An optimal procedure for multiple hypotheses testing



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Horra, Julián de la and Rodríguez-Bernal, María Teresa (2015) An optimal procedure for multiple hypotheses testing. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas, 109 (2). pp. 327-335. ISSN 1578-7303

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The most traditional approach to the problem of multiple hypotheses testing has been Bonferroni’s method but, in the last years, a lot of attention has been paid to Benjamini–Hochberg’s method. In this article, a general procedure is considered, where the prior information (when available) and the cost of erroneous decisions are incorporated in a setting of Bayesian decision theory. The main result in the paper is a theorem, where the existence of an optimal procedure is proved, and an explicit formulation for this optimal procedure is given.

Item Type:Article
Uncontrolled Keywords:Benjamini–Hochberg’s method, Bonferroni’s method, False discovery rate, Family wise error rate, Multiple hypotheses testing
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:33165
Deposited On:17 Sep 2015 08:44
Last Modified:21 Sep 2015 11:56

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