Yunxuan Qiao, Wei Yu, Wangli Xu

【Abstract】

In multiple hypothesis test, an important problem is estimating the proportion of true null hypotheses. Existing methods are mainly based on the p-values off the single tests. In this paper, we propose two new estimations for this proportion. One is a natural extension of the commonly used methods based on p-values and the other is based on a mixed distribution. Simulations show that the first method is comparable with existing methods and performs better under some cases. And the method based on a mixed distribution can get accurate estimators even if the variance of data is large or the difference between the null hypothesis and alternative hypothesis is very small.

【Keywords】

multiple hypothesis testing, proportion of true null hypotheses, combined p-value method, method based on a mixed distribution