CPL - Chalmers Publication Library
| Utbildning | Forskning | Styrkeområden | Om Chalmers | In English In English Ej inloggad.

A decision theoretic approach to optimization of multiple testing procedures

Vera Lisovskaja (Institutionen för matematiska vetenskaper, matematisk statistik) ; Carl-Fredrik Burman (Institutionen för matematiska vetenskaper)
Biometrical Journal (0323-3847). Vol. 57 (2015), 1, p. 64-75.
[Artikel, refereegranskad vetenskaplig]

This paper focuses on the concept of optimizing a multiple testing procedure (MTP) with respect to a predefined utility function. The class of Bonferroni-based closed testing procedures, which includes, for example, (weighted) Holm, fallback, gatekeeping, and recycling/graphical procedures, is used in this context. Numerical algorithms for calculating expected utility for some MTPs in this class are given. The obtained optimal procedures, as well as the gain resulting from performing an optimization are then examined in a few, but informative, examples.

Nyckelord: Closed tests, Multiplicity, Recycling, Utility



Denna post skapades 2015-02-13. Senast ändrad 2016-08-22.
CPL Pubid: 212625

 

Läs direkt!


Länk till annan sajt (kan kräva inloggning)


Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematisk statistik (2005-2016)
Institutionen för matematiska vetenskaperInstitutionen för matematiska vetenskaper (GU)

Ämnesområden

Matematik

Chalmers infrastruktur