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Asymptotically optimal test for dependent multiple testing set up

2020/01/07 by Rahul Roy, Roy, Rahul, Subir Kumar Bhandari +1
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Gene expression and cancer classification #Methodology (stat.ME) #Statistical Methods in Clinical Trials #Statistics Theory (math.ST) #math.ST #stat.ME #stat.TH

paper · pdf · doi:10.48550/arxiv.2001.02229

arxiv created 2020/01/07 · openalex publication_date 2020/01/07 · arxiv updated 2020/01/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper we explore the behaviour of dependent test statistics for testing of multiple hypothesis . To keep simplicity, we have considered a mixture normal model with equicorrelated correlation set up. With a simple linear transformation,the test statistics were decomposed into independent components, which, when conditioned appropriately generated independent variables. These were used to construct conditional tests , which were shown to be asymptotically optimal with power as large as that obtained using N.P.Lemma. We have pursued extensive simulation to support the claim.

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