On Benjamini-Hochberg procedure applied to mid p-values

DOI10.1016/J.JSPI.2019.06.001zbMATH Open1437.62090arXiv1906.01701OpenAlexW2953049598MaRDI QIDQ2301044FDOQ2301044

Authors: Xiongzhi Chen, Sanat K. Sarkar 

Publication date: 28 February 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochberg (BH) procedure, often used in such settings, being developed originally for p-values with continuous distributions, are too conservative, and so may not be as powerful as one would hope for. Therefore, improving the BH procedure by suitably adapting it to discrete p-values without losing its FDR control is currently an important path of research. This paper studies the FDR control of the BH procedure when it is applied to mid p-values and derive conditions under which it is conservative. Our simulation study reveals that the BH procedure applied to mid p-values may be conservative under much more general settings than characterized in this work, and that an adaptive version of the BH procedure applied to mid p-values is as powerful as an existing adaptive procedure based on randomized p-values.

Full work available at URL: https://arxiv.org/abs/1906.01701

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zbMATH Keywords

false discovery rateheterogeneous null distributionsmultiple hypotheses testingrandomized \(p\)-valuediscrete \(p\)-valuesmid \(p\)-value

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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Cited In (4)

• False discovery rate control for multiple testing based on discrete \(p\)-values
• New testing procedures with \(k\)-FWER control for discrete data
• Incorporating the empirical null hypothesis into the Benjamini-Hochberg procedure
• The Benjamini-Hochberg Method in the Case of Discrete Test Statistics

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