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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 $P$…

统计方法学 · 统计学 2023-03-13 Daniel Ochieng , Anh-Tuan Hoang , Thorsten Dickhaus

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…

统计方法学 · 统计学 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

A new formulation for the proportion of true null hypotheses $(\pi_0)$, based on the sum of all $p$-values and the average of expected $p$-value under the false null hypotheses has been proposed in the current work. This formulation of the…

统计理论 · 数学 2020-04-07 Aniket Biswas

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

统计理论 · 数学 2025-03-24 Xiongzhi Chen

Given a family of null hypotheses $H_{1},\ldots,H_{s}$, we are interested in the hypothesis $H_{s}^{\gamma}$ that at most $\gamma-1$ of these null hypotheses are false. Assuming that the corresponding $p$-values are independent, we are…

应用统计 · 统计学 2021-04-28 Anh-Tuan Hoang , Thorsten Dickhaus

In meta analysis, multiple hypothesis testing and many other methods, p-values are utilized as inputs and assumed to be uniformly distributed over the unit interval under the null hypotheses. If data used to generate p-values have discrete…

统计方法学 · 统计学 2026-02-24 Joshua Habiger , Pratyaydipta Rudra

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…

统计理论 · 数学 2025-03-21 Xiongzhi Chen

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

统计计算 · 统计学 2014-12-02 Joshua D Habiger

Large scale discrete uniform and homogeneous $P$-values often arise in applications with multiple testing. For example, this occurs in genome wide association studies whenever a nonparametric one-sample (or two-sample) test is applied…

统计方法学 · 统计学 2021-12-08 Marta Cousido-Rocha , Jacobo de Uña-Álvarez , Sebastian Döhler

Two recently introduced model based bias corrected estimators for proportion of true null hypotheses ($\pi_0$) under multiple hypotheses testing scenario have been restructured for exponentially distributed random observations available for…

统计理论 · 数学 2020-07-28 Aniket Biswas , Gaurangadeb Chattopadhyay , Aditya Chatterjee

As a convention, p-value is often computed in frequentist hypothesis testing and compared with the nominal significance level of 0.05 to determine whether or not to reject the null hypothesis. The smaller the p-value, the more significant…

统计方法学 · 统计学 2020-02-25 Haolun Shi , Guosheng Yin

Some crucial issues about a recently proposed estimator for the proportion of true null hypotheses ($\pi_0$) under discrete setup are discussed. An estimator for $\pi_0$ is introduced under the same setup. The estimator may be seen as a…

统计理论 · 数学 2020-09-09 Aniket Biswas , Gaurangadeb Chattopadhyay

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…

统计方法学 · 统计学 2026-05-15 Kwangok Seo , Johan Lim , Hyungwon Choi , Jaesik Jeong

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…

应用统计 · 统计学 2018-01-29 Nassim Nicholas Taleb

Assigning significance in high-dimensional regression is challenging. Most computationally efficient selection algorithms cannot guard against inclusion of noise variables. Asymptotically valid p-values are not available. An exception is a…

统计方法学 · 统计学 2009-06-12 Nicolai Meinshausen , Lukas Meier , Peter Bühlmann

Say $X_1,X_2,\ldots$ are independent identically distributed Bernoulli random variables with mean $p$. This paper builds a new estimate $\hat p$ of $p$ that has the property that the relative error, $\hat p /p - 1$, of the estimate does not…

统计理论 · 数学 2015-11-18 Mark Huber

This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…

统计方法学 · 统计学 2026-05-26 Nils Lid Hjort , Fredrik A. Dahl , Gunnhildur Högnadóttir Steinbakk

Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…

统计方法学 · 统计学 2026-05-26 Tobias Freidling , Qingyuan Zhao , Zijun Gao

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…

统计方法学 · 统计学 2024-01-04 Daniel Ochieng

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…

统计方法学 · 统计学 2011-08-25 Joshua D. Habiger , Edsel A. Pena
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