Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses

@article{Meinshausen2006EstimatingTP,
  title={Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses},
  author={N. Meinshausen and J. Rice},
  journal={Annals of Statistics},
  year={2006},
  volume={34},
  pages={373-393}
}
  • N. Meinshausen, J. Rice
  • Published 2006
  • Mathematics
  • Annals of Statistics
  • We consider the problem of estimating the number of false null hypotheses among a very large number of independently tested hypotheses, focusing on the situation in which the proportion of false null hypotheses is very small. We propose a family of methods for establishing lower 100(1 - a)% confidence bounds for this proportion, based on the empirical distribution of the p-values of the tests. Methods in this family are then compared in terms of ability to consistently estimate the proportion… CONTINUE READING
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