Distributions associated with simultaneous multiple hypothesis testing

DOI10.1186/S40488-020-00109-6zbMATH Open1472.62156arXiv1802.09018OpenAlexW3094101422MaRDI QIDQ2040901FDOQ2040901

Authors: Chang Yu, Daniel Zelterman 

Publication date: 14 July 2021

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Abstract: 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 $,Ps{i}_I(cdot),$ 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 $,Ps{i}_I,$ 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.

Full work available at URL: https://arxiv.org/abs/1802.09018

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zbMATH Keywords

false discovery rate\(p\)-valuesBonferroni correctionSimes criteria

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Multivariate distribution of statistics (62H10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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Cited In (6)

• Simultaneous Testing of Grouped Hypotheses: Finding Needles in Multiple Haystacks
• Simultaneous testing of multiple hypotheses using generalized \(p\)-values
• Multiple comparisons and sums of dissociated random variables
• Illustrations on using the distribution of a \(P\)-value in high dimensional data analyses
• The joint null criterion for multiple hypothesis tests
• Distribution-free multiple testing

Uses Software

• Rmpfr
• FAMT

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