Simultaneous Inference: When Should Hypothesis Testing Problems Be Combined?
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BibTeX
@MISC{Efron_simultaneousinference:,
author = {Bradley Efron},
title = {Simultaneous Inference: When Should Hypothesis Testing Problems Be Combined?},
year = {}
}
OpenURL
Abstract
Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific tech-nologies such as microarrays, medical and satellite imaging devices, or flow cytometry counters. The relevant statistical literature tends to begin with the tacit assumption that a single combined analysis, for instance a False Discovery Rate assessment, should be applied to the entire set of problems at hand. This can be a dangerous assumption, as the examples in the paper show, leading to overly conservative or overly liberal con-clusions within any particular subclass of the cases. A simple Bayesian theory yields a succinct description of the effects of separation or combination on false discovery rate analyses. The theory allows efficient testing within small subclasses, and has applications to “enrichment”, the detection of multi-case effects. Key Words: false discovery rates, Two-class model, enrichment 1. Introduction Modern scientific devices such as microarrays routinely provide the statistician with thousands of hypothesis testing problems to consider at the same time. A







