|Session Chair||Jon Graf|
Speaker 1: Chip Nguyen
- Introductory Random Walk
- Stochastic process is a fundamental tool applied in many sciences. Especially, probability methods have been playing important role of developing theories in physics. One of the principal problems we are interested is specification of a distribution function W(x) of a quantity x which results from a large number of other quantities having assigned distributions over a range of values. In this talk, we introduce random walk in its simplest form of one dimension case and we derive its solution. We also look at restriction cases of one-dimensional random walk by the presence of reflecting and absorbing barriers since they are important for physical interpretation.
Speaker 2: John Zylstra
- Agreement of Solutions to the Multivariate Behrens-Fisher Problem
- The multivariate Behrens-Fisher problem tests the equality of means in two normal populations with unequal covariance matrices. We review the literature giving approximate tests for this hypothesis and verify the approximations using simulation studies.