Date: 2013-09-20

Time: 15:30-16:30

Location: BURN 1205

Abstract:

In this talk, a new and consistent statistic is proposed to test whether two discrete random variables are independent. The test is based on a statistic of the Cramér–von Mises type constructed from the so-called empirical checkerboard copula. The test can be used even for sparse contingency tables or tables whose dimension changes with the sample size. Because the limiting distribution of the test statistic is not tractable, a valid bootstrap procedure for the computation of p-values will be discussed. The new statistic is compared by a power study to standard procedures for testing independence, such as the Pearson’s Chi-Squared, the Likelihood Ratio, and the Zelterman statistics. The new test turns out to be considerably more powerful than all its competitors in all scenarios considered.

Speaker

Orla A. Murphy is a PhD student in the Department of Mathematics and Statistics at McGill University, Montréal. She works with Christian Genest and Johanna G. Nešlehová.