Welcome to My Web Page

I am Saralees Nadarajah, a Senior Lecturer in the School of Mathematics, University of Manchester. My contact details are: Alan Turing 2.223 (office), +44 161 275 5912 (phone), +44 161 306 3669 (fax), and mbbsssn2@manchester.ac.uk (email).


For the 2014/2015 academic year, I am teaching Extreme Values and Financial Risk in Semester 1 and Statistical Methods in Semester 2.

PhD Students

  1. Rui Li (2015-)
  2. Jeffrey Chu (2014-)
  3. Xiao Jiang (2014-)
  4. Stephen Chan (2012-)
  5. Emmanuel Afuecheta (2012-)
  6. Sumaya Eljabri (2009-2013)
  7. Shaiful Anuar Abu Bakar (2009-2012)


My main research areas are extreme value theory and its applications, distribution theory, nonparametric statistics, information theory, reliability, sampling theory, statistical software and time series. The following gives a selection of my refereed journal papers published since and including 2014. For a fuller list of my refereed journal papers (including earlier papers), please see MathSciNet or the ISI Web of Knowledge.

Selected Refereed Journal Papers Published since 2014

  1. Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials (with C. S. Withers). Stochastics (2015), doi: 10.1080/17442508.2014.1002785
  2. The distribution of the maximum of a first order moving average: The continuous case (with C. S. Withers). Extremes 17 (2014) 1-24.
  3. The distribution of the bit error rate for an M branch antenna with N interferers (with C. S. Withers). Methodology and Computing in Applied Probability 16 (2014) 115-148.
  4. Expansions about the gamma for the distribution and quantiles of a standard estimate (with C. S. Withers). Methodology and Computing in Applied Probability 16 (2014) 693-713.
  5. Moments and cumulants of a mixture (with C. S. Withers and S. H. Shih). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-013-9379-y
  6. Remarks on the stable S(beta,gamma,mu) distribution (with T. K. Pogany). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-014-9404-9
  7. Extremal and additive processes generated by Pareto distributed random vectors (with K. V. Mitov). ESAIM: Probability and Statistics 18 (2014) 667-685.
  8. A saddlepoint approximation to the distribution of the sum of independent non-identically beta random variables (with J. Chu and X. Jiang). Statistica Neerlandica 18 (2015) 667-685.
  9. Bias reduction when data are rounded (with C. S. Withers). Statistica Neerlandica (2015), doi: 10.1111/stan.12057
  10. The log-power-normal distribution is the exponentiated lognormal distribution (with S. Chan and E. Afuecheta). Environmetrics 25 (2014) 361-362.
  11. On the optimally weighted z-test for combining probabilities from independent studies (with Z. Chen). Computational Statistics and Data Analysis 70 (2014) 387-394.
  12. Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (with M. Arashi, B. M. Golam Kibria and M. Norouzirad). Journal of Multivariate Analysis 126 (2014) 53-74.
  13. Rates of convergence of extremes from skew-normal samples (with X. Liao, Z. Peng and X. Wang). Statistics and Probability Letters 84 (2014) 40-47.
  14. Cumulants of multinomial and negative multinomial distributions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 18-26.
  15. The dual multivariate Charlier and Edgeworth expansions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 76-85.
  16. Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (with S. Zinodiny and S. Rezaei). Statistics and Probability Letters 93 (2014) 96-101.
  17. Improving bias in kernel density estimation (with K. T. Mynbaev, C. S. Withers and A. S. Aipenova). Statistics and Probability Letters 94 (2014) 106-112.
  18. The distribution of the maximum of the multivariate ARp and multivariate MAp processes (with C. S. Withers). Statistics and Probability Letters 95 (2014) 48-56.
  19. The joint distribution of the maximum and minimum of an AR(1) process (with C. S. Withers). Statistics and Probability Letters 99 (2015) 77-84.
  20. Expansions for bivariate copulas. Statistics and Probability Letters 100 (2015) 77-84.
  21. Complete asymptotic expansions for normal extremes. Statistics and Probability Letters (2015), doi: 10.1016/j.spl.2015.04.026
  22. Modified beta distributions (with M. Teimouri and S. H. Shih). Sankhya B 76 (2014) 19-48.
  23. A nonparametric test for exponentiality in LIFRA class of life distributions (with P. Prajitha). Sankhya B 76 (2014) 260-275.
  24. Confidence distributions: A review (with S. Bityukov and N. Krasnikov). Statistical Methodology 22 (2015) 23-46.
  25. New composite models for the Danish fire insurance data (with S. A. A. Bakar). Scandinavian Actuarial Journal (2014) 180-187.
  26. Modeling loss data using composite models (with S. A. A. Bakar, N. A. Hamzah and M. Maghsoudi). Insurance: Mathematics and Economics 61 (2015) 146-154.
  27. Confidence intervals for linear combinations of Poisson means (with C. S. Withers). Australian and New Zealand Journal of Statistics 56 (2014) 47-58.
  28. On the computation of Gauss hypergeometric functions. The American Statistician (2015), doi: 10.1080/00031305.2015.1028595