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Testing multiple hypotheses with skewed alternatives

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  • Naveen K. Bansal
  • Gholamhossein G. Hamedani
  • Mehdi Maadooliat

Abstract

type="main" xml:lang="en"> In many practical cases of multiple hypothesis problems, it can be expected that the alternatives are not symmetrically distributed. If it is known a priori that the distributions of the alternatives are skewed, we show that this information yields high power procedures as compared to the procedures based on symmetric alternatives when testing multiple hypotheses. We propose a Bayesian decision theoretic rule for multiple directional hypothesis testing, when the alternatives are distributed as skewed, under a constraint on a mixed directional false discovery rate. We compare the proposed rule with a frequentist's rule of Benjamini and Yekutieli (2005) using simulations. We apply our method to a well-studied HIV dataset.

Suggested Citation

  • Naveen K. Bansal & Gholamhossein G. Hamedani & Mehdi Maadooliat, 2016. "Testing multiple hypotheses with skewed alternatives," Biometrics, The International Biometric Society, vol. 72(2), pages 494-502, June.
    • Handle: RePEc:bla:biomet:v:72:y:2016:i:2:p:494-502
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    Cited by:

    1. K. J. Kachiashvili & I.A. Prangishvili & J. K. Kachiashvili, 2019. "Constrained Bayesian Methods for Testing Directional Hypotheses Restricted False Discovery Rates," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(3), pages 47-56, March.
    2. Kachiashvili KJ, 2019. "Modern State of Statistical Hypotheses Testing and Perspectives of its Development," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(2), pages 41-44, March.

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