Chair Professor and Department Head of Statistics and Data Science, Southern University of Science and Technology, Prof Shao Qi-Man, gave a lecture on “Self-normalization: Taming a Wild Population in a Heavy-tailed World”, at the invitation of UIC's Division of Science and Technology (DST) and the BNU-UIC Research Center for Mathematics, on 4 November.

Prof Shao Qi-Man started from the definition of Self-normalization. He humorously explained the origin of the name of Student's t-statistic, and how W.S. Gosset invented Student's t-statistic by using data from the winery, thus creating a precedent for small samples. Student's t-statistic is one of the most important statistics, which is widely used in probability, statistics, finance and other scientific fields.


Prof Shao Qi-Man giving a lecture on self-normalization

During the past century, the t-statistic has evolved into much more general Studentized statistics and self-normalized processes. It is finding applications today that were never envisaged when it was introduced. The past two decades have also witnessed the significant development of a rich probability theory of self-normalized processes, including moderate and large deviation theorems. A key feature of self-normalization is the robustness against a heavy-tailed population.


Prof Shao gave an overview of the salient progress of self-normalized limit theory, from Student’s t-statistic to more general Studentized nonlinear statistics. He also spoke of some very recent advances in self-normalized moderate deviations under dependence.


At the end of the lecture, Prof Shao interacted with teachers and students; answered questions raised by the audience, and discussed and exchanged some valuable research orientations with teachers and students. Prof Shao also encouraged students to find their own research interests.


Prof Fang Kai-Tai asking questions after the lecture

Prof Shao Qi-Man is a famous probability of theorist and statistician. He is an elected fellow of IMS, an invited speaker at International Congress of Mathematicians (2010) and an IMS Medallion Lecturer at 2011 Joint Statistical Meeting. He is an Associate Editor for Bernoulli, and Associate Editor-in-Chief for Science China: Mathematics. He was an Associate Editor for Annals of Statistics and won the State Natural Science Award (2nd class) in 2015.



From Statistics Programme, MPRO
Photographer: Guan Qi
Editors: Samuel Burgess, Deen He, Ma Yiran