The Cosmic Microwave Background (CMB), which permeates the entire Universe,
is the radiation left over from just 380,000 years after the Big Bang. On very
large scales, the CMB radiation field is smooth and isotropic, but the
existence of structure in the Universe - stars, galaxies, clusters of galaxies
- suggests that the field should fluctuate on smaller scales. Recent
observations, from the Cosmic Microwave Background Explorer to the Wilkinson
Microwave Anisotropy Project, have strikingly confirmed this prediction. CMB
fluctuations provide clues to the Universe’s structure and composition shortly
after the Big Bang that are critical for testing cosmological models. For
example, CMB data can be used to determine what portion of the Universe is
composed of ordinary matter versus the mysterious dark matter and dark energy.
To this end, cosmologists usually summarize the fluctuations by the power
spectrum, which gives the variance as a function of angular frequency. The
spectrum’s shape, and in particular the location and height of its peaks,
relates directly to the parameters in the cosmological models. Thus, a critical
statistical question is how accurately can these peaks be estimated. We use
recently developed techniques to construct a nonparametric confidence set for
the unknown CMB spectrum. Our estimated spectrum, based on minimal assumptions,
closely matches the model-based estimates used by cosmologists, but we can make
a wide range of additional inferences. We apply these techniques to test
various models and to extract confidence intervals on cosmological parameters
of interest. Our analysis shows that, even without parametric assumptions, the
first peak is resolved accurately with current data but that the second and
third peaks are not.