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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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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Journal:
Annals of Statistics
Volume:
34
Issue:
1
Pages:
373-393
Publication date:
2006-02-01
DOI:
ISSN:
0090-5364
Source identifiers:
97770
Keywords:
Pubs id:
pubs:97770
UUID:
uuid:757526f3-44dd-4f6a-9ea9-d2a715efffaf
Local pid:
pubs:97770
Deposit date:
2012-12-19

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