研究了多重假设检验方法的改进问题,基于真假设所占比例的广义推断,利用其广义置信上限对现有的多重假设检验方法进行改进.该方法更好地利用了水平,在功效上有很大提升.采用广义推断方法,即使在假设个数比较小时,也能对真假设所占比例做出较好推断.模拟结果表明,该方法显著提高了传统方法的功效.
In this paper, modification of multiple testing procedure is considered. Based on the generalized inference of the number ratio of true null hypotheses to the total hypotheses, the confidence upper bound of that proportion can be used to modify the conventional multiple testing procedure. The proposed method exhausts the pre-specified level and is a great improvement over conventional one. Simulation results show that the proposed method has satisfying performance in multiple-testing procedure.