Walter A. Rosenkrantz
Professor, Department of Mathematics and Statistics
Ph.D., University of Illinois, 1963
M.S., University of Illinois, 1959
B.S., University of Chicago, 1957

Mailing Address:
Department of Mathematics & Statistics
710 North Pleasant Street
1432 Lederle Graduate Research Tower
University of Massachusetts
Amherst, MA 01003-9305
USA

Math 441 Home Page, Fall 2004

Statistics 515 Home Page, Fall 2004

Research Interests:

My current research interests focus on the following problems:

  1. Mathematical modeling, simulation and statistical analysis of traffic on modern communication networks. I am particularly interested in the phenomenon of long range dependence as discussed in the paper by Rosenkrantz & Horowitz, ``The Infinite Source Model for Internet Traffic: Statistical Analysis and Limit Theorems", Methods and Applications of Analysis, vol. 9, No. 3, pp 445-462, September 2002

  2. Confidence bands for empirical distribution functions when the theoretical distribution depends on one or more parameters that must be estimated from the data. In my paper ``Confidence Bands for Quantile functions: A Parametric and Graphic Alternative for Testing Goodness-of-Fit", The American Statistician, August 2000, vol. 54, No. 3, pp. 185-190, I derived bounds for the theoretical quantile function. I have recently extended this result to obtain a confidence band for the empirical quantile function itself, thus generalizing Kolmogorov's Test for the uniform distribution to the case where the distribution depends on one or more parameters that must be estimated from the data. These results were presented at The Joint Statistical Meetings , San Francisco, 6 August 2003.

  3. Statistics Education: See my textbook:
    Introduction to Probability and Statistics for Scientists and Engineers, 1997
    ISBN 0-07-053988-X
    McGraw-Hill Series in Probability and Statistics,
    Click here to download errata (pdf format    )
    This book was reviewed in the Journal of the Royal Statistical Society. Series D (The Statistician), vol. 48, Part 3, p. 461, (1999).

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Last Updated: 20 September 2004