Compass Special Lecture: Jonty Rougier

Compass is excited to announce that Jonty Rougier (2021 recipient of the Barnett Award) will be delivering a Compass Special Lecture.

Jonty’s experience lies in Computer Experiments, computational statistics and Machine Learning, uncertainty and risk assessment, and decision support. In 2021, he was awarded Barnett Award by the RSS, which is made to those internationally recognised for contributions in the field of environmental statistics, risk and uncertainty quantification. Rougier has also advised several UK Government departments and agencies, including a secondment to the Cabinet Office in 2016/17 to contribute to the UK National Risk Assessment.

Stochastic dominance and Wilcoxon’s Two Sample Test

Usually, when a client wants to know whether a new treatment or process is better than the current one, they are asking about stochastic dominance.  In the first session I will define stochastic dominance, and state and prove the Coupling Theorem, which is the key representation theorem.  I will go on to define a significance procedure (the grown-up definition), and an unbiased significance procedure, and explain how we can use stochastic dominance to choose unbiased significance procedures.

In the second session I will introduce Wilcoxon’s Two Sample Test for the equality of two distributions.  The key result (not well-known) is that the associated significance procedure is unbiased for the alternative hypothesis that one distribution stochastically dominates the other.  I will work through an application about donkeys, also showing my preferred client-friendly visualisation.  I will outline generalisations from one- to two-tailed tests, and for more than two distributions.

Note that this Compass Special Lecture will be delivered over two sessions:

09:30-09:40 Introduction

09:40-10:20 Stochastic Dominance

10:20-10:30 Q&A

— break —

12:30-13:10 Wilcoxon’s two-sample test

13:10-13:30 Q&A


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