Description:

Department of Statistics Spring 2019 Seminar Series

Talk Title: A Novel Application of the Simes Test in Group Sequential Setting

Speaker: Ajit C. Tamhane, Professor of IEMS and Statistics (by courtesy), Northwestern University

Time: 11:00am

Abstract: This talk will be in two parts. The first part will be pedagogic in which I will discuss some basic notions and procedures from multiple testing and group sequential testing. The second part will be about an interesting research idea that did not quite pan out. In this part I will discuss an out-of-box application of the Simes (1986) test, which plays an important role in multiple testing, to group sequential setting.
The Simes test is designed to test a single null hypothesis formed by taking the intersection of multiple null hypotheses using their p-values. It can be extended to test the component null hypotheses with familywise error rate control by applying the closure method of Marcus, Peritz and Gabriel (1976). In a group sequential setting also there is a single null hypothesis, which can be tested using the Simes test based on the p-values from sequential looks. However, this application turns out to be less powerful than the classical group sequential tests of Pocock (1977) and O’Brien and Fleming (1979). The reason is that the rejection decision of the Simes test is not necessarily based on sufficient statistics.

Note: This work is joint with Dr. Jiangtao Gou and Dr. Alex Dmitrienko.

Location: Department of Statistics, Room B02, 2006 Sheridan Rd, Evanston 60208