通过重尾组合测试聚合依赖信号
Lin Gui1, Yuchao Jiang2, Jingshu Wang1
1Department of Statistics, The University of Chicago, 5747 South Ellis Avenue, Chicago, Illinois 60637, USA.
Biometrika
|October 31, 2025
概括
从多个统计测试中组合p值是非常具有挑战性的. 使用考希和值的新方法对依赖的p值显示出希望,在某些场景中比传统测试提供了功率增长.
科学领域:
- 统计推断的统计推断.
- 依赖性建模的依赖性建模
- 假设测试 测试 假设测试
背景情况:
- 结合依赖的p值是统计推理中的一个重大挑战.
- 诸如考希和和平均 p 值组合之类的方法因其对未知依赖的稳定性而受到关注.
- 在非对称模式下评估这些方法对于理解它们的行为至关重要.
研究的目的:
- 从理论和经验上评估考西和平均P值组合试验.
- 在不同类型的p值依赖下调查这些测试的性能.
- 为了将它们的有效性和功率与邦费罗尼测试进行比较,因为显著性水平接近零.
主要方法:
- 对p值组合试验的非对称分析.
- 检查双向异常独立的和准异常依赖的p值.
- 蒙特卡洛模拟以评估测试有效性和功率.
- 基于分布支和尾部重度的测试性能分析.
主要成果:
- 在对式异常独立下,组合测试是异常有效的,但随着意义水平的下降,它们会汇聚到邦费罗尼测试中.
- 在对准异常依赖下,模拟表明这些测试仍然有效,并比邦费罗尼测试提供功率优势.
- 测试性能受到底层分布的支和尾部重量的影响.
结论:
- 考希和平均 p 值组合测试显示出潜在的,特别是当 p 值表现出实质性依赖时.
- 这些方法可以在特定的依赖场景中超过Bonferroni测试.
- 需要对分布特性进行进一步的研究,以进行最佳的测试选择.
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