改进的基于图方法对真实原假设比例的估计

崔甲蓉,刘佳敏,许王莉

系统科学与数学 ›› 2019, Vol. 39 ›› Issue (1) : 106-119.

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系统科学与数学 ›› 2019, Vol. 39 ›› Issue (1) : 106-119. DOI: 10.12341/jssms13548
论文

改进的基于图方法对真实原假设比例的估计

    崔甲蓉,刘佳敏,许王莉
作者信息 +

Improved Graphical Based Estimators for the Proportion of True Null Hypothesis

    CUI Jiarong ,LIU Jiamin, XU Wangli
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文章历史 +

摘要

在多重假设检验中, 对原假设为真的比例或数量的估计是一个基础性问题. 一类估计方法是基于排序p值的图方法, 由Schweder 和Spjϕtvoll(1982)首次提出. 但是这类方法只 利用了特定切点p值的信息, 当原假设和备择假设差异较小时, 现有方法的有效性会降低. 文章通过利用所有原假设p 值的信息, 对估计进行了改进. 由于利用了更多的信息, 改进后的估计更有效. 数值模拟结果表明, 文章所提出的估计方法比现有方法有效性更好, 最后将所提出的方法应用到实际数据分析中.

Abstract

Estimation for proportion or number of true null hypotheses is an essential task in multiple hypothesis test. One type of estimating methods is based on the graphic of the sorted p-values first proposed by Schweder and Spjϕtvoll(1982). But these methods only utilize the information of a specific cutpoint p-value, existing methods may lose efficiency when the deviation between null hypothesis and alternative hypothesis is small. In this paper, we improve estimating methods by taking all information of p-values on the null hypotheses. Improved methods are more accurate and efficient than corresponding original methods due to more information can be used. Compared with the existing methods, the accuracy of the proposed methods is competitive through numerical study.

关键词

多重假设检验 / 真实原假设的比例或数量 / 排序p值.

引用本文

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崔甲蓉 , 刘佳敏 , 许王莉. 改进的基于图方法对真实原假设比例的估计. 系统科学与数学, 2019, 39(1): 106-119. https://doi.org/10.12341/jssms13548
CUI Jiarong , LIU Jiamin , XU Wangli. Improved Graphical Based Estimators for the Proportion of True Null Hypothesis. Journal of Systems Science and Mathematical Sciences, 2019, 39(1): 106-119 https://doi.org/10.12341/jssms13548
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