/tags/2013-fall/index.xml 2013 Fall - McGill Statistics Seminars

2013 Fall

  • Tests of independence for sparse contingency tables and beyond

    Orla A. Murphy · Sep 20, 2013

    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.

  • Bayesian nonparametric density estimation under length bias sampling

    Theodoros Nicoleris · Sep 13, 2013

    Date: 2013-09-13

    Time: 15:30-16:30

    Location: BURN 1205

    Abstract:

    A new density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to computationally evaluate posterior quantities conditionally on length biased data were hindered by the inability to circumvent the problem of a normalizing constant. In this talk a novel Bayesian nonparametric approach to the length bias sampling problem is presented which circumvents the issue of the normalizing constant. Numerical illustrations as well as a real data example are presented and the estimator is compared against its frequentist counterpart, the kernel density estimator for indirect data." This is joint work with: a) Spyridon J. Hatjispyros, University of the Aegean, Greece. b)Stephen G. Walker, University of Texas at Austin, U.S.A.