A combined p-value test for multiple hypothesis testing

Shunpu Zhang, Huann Sheng Chen, Ruth M. Pfeiffer

Research output: Contribution to journalArticle

10 Scopus citations

Abstract

Tests that combine p-values, such as Fisher's product test, are popular to test the global null hypothesis H0 that each of n component null hypotheses, H1,...,Hn, is true versus the alternative that at least one of H1,...,Hn is false, since they are more powerful than classical multiple tests such as the Bonferroni test and the Simes tests. Recent modifications of Fisher's product test, popular in the analysis of large scale genetic studies include the truncated product method (TPM) of Zaykin et al. (2002), the rank truncated product (RTP) test of Dudbridge and Koeleman (2003) and more recently, a permutation based test-the adaptive rank truncated product (ARTP) method of Yu et al. (2009). The TPM and RTP methods require users' specification of a truncation point. The ARTP method improves the performance of the RTP method by optimizing selection of the truncation point over a set of pre-specified candidate points. In this paper we extend the ARTP by proposing to use all the possible truncation points {1,...,n} as the candidate truncation points. Furthermore, we derive the theoretical probability distribution of the test statistic under the global null hypothesis H0. Simulations are conducted to compare the performance of the proposed test with the Bonferroni test, the Simes test, the RTP test, and Fisher's product test. The simulation results show that the proposed test has higher power than the Bonferroni test and the Simes test, as well as the RTP method. It is also significantly more powerful than Fisher's product test when the number of truly false hypotheses is small relative to the total number of hypotheses, and has comparable power to Fisher's product test otherwise.

Original languageEnglish (US)
Pages (from-to)764-770
Number of pages7
JournalJournal of Statistical Planning and Inference
Volume143
Issue number4
DOIs
StatePublished - Apr 1 2013

    Fingerprint

Keywords

  • Bonferoni test
  • Combined p-value test
  • Family-wise error rate
  • Fisher's product test
  • Rank truncated product (RTP) test
  • Simes test
  • Truncated product method

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Cite this