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arXiv 1802.09018stat.ME
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与同时多重假设检验相关的分布

Distributions associated with simultaneous multiple hypothesis testing

Chang Yu, Daniel Zelterman

摘要:

我们使用Benjamini和Hochberg(1995)的规则来控制错误发现率(FDR),从而得出具有统计学显著性的假设数量的分布。该分布具有小样本形式和同时检验许多独立假设的渐近表达式。我们提出了一个参数分布$\,Ψ_I(\cdot)\,$来近似非均匀备择假设下p值的边缘分布。当存在许多不同的备选假设并且这些假设不能单独很好地理解时,这种分布是有用的。我们将$\,Ψ_I\,$拟合到三项癌症研究的数据中,并用它来说明在这些例子中观察到的值得注意的假设数量的分布。我们使用Copula模型和潜变量方法对样本p值的依赖性进行建模。这些方法可以结合起来,说明在较小的试点研究的基础上规划大型研究的功效分析。我们发现统计学上显著的p值的数量近似表现为正态分布和Borel-Tanner分布的混合。

英文摘要:

We develop the distribution of the number of hypotheses found to be statistically significant using the rule from Benjamini and Hochberg (1995) for controlling the false discovery rate (FDR). This distribution has both a small sample form and an asymptotic expression for testing many independent hypotheses simultaneously. We propose a parametric distribution $\,Ψ_I(\cdot)\,$ to approximate the marginal distribution of p-values under a non-uniform alternative hypothesis. This distribution is useful when there are many different alternative hypotheses and these are not individually well understood. We fit $\,Ψ_I\,$ to data from three cancer studies and use it to illustrate the distribution of the number of notable hypotheses observed in these examples. We model dependence of sampled p-values using a copula model and a latent variable approach. These methods can be combined to illustrate a power analysis in planning a large study on the basis of a smaller pilot study. We show the number of statistically significant p-values behaves approximately as a mixture of a normal and the Borel-Tanner distribution.

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