暨南经院学术活动之统计学 Seminar第108期:童行伟教授(北京师范大学)

发布者:余璐尧发布时间:2023-03-03浏览次数:101

主题A weighted method for the exclusive hypothesis test with application to typhoon data

主讲人:童行伟教授(北京师范大学)

主持人:王国长教授(暨南大学)

会议时间202337日(周二)1000—1130

会议地点:暨南大学经济学院102

 

★摘要★

Motivated by the testing of genetic pleiotropy,we discuss a general class of hypothesis testing,the exclusive hypothesis test (EHT).A hypothesis test is an EHT if the null hypothesis can be divided into a set of exclusive sub-hypotheses,and a main difficulty for testing an EHT is the calculation of the p-value.Toa ddress this problem,we propose a weighted procedure and develop two methods,one likelihood-based and the other Bayesian information criterion (BIC)-based,for determining the corresponding weights.Furthermore,we show that the BIC-based method can control the asymptotic type I error.We conduct an extensive simulation study of these two proposed methods,which suggests that they work well in practice.In particular,the new procedure is shown both theoretically and numerically to exhibit better performance than the existing two-stage decision rule for testing genetic pleiotropy.Our proposed methodology is then applied to a set of data concerning tropical storms.

 

★主讲人简介★

童行伟,北京师范大学教授,博士生导师,目前担任北京师范大学数理统计系系主任、教育心理与数据科学技术与应用广东省普通高校重点实验室主任。博士毕业于北京大学数学科学学院,美国University of Missouri, Columbia博士后,长期从事生物统计、金融统计、因果分析及稳健统计领域前沿研究。现担任中国因果推断分会常务理事;中国工业统计学教学研究会副会长;《应用概率统计》杂志的编委;国际生物统计学会(International)中国分会常务理事,北京大数据协会副会长等。主持科技部重点研发课题1项和1项国家自然科学重点子课题面上项目等,在Annals of Statistics, Biometrika, Statistica Sinica等顶尖期刊发表50余篇,出版1本教材,英文译著2本。