Testing multiple hypotheses with skewed alternatives

Authors

Naveen K. Bansal, Marquette UniversityFollow
Gholamhossein G. Hamedani, Marquette UniversityFollow
Mehdi Maadooliat, Marquette University

Document Type

Article

Language

eng

Publication Date

6-2016

Publisher

Wiley

Source Publication

Biometrics

Source ISSN

0006-341X

Original Item ID

DOI: 10.1111/biom.12430

Abstract

In many practical cases of multiple hypothesis problems, it can be expected that the alternatives are not symmetrically distributed. If it is known a priori that the distributions of the alternatives are skewed, we show that this information yields high power procedures as compared to the procedures based on symmetric alternatives when testing multiple hypotheses. We propose a Bayesian decision theoretic rule for multiple directional hypothesis testing, when the alternatives are distributed as skewed, under a constraint on a mixed directional false discovery rate. We compare the proposed rule with a frequentist's rule of Benjamini and Yekutieli (2005) using simulations. We apply our method to a well-studied HIV dataset.

Comments

Accepted version. Biometrics, Vol. 72, No. 2 (June 2016): 494–502. DOI. © 2016 John Wiley & Sons, Inc. Used with permission.

Recommended Citation

Bansal, Naveen K.; Hamedani, Gholamhossein G.; and Maadooliat, Mehdi, "Testing multiple hypotheses with skewed alternatives" (2016). Mathematics, Statistics and Computer Science Faculty Research and Publications. 424.
https://epublications.marquette.edu/mscs_fac/424