Related papers: Data volume and power of multiple tests with small…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
It is generally believed that more observations provide more information. However, we observe that in the independence test for rare events, the power of the test is, surprisingly, determined by the number of rare events rather than the…
Recent work has demonstrated the viability of using crowdsourcing as a tool for evaluating the truthfulness of public statements. Under certain conditions such as: (1) having a balanced set of workers with different backgrounds and…
How many experimental studies would have come to different conclusions had they been run on larger samples? I show how to estimate the expected number of statistically significant results that a set of experiments would have reported had…
Good (Frequentist) statistical practice requires that statistical tests be performed in order to determine if the phenomenon being observed could plausibly occur by chance if the null hypothesis is false. Good practice also requires that a…
This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…
Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these…
In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…
The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…
I proposed (8, 1, 3) that p values should be supplemented by an estimate of the false positive risk (FPR). FPR was defined as the probability that, if you claim that there is a real effect on the basis of p value from a single unbiased…
Replicability is a lynchpin for credible discoveries. The partial conjunction (PC) p-value, which combines individual base p-values from multiple similar studies, can gauge whether a feature of interest exhibits replicated signals across…
This paper studies the classical problem of estimating the locations of signal occurrences in a noisy measurement. Based on a multiple hypothesis testing scheme, we design a K-sample statistical test to control the false discovery rate…
In the multiple testing context, a challenging problem is the estimation of the proportion $\pi_0$ of true-null hypotheses. A large number of estimators of this quantity rely on identifiability assumptions that either appear to be violated…
Over the past decades, various methods for comparing the means of two log-normal have been proposed. Some of them are differing in terms of how the statistic test adjust to accept or to reject the null hypothesis. In this study, a new…
This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typically the test function is a power function (when the power is…
In the evaluation of treatment effects, it is of major policy interest to know if the treatment is beneficial for some and harmful for others, a phenomenon known as qualitative interaction. We formulate this question as a multiple testing…
The problem of large-scale simultaneous hypothesis testing is re-visited. Bagging and subagging procedures are put forth with the purpose of improving the discovery power of the tests. The procedures are implemented in both simulated and…
Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this…
The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…