Weighted Multiple Hypothesis Testing Procedures

Weighted Hypothesis Testing

The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights. We consider two methods for choosing weights in practice. The first, external weighting, is based on prior information. The second, estimated weighting, uses...

Classification , Multiple Hypothesis Testing and Wavelet Thresholding Procedures with Applications

Mdl Multiple Hypothesis Testing

This paper examines the problem of simultaneously testing many independent multiple hypotheses within the minimum encoding framework. We introduce an efficient coding scheme for nominating the accepted hypotheses in addition to compressing the data given these hypotheses. This formulation reveals an interesting connection between multiple hypothesis testing and mixture modelling with the class ...

Multiple Testing Procedures

2 Methods 5 2.1 Multiple hypothesis testing framework . . . . . . . . . . . . . 5 2.2 Test statistics null distribution . . . . . . . . . . . . . . . . . 11 2.3 Single-step procedures for control of general Type I error rates θ(FVn) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 2.4 Step-down procedures for control of the family-wise error rate 16 2.5 Augmentation multiple tes...

Pitfalls of statistical hypothesis testing: multiple testing.

The word " five " is missing from the third sentence of the fifth paragraph in the online answers to this Endgames article by Philip Sedgwick (BMJ 2014;349:g5310, doi:10.1136/bmj. g5310). The sentence should have read: " For example, the probability of a significant result when there are two, three, four, and five hypothesis tests is 0.