Journal article
Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
- Abstract:
-
We consider the problem of estimating the number of false null hypotheses among a very large number of independently tested hypotheses, focusing on the situation in which the proportion of false null hypotheses is very small. We propose a family of methods for establishing lower $100(1-\alpha)%$ confidence bounds for this proportion, based on the empirical distribution of the $p$-values of the tests. Methods in this family are then compared in terms of ability to consistently estimate the pro...
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- Publication status:
- Published
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- Publisher copy:
- 10.1214/009053605000000741
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Authors
Bibliographic Details
- Journal:
- Annals of Statistics
- Volume:
- 34
- Issue:
- 1
- Pages:
- 373-393
- Publication date:
- 2006-02-01
- DOI:
- ISSN:
-
0090-5364
- Source identifiers:
-
97770
Item Description
- Keywords:
- Pubs id:
-
pubs:97770
- UUID:
-
uuid:757526f3-44dd-4f6a-9ea9-d2a715efffaf
- Local pid:
- pubs:97770
- Deposit date:
- 2012-12-19
Terms of use
- Copyright date:
- 2006
- Notes:
-
Published at http://dx.doi.org/10.1214/009053605000000741 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org)
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