Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
成果类型：
Article
署名作者：
Meinshausen, Nicolai; Rice, John
署名单位：
Swiss Federal Institutes of Technology Domain; ETH Zurich; University of California System; University of California Berkeley
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/009053605000000741
发表日期：
2006
页码：
373-393
关键词：
摘要：
We consider the problem of estimating the number of false null hypotheses among a very large number of independently tested hypotheses, focusing on the situation in which the proportion of false null hypotheses is very small. We propose a family of methods for establishing lower 100(l - alpha)% confidence bounds for this proportion, based on the empirical distribution of the p-values of the tests. Methods in this family are then compared in terms of ability to consistently estimate the proportion by letting alpha -> 0 as the number of hypothesis tests increases and the proportion decreases. This work is motivated by a signal detection problem that occurs in astronomy.
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