Control of the False Discovery Proportion for Independently Tested Null Hypotheses
Joint Authors
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-19, 19 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-06-07
Country of Publication
Egypt
No. of Pages
19
Main Subjects
Abstract EN
Consider the multiple testing problem of testing m null hypotheses H1,…,Hm, among which m0 hypotheses are truly null.
Given the P-values for each hypothesis, the question of interest is how to combine the P-values to find out which hypotheses are false nulls and possibly to make a statistical inference on m0.
Benjamini and Hochberg proposed a classical procedure that can control the false discovery rate (FDR).
The FDR control is a little bit unsatisfactory in that it only concerns the expectation of the false discovery proportion (FDP).
The control of the actual random variable FDP has recently drawn much attention.
For any level 1−α, this paper proposes a procedure to construct an upper prediction bound (UPB) for the FDP for a fixed rejection region.
When 1−α=50%, our procedure is very close to the classical Benjamini and Hochberg procedure.
Simultaneous UPBs for all rejection regions' FDPs and the upper confidence bound for the unknown m0 are presented consequently.
This new proposed procedure works for finite samples and hence avoids the slow convergence problem of the asymptotic theory.
American Psychological Association (APA)
Ge, Yongchao& Li, Xiaochun. 2012. Control of the False Discovery Proportion for Independently Tested Null Hypotheses. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-19.
https://search.emarefa.net/detail/BIM-463260
Modern Language Association (MLA)
Ge, Yongchao& Li, Xiaochun. Control of the False Discovery Proportion for Independently Tested Null Hypotheses. Journal of Probability and Statistics No. 2012 (2012), pp.1-19.
https://search.emarefa.net/detail/BIM-463260
American Medical Association (AMA)
Ge, Yongchao& Li, Xiaochun. Control of the False Discovery Proportion for Independently Tested Null Hypotheses. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-19.
https://search.emarefa.net/detail/BIM-463260
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-463260