Asymptotically optimal test for dependent multiple testing set up

Rahul Roy; Subir Kumar Bhandari

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arXiv · 2001.02229

Asymptotically optimal test for dependent multiple testing set up

Rahul Roy·Subir Kumar Bhandari

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Abstract

In this paper we explore the behaviour of dependent test statistics for testing of multiple hypothesis . To keep simplicity, we have considered a mixture normal model with equicorrelated correlation set up. With a simple linear transformation,the test statistics were decomposed into independent components, which, when conditioned appropriately generated independent variables. These were used to construct conditional tests , which were shown to be asymptotically optimal with power as large as that obtained using N.P.Lemma. We have pursued extensive simulation to support the claim.

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Rahul Roy, Subir Kumar Bhandari. 2020-01-07. Asymptotically optimal test for dependent multiple testing set up. https://arxiv.org/abs/2001.02229

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