We consider the problem of estimating the proportion of true null hypotheses, "π"0, in a multiple-hypothesis set-up. The tests are based on observed "p"-values. We first review published estimators based on the estimator that was suggested by Schweder and Spjøtvoll. Then we derive new estimators based on nonparametric maximum likelihood estimation of the "p"-value density, restricting to decreasing and convex decreasing densities. The estimators of "π"0 are all derived under the assumption of independent test statistics. Their performance under dependence is investigated in a simulation study. We find that the estimators are relatively robust with respect to the assumption of independence and work well also for test statistics with moderate dependence. Copyright 2005 Royal Statistical Society.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Related research
Keywords:
Cited by: (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)