2021/04/27 by Anh Tuan Hoang, Hoang, Anh-Tuan, Thorsten Dickhaus +1 · 1 citation
Mathematics · #62J15 #62P10 #Applications (stat.AP) #FOS: Computer and information sciences #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistical Methods in Clinical Trials
paper · pdf · doi:10.48550/arxiv.2104.13081
openalex publication_date 2021/04/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Given a family of null hypotheses H1,…,Hs, we are interested in the hypothesis Hsγ that at most γ-1 of these null hypotheses are false. Assuming that the corresponding p-values are independent, we are investigating combined p-values that are valid for testing Hsγ. In various settings in which Hsγ is false, we determine which combined p-value works well in which setting. Via simulations, we find that the Stouffer method works well if the null p-values are uniformly distributed and the signal strength is low, and the Fisher method works better if the null p-values are conservative, i.e. stochastically larger than the uniform distribution. The minimum method works well if the evidence for the rejection of Hsγ is focused on only a few non-null p-values, especially if the null p-values are conservative. Methods that incorporate the combination of e-values work well if the null hypotheses H1,…,Hs are simple.