arrow
返回

Confidence and Discoveries with E-values

delete2023-05-01
delete9
delete
OA
AI
V
Vladimir Vovk *
R
Ruodu Wang
DOI:10.1214/22-STS874delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
We discuss systematically two versions of confidence regions: those based on p-values and those based on e-values, a recent alternative to p-values. Both versions can be applied to multiple hypothesis testing, and in this paper we are interested in procedures that control the number of false dis-coveries under arbitrary dependence between the base p- or e-values. We in-troduce a procedure that is based on e-values and show that it is efficient both computationally and statistically using simulated and real-world data sets. Comparison with the corresponding standard procedure based on p-values is not straightforward, but there are indications that the new one performs significantly better in some situations.
Keyword:
Hypothesis testing
multiple hypothesis testing
Bayes factor
discovery vector
discovery matrix

期刊

Statistical Science 封面图
Statistical Science
IF:
3.4
论文数:
1.0K
被引数:
8.7K

机构

R
Royal Holloway University London
学者数:
2.8K
论文数: 2.2K
被引数: 47
U
university of london
学者数:
21.5W
论文数: 19.7W
被引数: 305
引用论文

引用论文

ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE
err2022-02-01
err17
errOAAI
errVovk, Vladimir; Wang, Bin; Wang, Ruodu
err分享
err收藏
Engagement of the CrkL adaptor in interferon α signalling in BCR–ABL‐expressing cells
err2001-12-20
err0
PREAI
errIsabella M. Grumbach; Ingrid A. Mayer; Shahab Uddin; Fatima Lekmine; Beata Majchrzak; Hayato Yamauchi; Shigeru Fujita; Brian J. Druker; Eleanor N. Fish; Leonidas C. Platanias
err分享
err收藏
err分享
err收藏
err分享
err收藏
In2S3-Gr and In2S3-CNT nanocomposite thin films as gas sensors
err2022-10-01
err0
PREAI
errJilu C. John; Sunil C. Vattappalam; Tina Sebastian; Alphonsa Paul; Nisha Joseph; S. Shaji; Saji Augustine
err分享
err收藏
学者 查看更多内容