As my interest in shrinkage estimation dwindled along the years, we did not keep collaborating for the past two decades, but we remained in touch and I was very happy to participate in his 80th anniversary celebration in Rutgers two years ago. His contributions to the field are notable and several papers of his were part of the Bayesian classics I was giving my graduate class a few years ago. From the fabulous minimaxity paper of 1984, along with George Casella, to admissible estimators dominating the positive-part James-Stein estimator, to sufficient conditions of minimaxity for proper Bayes estimators, to decision theoretic properties of Bayesian credible interval estimators, to loss estimation, not to mention his more applied side… Besides his fabulous sense of humour, which made many evenings with him memorable, I will also cherish the memory of a bon vivant who liked good food and good wines, incl. the Calvados apple brandy I would bring him at each of my visits.
Calyampudi Radhakrishna Rao (1920-2023)
Posted in Books, pictures, Statistics, University life with tags C.R. Rao, Calyampudi Radhakrishna Rao, handbook, India, Kolkata, Pitman nearness, Purdue University, R.A. Fisher, Rao-Blackwellisation, Significance, University of Calcutta, University of Cambridge on August 26, 2023 by xi'an
Just heard that C.R. Rao had passed away on Wednesday. Above is a 1941 picture I photographed while attending the jubilee of the Department of Statistics of the University of Calcuta. Showing R.A. Fisher and P.C. Mahalanobis surrounded by faculty and students from the Department. Including a very young Rao who would a few years later go to Cambridge and write a PhD thesis on ANOVA under the supervision of R.A. Fisher. While my own interactions with C.R. Rao have been quite limited, from attending a seminar dinner with him when he visited Purdue University in 1988, to writing a critical assessment of Pitman nearness that he reportedly disliked, to writing chapters in some of the handbooks he edited and a review paper on Rao-Blackwellisation for the International Statistical Review special issue for his 100th birthday (which almost coincided with mine, one day off), he stood as a giant of the field, having impacted statistics and beyond in many and profound ways. The Hindu published an obituary immediately after his death, while Current Science has a longer if older biography full of pictures and Significance a series of articles on “C.R. Rao’s Century”. However, I’d like to recall this quote of his’, acknowledging his mother for his work habits.
‘For instilling in me the quest for knowledge, I owe to my mother, A. Laxmikanthamma, who, in my younger days, woke me up every day at four in the morning and lit the oil lamp for me to study in the quiet hours of the morning when the mind is fresh.’
Bill’s 80th birthday
Posted in Statistics, Travel, University life with tags 80th birthday, Cornell University, flight, frequentist inference, James-Stein estimator, mathematical statistics, New York, Pitman nearness, Rutgers University, shrinkage estimation, William Strawderman on March 30, 2022 by xi'an
Colin Blyth (1922-2019)
Posted in Books, pictures, Statistics, University life with tags bagpipes, C.R. Rao, caligraphy, Canada, Colin Blyth, decision theory, discussion paper, Erich Lehmann, IMS Bulletin, JASA, La Trobe University, Lucien Le Cam, Melbourne, obituary, Ontario, Pitman nearness, Simpson's paradox, transitivity on March 19, 2020 by xi'an
While reading the IMS Bulletin (of March 2020), I found out that Canadian statistician Colin Blyth had died last summer. While we had never met in person, I remember his very distinctive and elegant handwriting in a few letters he sent me, including the above I have kept (along with an handwritten letter from Lucien Le Cam!). It contains suggestions about revising our Is Pitman nearness a reasonable criterion?, written with Gene Hwang and William Strawderman and which took three years to publish as it was deemed somewhat controversial. It actually appeared in JASA with discussions from Malay Ghosh, John Keating and Pranab K Sen, Shyamal Das Peddada, C. R. Rao, George Casella and Martin T. Wells, and Colin R. Blyth (with a much stronger wording than in the above letter!, like “What can be said but “It isn’t I, it’s you that are crazy?”). While I had used some of his admissibility results, including the admissibility of the Normal sample average in dimension one, e.g. in my book, I had not realised at the time that Blyth was (a) the first student of Erich Lehmann (b) the originator of [the name] Simpson’s paradox, (c) the scribe for Lehmann’s notes that would eventually lead to Testing Statistical Hypotheses and Theory of Point Estimation, later revised with George Casella. And (d) a keen bagpipe player and scholar.
