Type of Event:
Nonparametric Estimation of a Two-component Mixture Model with application to Multiple Testing
We consider estimation and inference in a two-component mixture model where the distribution of one component is completely unknown. We develop methods for estimating the mixing proportion and
Assessing Procedures vs Assessing Evidence
Many statistical analyses are characterized by how often a procedure works: how often an interval covers a true value, a null hypothesis is rejected, an item is correctly classified, etc. But assessing how often a procedure works differs from assessing the evidence in a data set. Understanding the difference is prerequisite to understanding what matters in a given analysis: the procedure, the evidence, or both.