A decision theoretic approach to optimization of multiple testing procedures
Artikel i vetenskaplig tidskrift, 2015

This paper focuses on the concept of optimizing a multiple testing procedure (MTP) with respect to a predefined utility function. The class of Bonferroni-based closed testing procedures, which includes, for example, (weighted) Holm, fallback, gatekeeping, and recycling/graphical procedures, is used in this context. Numerical algorithms for calculating expected utility for some MTPs in this class are given. The obtained optimal procedures, as well as the gain resulting from performing an optimization are then examined in a few, but informative, examples.

Recycling

Closed tests

Multiplicity

Utility

Författare

Vera Lisovskaja

Chalmers, Matematiska vetenskaper, matematisk statistik

Göteborgs universitet

Carl-Fredrik Burman

Chalmers, Matematiska vetenskaper, matematisk statistik

Göteborgs universitet

Biometrical Journal

0323-3847 (ISSN) 1521-4036 (eISSN)

Vol. 57 1 64-75

Ämneskategorier

Matematik

DOI

10.1002/bimj.201300186

Mer information

Skapat

2017-10-07