کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1152104 | 958270 | 2012 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A practical ad hoc adjustment to the Simes PP-value
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
For testing a set of null hypotheses, the chance of at least one significant result is much higher than the nominal size of each test. The PP-value of Simes (1986) controls type-1 error under weak conditions and is far less conservative that the Bonferroni PP-value when the tests are correlated. However, it can still be quite conservative. In this paper, I perform a large numerical experiment to measure this conservatism as a function of the correlation of the component PP-values and the skewness of the underlying test statistics. The results are modelled, and they produce an adjustment to the Simes PP-value which is close to exact for a wide range of correlations and distributional shapes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 7, July 2012, Pages 1297–1302
Journal: Statistics & Probability Letters - Volume 82, Issue 7, July 2012, Pages 1297–1302
نویسندگان
Chris J. Lloyd,