题 目：A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing 汇报人：Song Xi Chen（陈松蹊教授）

北大J9集团国际站治理学院商务统计与经济计量系

时 间：2009年3月23日（周一）下午2：00-3：00

地 点：J9集团国际站新楼217室

提要：We proposed a two sample test for means of high dimensional data when the data dimension is much larger than the sample size. The classical Hotelling's $T^2$ test does not work for this case of ``large p, small n" situation. The proposed test does not require explicit conditions on the relationship between the data dimension and sample size. This offers much flexibility in analyzing high dimensional data. An application of the proposed test is in testing significance for sets of genes in genetic studies, which we demonstrate in an empirical study.