论文标题

根据指数模型的偏差校正估计器的真实零假设的比例:适应性FDR控制在分段失败数据中的应用

Bias corrected estimators for proportion of true null hypotheses under exponential model: Application of adaptive FDR-controlling in segmented failure data

论文作者

Biswas, Aniket, Chattopadhyay, Gaurangadeb, Chatterjee, Aditya

论文摘要

在多个假设测试方案下,最近引入了两个基于模型的偏差校正估计器,用于对每个常见假设可用的指数分布的随机观察结果进行了重组。基于随机订购,给出了$π_0$的某些相关估计器的新动机。基于模型的估计器的偏差的减少是理论上是合理的,并且还提出了用于计算估计器的算法。估计器还用于制定流行的自适应多重测试程序。广泛的数值研究支持偏倚校正估计量的优势。我们还指出了使用基于模型的偏置校正方法的不利影响,而无需正确评估潜在的分布。与可靠性和保修研究有关的合成数据集进行了案例研究,以证明在非高斯设置下的程序的适用性。获得的结果符合主题专家的直觉和经验。一项有趣的讨论试图结论本文,这也表明了未来的研究范围。

Two recently introduced model based bias corrected estimators for proportion of true null hypotheses ($π_0$) under multiple hypotheses testing scenario have been restructured for exponentially distributed random observations available for each of the common hypotheses. Based on stochastic ordering, a new motivation behind formulation of some related estimators for $π_0$ is given. The reduction of bias for the model based estimators are theoretically justified and algorithms for computing the estimators are also presented. The estimators are also used to formulate a popular adaptive multiple testing procedure. Extensive numerical study supports superiority of the bias corrected estimators. We also point out the adverse effect of using the model based bias correction method without proper assessment of the underlying distribution. A case-study is done with a synthetic dataset in connection with reliability and warranty studies to demonstrate the applicability of the procedure, under a non-Gaussian set up. The results obtained are in line with the intuition and experience of the subject expert. An intriguing discussion has been attempted to conclude the article that also indicates the future scope of study.

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