A modified combined p-value multiple test

作者：Dong, Zhaochen; Yu, Wei; Xu, Wangli^*

来源：Journal of Statistical Computation and Simulation, 2015, 85(12): 2479-2490.

DOI：10.1080/00949655.2014.931958

• combined p-value method
• critical percentile parameter
• multiple testing
• test power

Multiple test based on familywise error rate is a popular problem in statistical inference as testing the null hypothesis H-0=H-1 boolean AND H-2 boolean AND center dot center dot center dot boolean AND H-n is true versus the alternative that at least one hypothesis in H-1, H-2, horizontal ellipsis , H-n is false. Classical tests include the Bonferroni test and the Simes test. So far, the most efficient methods for this problem are known as the combined p-value tests, such as the Fisher's product test, the truncated product method, the rank truncated product test, the adaptive rank truncated product (ARTP) method and Zhang et al.'s [A combined p-value test for multiple hypothesis testing. J Stat Plan Inference. 2013;143:764-770] test that extends the ARTP method. Our method is based on Zhang et al.'s [A combined p-value test for multiple hypothesis testing. J Stat Plan Inference. 2013;143:764-770] test and modifies it by using different critical percentile parameter tau(j) for the statistic
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with each j=1, horizontal ellipsis , n. Simulation studies show that the sizes of our test are stable at the significance level and the powers are superior to commonly used methods.

• 出版日期2015-8-13
• 单位中国人民大学