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arXiv 2003.06455stat.ME
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基于Prepivots的两样本高维均值检验

Two-Sample High Dimensional Mean Test Based On Prepivots

Santu Ghosh, Deepak Nag Ayyala, Rafael Hellebuyck

摘要:

在比较两个多变量随机变量时,检验均值向量的相等性是一个非常常用的标准。当变量的数量大于组合的样本量时,传统的检验(如Hotelling的T平方检验)变得不可用或输出小功效。本文提出了一种利用预主元和Edgeworth展开的检验方法,用于检验“大p,小n”情形下两个总体均值向量的相等性。导出了检验统计量的渐近零分布,并证明了当n和p都增大到无穷大时,在某些方案下,建议检验的功效收敛于1.有限样本性能的建议检验统计量与其他最近开发的测试,旨在通过模拟也处理“大p,小n”的情况进行比较。所提出的测试实现了第一类错误率和功效的竞争率。我们的测试的有用性说明了两个微阵列基因表达数据集的应用程序

英文摘要:

Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T-squared become either unusable or output small power when the number of variables is greater than the combined sample size. In this paper, w}e propose a test using both prepivoting and Edgeworth expansion for testing the equality of two population mean vectors in the "large p, small n" setting. The asymptotic null distribution of the test statistic is derived and it is shown that the power of suggested test converges to one under certain alternatives when both n and p increase to infinity against sparse alternatives. Finite sample performance of the proposed test statistic is compared with other recently developed tests designed to also handle the "large p, small n" situation through simulations. The proposed test achieves competitive rates for both type I error rate and power. The usefulness of our test is illustrated by applications to two microarray gene expression data sets

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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