کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6869775 681344 2014 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On correlated z-values distribution in hypothesis testing
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
On correlated z-values distribution in hypothesis testing
چکیده انگلیسی
Multiple-testing problems have received much attention. Different strategies have been considered in order to deal with this problem. The false discovery rate (FDR) is, probably, the most studied criterion. On the other hand, the sequential goodness of fit (SGoF), is a recently proposed approach. Most of the developed procedures are based on the independence among the involved tests; however, in spite of being a reasonable proviso in some frameworks, independence is not realistic for a number of practical cases. Therefore, one of the main problems in order to develop appropriate methods is, precisely, the effect of the dependence among the different tests on decisions making. The consequences of the correlation on the z-values distribution in the general multitesting problem are explored. Some different algorithms are provided in order to approximate the distribution of the expected rejection proportions. The performance of the proposed methods is evaluated in a simulation study in which, for comparison purposes, the Benjamini and Hochberg method to control the FDR, the Lehmann and Romano procedure to control the tail probability of the proportion of false positives (TPPFP), and the Beta-Binomial SGoF procedure are considered. Three different dependence structures are considered. As usual, for a better understanding of the problem, several practical cases are also studied.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 79, November 2014, Pages 30-43
نویسندگان
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