Standardized Partial Sums and Products of p-Values
| Autor: | Nicholas A. Heard |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
HIGHER CRITICISM
Statistics and Probability Science & Technology Statistics & Probability 0104 Statistics Scientific literature Meta-analysis DRAWN Physical Sciences Statistics 1403 Econometrics Range (statistics) Discrete Mathematics and Combinatorics Fisher's method Statistics Probability and Uncertainty Truncated product Mathematics POPULATION |
| Zdroj: | Journal of Computational and Graphical Statistics. 31:563-573 |
| ISSN: | 1537-2715 1061-8600 |
| DOI: | 10.1080/10618600.2021.1999822 |
| Popis: | In meta analysis, a diverse range of methods for combining multiple p-values have been applied throughout the scientific literature. For sparse signals where only a small proportion of the p-values are truly significant, a technique called higher criticism has previously been shown to have asymptotic consistency and more power than Fisher’s original method. However, higher criticism and other related methods can still lack power. Three new, simple to compute statistics are now proposed for detecting sparse signals, based on standardizing partial sums or products of p-value order statistics. The use of standardization is theoretically justified with results demonstrating asymptotic normality, and avoids the computational difficulties encountered when working with analytic forms of the distributions of the partial sums and products. In particular, the standardized partial product demonstrates more power than existing methods for both the standard Gaussian mixture model and a real data example from computer network modeling. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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