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On fuzzy familywise error rate and false discovery rate procedures for discrete distributions

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  • Elena Kulinskaya
  • Alex Lewin

Abstract

Fuzzy multiple comparisons procedures are introduced as a solution to the problem of multiple comparisons for discrete test statistics. The critical function of the randomized p-values is proposed as a measure of evidence against the null hypotheses. The classical concept of randomized tests is extended to multiple comparisons. This approach makes all theory of multiple comparisons developed for continuously distributed statistics automatically applicable to the discrete case. Examples of familywise error rate and false discovery rate procedures are discussed and an application to linkage disequilibrium testing is given. Software for implementing the procedures is available. Copyright 2009, Oxford University Press.

Suggested Citation

  • Elena Kulinskaya & Alex Lewin, 2009. "On fuzzy familywise error rate and false discovery rate procedures for discrete distributions," Biometrika, Biometrika Trust, vol. 96(1), pages 201-211.
    • Handle: RePEc:oup:biomet:v:96:y:2009:i:1:p:201-211
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    File URL: http://hdl.handle.net/10.1093/biomet/asn061
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    Cited by:

    1. Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    2. Wang, Li, 2022. "New testing procedures with k-FWER control for discrete data," Statistics & Probability Letters, Elsevier, vol. 180(C).
    3. Marta Cousido‐Rocha & Jacobo de Uña‐Álvarez & Sebastian Döhler, 2022. "Multiple comparison procedures for discrete uniform and homogeneous tests," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(1), pages 219-243, January.
    4. Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis, 2018. "Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices," Papers 1811.06766, arXiv.org, revised Jun 2019.

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