JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 147
Type: Invited
Date/Time: Monday, July 30, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #303481
Title: Confidence Distribution, Data Depth, and Combination of Nonparametric Inference
Author(s): Dungang Liu and Regina Y Liu*+ and Minge Xie
Companies: Rutgers University and Rutgers University and Rutgers University
Address: Dept of Statistics, 501 Hill Center, Piscataway, NJ, 08854-8219,
Keywords: confidence distribution ; data depth ; combination inference ; nonparametric inference

We apply the concepts of confidence distribution (CD) and data depth to develop a new combined inference for multiple nonparametric studies of a common hypothesis. A CD can be viewed as a "distribution estimator" of the parameter of interest, finite or infinite dimensional. Examples of CDs include Efron's bootstrap distribution and Fraser's p-value function. Although a natural frequentist concept, CD also has natural links to Bayesian inference and Fisher's fiducial arguments. CD can be an effective tool for statistical inference. We propose a new approach to combining test results from multiple studies on a common multivariate hypothesis. Specifically, in each study we apply data depth and bootstraps to obtain a p-value function for the common hypothesis. The p-value functions are then combined under the framework of combining CDs. This approach allows resampling directly from data, rather than from the estimated null population distribution. Moreover, it obtains test results directly, bypassing the tasks of constructing an explicit test statistic and establishing its corresponding sampling distribution. We illustrate the approach using simulation data and flight data from FAA.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.