News
February 23, 2021
Jianqing Fan is Frederick L. Moore Professor of Finance, Professor of Operations Research and Financial Engineering, Former Chairman of Department of Operations Research and Financial Engineering and Director of Committee of Statistical Studies at Princeton University, where he directs both statistics and financial econometrics labs. After receiving his PhD from…
Every three years, the IMS chooses a Le Cam Lecturer, one of our most prestigious awards. But who was Le Cam, and why was his work so important? The following is slightly condensed from the obituary written by Rudolf Beran and Grace Yang, which was published in the IMS Bulletin …
Deadline: April 25, 2021
Puzzle Editor Anirban DasGupta proposes a palindrome problem in the domain of probabilistic number theory. It will take careful thinking and patience to work out the more difficult parts of this problem. I try to give you hints, as you move from one part to the…
The puzzle was this maximum likelihood estimation problem in a badminton game.
Student Puzzle Editor Anirban DasGupta explains the solution:
For part (a), writing q for p2 = cp, the likelihood function is
((1 − p)p4q4)(p4q3(1 − q))((1 − q))(q3p2(1 − p))(p5q4(1 − q))
= p29(1 − p)2(1 −…
IMS Medallion Lecturer who was due to give his lecture at the Seminar on Stochastic Processes in March 2021 (meeting now rescheduled to 2022).
Dmitry (Dima) Ioffe was born in Moscow in April 1963. In 1976 his family applied for a permission to leave the USSR for Israel…