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Higher Criticism is a recently developed statistic for non-Gaussian detection, proposed in Donoho & Jin 2004. We find that Higher Criticism is useful for two purposes. First, Higher Criticism has competitive detection power, and non-Gaussianity is detected at the level 99% in the first year WMAP data. We find that the Higher Criticism value of WMAP is outside the 99% confidence region at a wavelet scale of 5 degrees (99.46% of Higher Criticism values based on simulated maps are below the values for WMAP). Second, Higher Criticism offers a way to locate a small portion of data that accounts for the non-Gaussianity. Using Higher Criticism, we have successfully identified a ring of pixels centered at (lapprox 209 deg, bapprox -57 deg), which seems to account for the observed detection of non-Gaussianity at the wavelet scale of 5 degrees. Note that the detection is achieved in wavelet space first. Second, it is always possible that a fraction of pixels within the ring might deviate from Gaussianity even if they do not appear to be above the 99% confidence level in wavelet space. The location of the ring coincides with the cold spot detected in Vielva et al. 2004 and Cruz et al. 2005.
We consider the problem of detecting a sparse mixture as studied by Ingster (1997) and Donoho and Jin (2004). We consider a wide array of base distributions. In particular, we study the situation when the base distribution has polynomial tails, a sit
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