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Higher criticism is a multiple-comparison test concept arising from the situation where there are number of independent tests of significance and interest lies in the rejecting joint null hypothesis.
The fraction of the observed significances at the given α-level is compared to the expected fraction under the joint null and the difference between the two quantities is standardized and this standardized value then maximized over the range of significance levels to provide the higher criticism statistic. This statistic is efficient in assessing whether n normal means are all zero against the alternative that the small fraction is nonzero.
seven questions
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It is the art of attempting to exchange something quite small and certain, for something which are large and uncertain. Gambling is big business; in the US, for instance, it is at
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Change point problems : Problems with chronologically ordered data collected over the period during which there is known to have been a change in the underlying data generation cou
how to calculate the semi average method when 8 observations are given?
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