HIGHER CRITICISM: p-VALUES AND CRITICISM

• 成果类型: Article
• 署名作者: Li, Jian; Siegmund, David
• 署名单位: Stanford University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/15-AOS1312
• 发表日期: 2015
• 页码: 1323-1350
• 关键词: asymptotic-distribution; statistics; DISCOVERY

摘要

This paper compares the higher criticism statistic (Donoho and Jin [Ann. Statist. 32 (2004) 962-994]), a modification of the higher criticism statistic also suggested by Donoho and Jin, and two statistics of the Berk Jones [Z Wahrsch. Verw. Gebiete 47 (1979) 47-59] type. New approximations to the significance levels of the statistics are derived, and their accuracy is studied by simulations. By numerical examples it is shown that over a broad range of sample sizes the Berk Jones statistics have a better power function than the higher criticism statistics to detect sparse mixtures. The applications suggested by Meinshausen and Rice [Ann. Statist. 34 (2006) 373-393], to find lower confidence bounds for the number of false hypotheses, and by Jeng, Cai and Li [Biometrika 100 (2013) 157-172], to detect copy number variants, are also studied.