[Forum SIS] Corso su: "multiple hypothesis testing" (A. Farcomeni)

[Fulvio De Santis]

Nell'ambito delle attività didattiche del Dottorato di Ricerca in
Statistica Metodologica dell'Università La Sapienza, il prof. Alessio
Farcomeni terrà un corso dal titolo:

"An introduction to modern multiple hypothesis testing".

Le lezioni avranno luogo presso la Sala 34 del Dipartimento di
Statistica, Probabilità e Statistiche Applicate dell'Università La
Sapienza, P.le A. Moro 5, Roma, con il seguente calendario:

giovedì 18-02-2010 ore 8.45-12.30,
venerdì 19-02-2010 ore 8.45-10.30.

Tutte le persone interessate sono invitate a partecipare.

Cordiali saluti
Fulvio De Santis


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An introduction to modern multiple hypothesis testing

The course will start by introducing the main ideas in multiple
hypothesis testing. After a motivation through simulation and a brief
historical overview, we will define the concept of families and the most
common Type I error rates. Then, for each Type I error rate, we will
critically review some corresponding multiple testing procedures.
We will extensively discuss power comparisons and problems related to
dependence among the test statistics.
The third part of the course will be dedicated to estimation of the
proportion of false nulls, and then we will conclude with a quick tour
of applications and examples.
The course will proceed at a non-technical level. The aim is providing
an overview with intuitive insights and suggestions for further
research in the area. We will also demonstrate multiple testing methods
on real data examples, using the software R.