National Seminar on Probability and Statistics
Institute of Mathematics and Informatics, BAS Akad.G.Bonchev St, bl. 8, 1113, SofiaThe next meeting of the National Seminar on Probability and Statistics will be held on June 4, 2024, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics. A talk on: Comparison of parameter estimation methods for a Beta-Uniform mixture model will be delivered by Nikolay I. Nikolov (IMI - BAS). Abstract.The Benjamini-Hochberg (B-H) method is a procedure for controlling the false discovery rate in the problem of multiple comparisons and is one of the most cited scientific works. In this talk, a Beta-Uniform mixture is considered for approximating the distribution of the p-values before the B-H adjustment. Expectation-maximization algorithms are derived for finding the maximum-likelihood and the maximum product of spacings estimations of the parameters in the suggested model. In [...]
