Weighted Hypothesis Testing

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dc.creatorWasserman, Larry
dc.creatorRoeder, Kathryn
dc.date2006-04-07
dc.date.accessioned2026-07-07T08:07:43Z
dc.date.available2026-07-07T08:07:43Z
dc.descriptionThe power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights. We consider two methods for choosing weights in practice. The first, external weighting, is based on prior information. The second, estimated weighting, uses the data to choose weights.
dc.identifierhttps://arxiv.org/abs/math/0604172
dc.identifierhttp://arxiv.org/abs/math/0604172
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131024
dc.subjectStatistics Theory
dc.subject62G10, 62C99
dc.titleWeighted Hypothesis Testing
dc.typetext

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