On Benjamini-Hochberg procedure applied to mid p-values

DOI10.1016/J.JSPI.2019.06.001MaRDI QIDQ2301044zbMATH OpenOpenAlexFDO

Authors Xiongzhi Chen, Sanat K. Sarkar

Publication date 28 February 2020

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

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

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)

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.

Recommendations

• False discovery rate control for multiple testing based on discrete \(p\)-values
• The Benjamini-Hochberg Method in the Case of Discrete Test Statistics
• Multiple testing with discrete data: proportion of true null hypotheses and two adaptive FDR procedures
• FDR control with adaptive procedures and FDR monotonicity
• Minimally adaptive BH: a tiny but uniform improvement of the procedure of Benjamini and Hochberg

Cites work

• scientific article; zbMATH DE number 1817585 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• A Modified False Discovery Rate Multiple-Comparisons Procedure for Discrete Data, Applied to Human Immunodeficiency Virus Genetics
• An optimality theory for mid \(p\)-values in \(2\times 2\) contingency tables
• How to analyze many contingency tables simultaneously in genetic association studies
• Multiple test functions and adjusted \(p\)-values for test statistics with discrete distributions
• Multiple testing with discrete data: proportion of true null hypotheses and two adaptive FDR procedures
• On methods controlling the false discovery rate
• Significance Tests in Discrete Distributions
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• The control of the false discovery rate in multiple testing under dependency.

Cited in

(4)

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

This page was built for publication: On Benjamini-Hochberg procedure applied to mid \(p\)-values

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2301044)