Detection of Sparse Mixtures: Higher Criticism and Scan Statistic

التفاصيل البيبلوغرافية
العنوان: Detection of Sparse Mixtures: Higher Criticism and Scan Statistic
المؤلفون: Arias-Castro, Ery, Ying, Andrew
سنة النشر: 2018
المجموعة: Mathematics
Statistics
مصطلحات موضوعية: Mathematics - Statistics Theory
الوصف: We consider the problem of detecting a sparse mixture as studied by Ingster (1997) and Donoho and Jin (2004). We consider a wide array of base distributions. In particular, we study the situation when the base distribution has polynomial tails, a situation that has not received much attention in the literature. Perhaps surprisingly, we find that in the context of such a power-law distribution, the higher criticism does not achieve the detection boundary. However, the scan statistic does.
نوع الوثيقة: Working Paper
الوصول الحر: http://arxiv.org/abs/1802.08715Test
رقم الانضمام: edsarx.1802.08715
قاعدة البيانات: arXiv