Multiple test functions and adjusted p-values for test statistics with discrete distributions

DOI10.1016/J.JSPI.2015.06.003zbMATH Open1326.62043arXiv1412.0561OpenAlexW2963300039MaRDI QIDQ897619FDOQ897619

Authors: Joshua D. Habiger 

Publication date: 7 December 2015

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

Abstract: The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying framework for these approaches and extends it to the multiple testing setting. In particular, multiplicity adjusted versions of the aforementioned $p$-values and multiple test functions are developed. It is demonstrated that, whenever the usual nonrandomized and randomized decisions to reject or retain the null hypothesis may differ, the (adjusted) abstract randomized $p$-value and test function should be reported, especially when the number of tests is large. It is shown that the proposed approach dominates the traditional randomized and nonrandomized approaches in terms of bias and variability. Tools for plotting adjusted abstract randomized $p$-values and for computing multiple test functions are developed. Examples are used to illustrate the method and to motivate a new type of multiplicity adjusted mid-$p$-value.

Full work available at URL: https://arxiv.org/abs/1412.0561

Recommendations

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• On fuzzy familywise error rate and false discovery rate procedures for discrete distributions

zbMATH Keywords

false discovery ratetest functionfuzzy \(p\)-valuesequential hypothesis testingdecision functionmid-\(p\)-valueabstract randomized \(p\)-valueadjusted \(p\)-valuerandomized \(p\)-value

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Paired and multiple comparisons; multiple testing (62J15)

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Cited In (13)

• On the usage of randomized p-values in the Schweder-Spjøtvoll estimator
• Meta-Analysis of Mid-p-Values: Some New Results based on the Convex Order
• Randomised \(P\)-values and nonparametric procedures in multiple testing
• New testing procedures with \(k\)-FWER control for discrete data
• On Benjamini-Hochberg procedure applied to mid \(p\)-values
• Constructing confidence intervals for selected parameters
• Multiple testing of composite null hypotheses for discrete data using randomized \(p\)-values
• Randomized ‐values for multiple testing and their application in replicability analysis
• New FDR bounds for discrete and heterogeneous tests
• Online multiple testing with super-uniformity reward
• Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values
• Multiple testing of interval composite null hypotheses using randomized \(p\)-values
• Controlling the false discovery exceedance for heterogeneous tests

Uses Software

• ump
• qvalue

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