A simple procedure for the selection of significant effects

被引：11

作者：

Cox, DR ^{[1
]}

机构：

[1] Univ Oxford Nuffield Coll, Oxford OX1 1NF, England

[2] Hong Kong Univ Sci & Technol, Hong Kong, Hong Kong, Peoples R China

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | 2004年 / 66卷

关键词：

Bayes factor; discrimination; empirical Bayes; false discovery rate; mixture of distributions; multiple testing;

D O I：

10.1111/j.1369-7412.2004.05695.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.

引用

页码：395 / 400

页数：6