Optimal and Maximin Procedures for Multiple Testing Problems

نویسندگان

چکیده

Abstract Multiple testing problems (MTPs) are a staple of modern statistical analysis. The fundamental objective MTPs is to reject as many false null hypotheses possible (that is, maximize some notion power), subject controlling an overall measure discovery, like family-wise error rate (FWER) or discovery (FDR). In this paper we provide generalizations the optimal Neyman-Pearson test for single hypothesis. We show that simple hypotheses, both FWER and FDR relevant notions power, finding multiple procedure can be formulated infinite dimensional binary programs in principle solved any number hypotheses. also characterize maximin rules complex alternatives, demonstrate such found practice, leading improved practical procedures compared existing alternatives guarantee strong control on entire parameter space. usefulness these novel identifying which studies contain signal numerical experiments well application clinical trials with studies. various settings, increase power from using range 15% more than 100%.

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ژورنال

عنوان ژورنال: Journal of The Royal Statistical Society Series B-statistical Methodology

سال: 2022

ISSN: ['1467-9868', '1369-7412']

DOI: https://doi.org/10.1111/rssb.12507