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$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…

Methodology · Statistics 2023-03-13 Daniel Ochieng , Anh-Tuan Hoang , Thorsten Dickhaus

We are concerned with multiple test problems with composite null hypotheses and the estimation of the proportion $\pi_{0}$ of true null hypotheses. The Schweder-Spj\o tvoll estimator $\hat{\pi}_0$ utilizes marginal $p$-values and only works…

Methodology · Statistics 2020-04-20 Anh-Tuan Hoang , Thorsten Dickhaus

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

Various methods of combining individual p-values into one p-value are widely used in many areas of statistical applications. We say that a combining method is valid for arbitrary dependence (VAD) if it does not require any assumption on the…

Statistics Theory · Mathematics 2021-08-17 Yuyu Chen , Peng Liu , Ken Seng Tan , Ruodu Wang

P-value functions are modern statistical tools that unify effect estimation and hypothesis testing and can provide alternative point and interval estimates compared to standard meta-analysis methods, using any of the many $p$-value…

Methodology · Statistics 2025-02-24 Leonhard Held , Felix Hofmann , Samuel Pawel

We study a large-scale one-sided multiple testing problem in which test statistics follow normal distributions with unit variance, and the goal is to identify signals with positive mean effects. A conventional approach is to compute…

Methodology · Statistics 2026-05-15 Kwangok Seo , Johan Lim , Hyungwon Choi , Jaesik Jeong

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…

Methodology · Statistics 2025-04-29 Pengfei Lyu , Xianyang Zhang , Hongyuan Cao

For testing a group of hypotheses, tremendous $p$-value combination methods have been developed and widely applied since 1930's. Some methods (e.g., the minimal $p$-value) are optimal for sparse signals, and some others (e.g., Fisher's…

Methodology · Statistics 2018-01-16 Hong Zhang , Tiejun Tong , John E Landers , Zheyang Wu

Combining p-values to integrate multiple effects is of long-standing interest in social science and biomedical research. In this paper, we focus on revisiting a classical scenario closely related to meta-analysis, which combines a…

Methodology · Statistics 2022-04-15 Yusi Fang , Chung Chang , George Tseng

The partial conjunction null hypothesis is tested in order to discover a signal that is present in multiple studies. The standard approach of carrying out a multiple test procedure on the partial conjunction (PC) $p$-values can be extremely…

Methodology · Statistics 2024-06-14 Thorsten Dickhaus , Ruth Heller , Anh-Tuan Hoang , Yosef Rinott

Combining p-values from independent statistical tests is a popular approach to meta-analysis, particularly when the data underlying the tests are either no longer available or are difficult to combine. A diverse range of p-value combination…

Methodology · Statistics 2017-12-15 Nicholas Heard , Patrick Rubin-Delanchy

We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means of the random variables belonging to a non-empty, bounded interval; (ii) the means of the random variables belonging to an…

Statistics Theory · Mathematics 2025-03-21 Xiongzhi Chen

Fisher's method prescribes a way to combine p-values from multiple experiments into a single p-value. However, the original method can only determine a combined p-value analytically if all constituent p-values are weighted equally. Here we…

Methodology · Statistics 2020-06-19 Arvind Thiagarajan

Combining dependent tests of significance has broad applications but the $p$-value calculation is challenging. Current moment-matching methods (e.g., Brown's approximation) for Fisher's combination test tend to significantly inflate the…

Methodology · Statistics 2020-03-04 Hong Zhang , Zheyang Wu

One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…

Methodology · Statistics 2024-01-04 Daniel Ochieng

Statistical significance of both the original and the replication study is a commonly used criterion to assess replication attempts, also known as the two-trials rule in drug development. However, replication studies are sometimes conducted…

Applications · Statistics 2024-05-31 Leonhard Held , Samuel Pawel , Charlotte Micheloud

Combining p-values from multiple independent tests is a fundamental task in statistical inference, but presents unique challenges when the p-values are discrete. We extend a recent optimal transport-based framework for combining discrete…

Methodology · Statistics 2025-08-05 Gonzalo Contador , Zheyang Wu

We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Applications · Statistics 2018-01-29 Nassim Nicholas Taleb

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke
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