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Arabin Kumar Dey
Assistant Professor
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Prior to joining IIT Guwahati, I completed my
PhD from the Department of Mathematics
and Statistics at IIT Kanpur, Kanpur,
under the supervision of Prof.
Debasis Kundu.
Distributions Models and Its Applications:
My primary research interest falls in
the area of distributions, models and its applications. My main focus was on
discrimination among several univariate and bivariate lifetime distributions
. One of the fundamental aspect of parametric approach is to model the data
with proper distribution. Often it is assumed that data are coming from a
specific parametric family and the rest of the analysis are done based on that
model assumption. But choosing a particular model is quite difficult and the
effect due to model mis-specification can be severe. Therefore research toward
discriminating distributions is utmost important. Statistics and Finance : Current interest includes Extreme Value
Theory, Financial Time Series Analysis, Risk Neutral Density estimation and
Modeling with Copula. Statistical Signal Processing : Another
research thread lies in Statistical Signal Processing. So far I have explored a linear
model problem in speech signal processing.Research Interests