Confidence and discoveries with e-values
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2019
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866913250765963264 |
|---|---|
| author | Vovk, Vladimir Wang, Ruodu |
| author_facet | Vovk, Vladimir Wang, Ruodu |
| contents | We discuss systematically two versions of confidence regions: those based on p-values and those based on e-values, a recent alternative to p-values. Both versions can be applied to multiple hypothesis testing, and in this paper we are interested in procedures that control the number of false discoveries under arbitrary dependence between the base p- or e-values. We introduce a procedure that is based on e-values and show that it is efficient both computationally and statistically using simulated and real-world datasets. Comparison with the corresponding standard procedure based on p-values is not straightforward, but there are indications that the new one performs significantly better in some situations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1912_13292 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Confidence and discoveries with e-values Vovk, Vladimir Wang, Ruodu Statistics Theory 62F03, 62F25, 62G10, 62G15 (Primary) 62A01 (Secondary) We discuss systematically two versions of confidence regions: those based on p-values and those based on e-values, a recent alternative to p-values. Both versions can be applied to multiple hypothesis testing, and in this paper we are interested in procedures that control the number of false discoveries under arbitrary dependence between the base p- or e-values. We introduce a procedure that is based on e-values and show that it is efficient both computationally and statistically using simulated and real-world datasets. Comparison with the corresponding standard procedure based on p-values is not straightforward, but there are indications that the new one performs significantly better in some situations. |
| title | Confidence and discoveries with e-values |
| topic | Statistics Theory 62F03, 62F25, 62G10, 62G15 (Primary) 62A01 (Secondary) |
| url | https://arxiv.org/abs/1912.13292 |