Higher criticism for detecting sparse heterogeneous mixtures
Higher criticism for detecting sparse heterogeneous mixtures
复制标题
DOI：
10.1214/009053604000000265
复制
发表时间：
2004-06-01
影响因子：
4.5
通讯作者：
Jin, JS
中科院分区：
文献类型：
--
作者：
Donoho, D;Jin, JS
更高的批评，或第二级显著性检验，是Tukey顺便提到的一个多重比较概念。它涉及的情况下，有许多独立的显着性检验，并有兴趣拒绝联合零假设。Tukey建议将给定α水平下观察到的显著性分数与联合零值下的预期分数进行比较。事实上，他建议将两个量的差异标准化，并形成一个z分数;由此产生的z分数测试了显著性测试主体的显著性。
Higher criticism, or second-level significance testing, is a multiple-comparisons concept mentioned in passing by Tukey. It concerns a situation where there are many independent tests of significance and one is interested in rejecting the joint null hypothesis. Tukey suggested comparing the fraction of observed significances at a given alpha-level to the expected fraction under the joint null. In fact, he suggested standardizing the difference of the two quantities and forming a z-score; the resulting z-score tests the significance of the body of significance tests.We consider a generalization, where we maximize this z-score over a range of significance levels 0 < alpha