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Gaurangadeb Chattopadhyay

Publications and source records attributed to Gaurangadeb Chattopadhyay.

2 recordsLinked to original sources
arXiv2020

Modified estimator for the proportion of true null hypotheses under discrete setup with proven FDR control by the adaptive Benjamini-Hochberg procedure

Some crucial issues about a recently proposed estimator for the proportion of true null hypotheses ($π_0$) under discrete setup are discussed. An estimator for $π_0$ is introduced under the same setup. The estimator may be seen as a modification of a very popular estimator for $π_0$, originally proposed under the assumption of continuous test statistics. It is shown that adaptive Benjamini-Hochberg procedure remains conservative with the new estimator for $π_0$ being plugged in.

math.ST↗
arXiv2020

Bias corrected estimators for proportion of true null hypotheses under exponential model: Application of adaptive FDR-controlling in segmented failure data

Two recently introduced model based bias corrected estimators for proportion of true null hypotheses ($π_0$) under multiple hypotheses testing scenario have been restructured for exponentially distributed random observations available for each of the common hypotheses. Based on stochastic ordering, a new motivation behind formulation of some related estimators for $π_0$ is given. The reduction of bias for the model based estimators are theoretically justified and algorithms for computing the estimators are also presented. The estimators are also used to formulate a popular adaptive multiple testing procedure. Extensive numerical study supports superiority of the bias corrected estimators. We also point out the adverse effect of using the model based bias correction method without proper assessment of the underlying distribution. A case-study is done with a synthetic dataset in connection with reliability and warranty studies to demonstrate the applicability of the procedure, under a non-Gaussian set up. The results obtained are in line with the intuition and experience of the subject expert. An intriguing discussion has been attempted to conclude the article that also indicates the future scope of study.

math.ST↗