《Statistica Sinica》在线发表统计学院博士生论文

时间:2017-02-21浏览:4226设置

统计学国际知名期刊《Statistica Sinica》近日在线发表了统计学院博士生刘关福的研究论文Using differential variability to increase the power of the homogeneity test in a two-sample problem”(Statistica Sinica2016doi:10.5705/ss.202016.0026;emc官网首页进入为第一单位)该篇论文合作者为约克大学的 Yuejiao Fu 教授,滑铁卢大学的 Pengfei Li 教授和emc官网首页进入的濮晓龙教授

统计学国际知名期刊《Statistica Sinica》在线发表论文

该研究以医学实验和遗传学中的问题为背景,在两样本下首次提出使用EM检验方法检测模型的齐次性。针对EM检验方法,该研究给出其在原假设下的极限分布,这个极限分布的形式非常简单,这在假设检验中非常重要,可用于计算检验的临界值。该研究是在位置-尺度分布下讨论的,其中,证明参数的似然估计的相合性在目前的文献中也是第一次,尽管其证明非常复杂,但是此项研究依然给出了严谨可靠的证明过程。另外,此研究还向读者提供了EM检验在局部备择假设下的极限分布,这套理论可用于样本量的计算。

比较了EM检验和现有方法MLRT的功效, EM检验的功效在多数情况下都高于MLRT

EM检验(实线)和MLRT(虚线)的功效比较

作者所提出的EM检验方法被用于医学实验中药效的检测和遗传学疾病的检测中,其表现效果较好,能够准确的判断药效和疾病的存在,这也再次表明此方法具有优良的特性。

Statistica Sinica》是国际泛华统计学会会刊,在业内具有极高的影响力,每年一月,四月,七月和十月发刊。

  

AbstractWe consider a particular two-sample homogeneity testing problem which is often encountered in case-control studies with contaminated controls, or detecting a treatment effect when some subjects are not affected by treatment in biological experiments. To utilize the information from not only the mean shift but also possible change in variance, we propose an EM-test which is designed to simultaneously detect both mean difference and differential variability in the two samples. We show that the EM-test statistic has a chi-square null limiting distribution. The asymptotic properties under local alternatives are also investigated. The main results are established for general location-scale families. Simulation results show that the EM-test possesses more accurate empirical type I error and higher power than the existing methods. Finally, two real data examples are given to illustrate the application of the proposed method.

KeywordsDifferential variability, EM-test, Homogeneity test, Limiting distribution, Local power, Mixture models, Two-sample problems


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