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True and false discoveries with independent and sequential e-values
- Publication Year :
- 2020
-
Abstract
- In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under this assumption, our new algorithms are superior to the known algorithms using independent p-values and to our recent algorithms designed for e-values without the assumption of independence.<br />Comment: 24 pages, 5 figures
- Subjects :
- Statistics - Methodology
62F03, 62G10 (Primary) 62A01 (Secondary)
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2003.00593
- Document Type :
- Working Paper