论文标题
对F.W.E.R.的观察和F.D.R.相关的正常
Observation on F.W.E.R. and F.D.R. for correlated normal
论文作者
论文摘要
在本文中，我们试图研究Benjamini-Hodgeberg程序的Bonferroni程序和错误发现率（FDR）的家庭明智错误率（FWER）的行为，以同时测试与正常观察的同时测试问题。通过模拟研究，我们已经表明了F.W.E.R.是小号的凹功能。假设和渐近地成为相关性的凸功能。 F.W.E.R.的图和F.D.R.确认如果存在非负相关性，则这些程序以比所需的显着性水平小得多控制I型错误率。这证实了存在相关性时这些流行方法的保守性质，并通过适当调整相关性提供了提高功率的范围。
In this paper, we have attempted to study the behaviour of the family wise error rate (FWER) for Bonferroni's procedure and false discovery rate (FDR) of the Benjamini-Hodgeberg procedure for simultaneous testing problem with equicorrelated normal observations. By simulation study, we have shown that F.W.E.R. is a concave function for small no. of hypotheses and asymptotically becomes a convex function of the correlation. The plots of F.W.E.R. and F.D.R. confirms that if non-negative correlation is present, then these procedures control the type-I error rate at a much smaller rate than the desired level of significance. This confirms the conservative nature of these popular methods when correlation is present and provides a scope for improvement in power by appropriate adjustment for correlation.
