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Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

Statistics Theory · Mathematics 2011-03-10 Edsel A. Peña , Joshua D. Habiger , Wensong Wu

In this paper, we consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that…

Statistics Theory · Mathematics 2017-03-21 Anjana Grandhi , Wenge Guo , Joseph P. Romano

Given a multiple testing situation, the null hypotheses that appear to have sufficiently low probabilities of truth may be rejected using a simple, nonparametric method of decision theory. This applies not only to posterior levels of…

Probability · Mathematics 2025-10-20 David R. Bickel

Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with…

Statistics Theory · Mathematics 2016-09-22 Michael Evans , Jabed Tomal

Negative control is a common technique in scientific investigations and broadly refers to the situation where a null effect (''negative result'') is expected. Motivated by a real proteomic dataset, we will present three promising and…

Methodology · Statistics 2023-03-21 Zijun Gao , Qingyuan Zhao

Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…

Statistics Theory · Mathematics 2008-05-21 Zhiyi Chi

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

Methodology · Statistics 2025-12-10 Mengqi Lin , Colin Fogarty

The cell biology literature is littered with erroneously tiny P values, often the result of evaluating individual cells as independent samples. Because readers use P values and error bars to infer whether a reported difference would likely…

Other Quantitative Biology · Quantitative Biology 2020-04-30 Samuel J. Lord , Katrina B. Velle , R. Dyche Mullins , Lillian K. Fritz-Laylin

We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…

Econometrics · Economics 2023-01-24 Stanislav Anatolyev , Mikkel Sølvsten

Importance sampling is a common technique for Monte Carlo approximation, including Monte Carlo approximation of p-values. Here it is shown that a simple correction of the usual importance sampling p-values creates valid p-values, meaning…

Computation · Statistics 2011-04-12 Matthew T. Harrison

Neyman and Pearson's theory of testing hypotheses does not warrant minimal epistemic reliability: the feature of driving to true conclusions more often than to false ones. The theory does not protect from the possible negative effects of…

Statistics Theory · Mathematics 2021-07-07 Adam P. Kubiak , Pawel Kawalec , Adam Kiersztyn

The present paper establishes new multiple procedures for simultaneous testing of a large number of hypotheses under dependence. Special attention is devoted to experiments with rare false hypotheses. This sparsity assumption is typically…

Statistics Theory · Mathematics 2019-10-01 Marc Ditzhaus , Arnold Janssen

We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…

Methodology · Statistics 2016-12-20 Yoshiyuki Ninomiya , Satoshi Kuriki , Toshihiko Shiroishi , Toyoyuki Takada

Multiple tests are designed to test a whole collection of null hypotheses simultaneously. Their quality is often judged by the false discovery rate (FDR), i.e. the expectation of the quotient of the number of false rejections divided by the…

Statistics Theory · Mathematics 2015-11-24 Julia Benditkis , Philipp Heesen , Arnold Janssen

Genetic investigations often involve the testing of vast numbers of related hypotheses simultaneously. To control the overall error rate, a substantial penalty is required, making it difficult to detect signals of moderate strength. To…

Methodology · Statistics 2010-10-25 Kathryn Roeder , Larry Wasserman

The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…

Statistics Theory · Mathematics 2015-06-08 Sylvain Delattre , Etienne Roquain

Modern biomedical research frequently involves testing multiple related hypotheses, while maintaining control over a suitable error rate. In many applications the false discovery rate (FDR), which is the expected proportion of false…

Methodology · Statistics 2018-09-27 David S. Robertson , James M. S. Wason