Fewer permutations, more accurate P-values.

Fewer permutations, more accurate P-values.
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DOI:
10.1093/bioinformatics/btp211
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发表时间:
2009-06-15
期刊:
Bioinformatics (Oxford, England)
影响因子:
--
通讯作者:
Shmulevich I
Shmulevich I
中科院分区:
其他
文献类型:
--
作者:
Knijnenburg TA;Wessels LF;Reinders MJ;Shmulevich I

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动机:排列试验已成为评估调查事件的统计显著性的标准工具。统计显著性,用p值表示,计算为至少与原始统计量一样极端的排列值的比例,原始统计量来自非排列数据。这种经验方法将最小可得p值和p值的分辨率直接耦合到排列数上。因此,当要准确估计小的p值时,它要求自己需要非常多的排列。这在计算上是昂贵的,而且通常是不可行的。结果:提出了一种基于尾部近似的p值计算方法。置换值分布的尾部近似为广义Pareto分布。与计算p值的标准经验方法相比,可以通过大幅减少排列数量来获得良好的拟合,从而获得准确的p值估计。可用性:Matlab代码可根据要求从通信作者处获得。补充信息:补充数据可在Bioinformatics在线获取。
Motivation: Permutation tests have become a standard tool to assess the statistical significance of an event under investigation. The statistical significance, as expressed in a P-value, is calculated as the fraction of permutation values that are at least as extreme as the original statistic, which was derived from non-permuted data. This empirical method directly couples both the minimal obtainable P-value and the resolution of the P-value to the number of permutations. Thereby, it imposes upon itself the need for a very large number of permutations when small P-values are to be accurately estimated. This is computationally expensive and often infeasible. Results: A method of computing P-values based on tail approximation is presented. The tail of the distribution of permutation values is approximated by a generalized Pareto distribution. A good fit and thus accurate P-value estimates can be obtained with a drastically reduced number of permutations when compared with the standard empirical way of computing P-values. Availability: The Matlab code can be obtained from the corresponding author on request. Contact: tknijnenburg@systemsbiology.org Supplementary information:Supplementary data are available at Bioinformatics online.
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