Probabilities for separating sets of order statistics

DOI10.1080/02331880902986984MaRDI QIDQ5400838zbMATH OpenOpenAlexWikidataFDO

Authors Deborah H. Glueck, A. Karimpour-Fard, Jan Mandel, Keith E. Muller

Publication date 12 March 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.3520, http://europepmc.org/articles/pmc3020799

zbMATH Keywords

multiple comparisonpermanentBenjamini-Hochberg procedureblock matrix

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Abstract: Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered intervals, and that of the smallest statistics, a certain number come from the first populations, are given in terms of the two distribution functions. The result is applied to computing the joint probability of the number of rejections and the number of false rejections for the Benjamini-Hochberg false discovery rate procedure.

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Cites work

• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• Expected Power for the False Discovery Rate with Independence
• Fast computation by block permanents of cumulative distribution functions of order statistics from several populations

Cited in

(2)

• scientific article; zbMATH DE number 4176095 (Why is no real title available?)
• The Probability That an Ordered Pair of Elements is an Engel Pair

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