Standardized partial sums and products of p-values
File(s)10618600.2021.pdf (2.89 MB)
Published version
Author(s)
Heard, NA
Type
Journal Article
Abstract
In meta analysis, a diverse range of methods for combining multiple p-values have been applied throughout the scientific literature. For sparse signals where only a small proportion of the p-values are truly significant, a technique called higher criticism has previously been shown to have asymptotic consistency and more power than Fisher’s original method. However, higher criticism and other related methods can still lack power. Three new, simple to compute statistics are now proposed for detecting sparse signals, based on standardizing partial sums or products of p-value order statistics. The use of standardization is theoretically justified with results demonstrating asymptotic normality, and avoids the computational difficulties encountered when working with analytic forms of the distributions of the partial sums and products. In particular, the standardized partial product demonstrates more power than existing methods for both the standard Gaussian mixture model and a real data example from computer network modeling.
Date Issued
2021-12-18
Date Acceptance
2021-10-21
Citation
Journal of Computational and Graphical Statistics, 2021, 31 (2), pp.563-573
ISSN
1061-8600
Publisher
American Statistical Association
Start Page
563
End Page
573
Journal / Book Title
Journal of Computational and Graphical Statistics
Volume
31
Issue
2
Copyright Statement
© 2021 The Author(s). Published with license by Taylor & Francis Group, LLC.
This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited, and is not altered, transformed, or built upon in any way.
This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited, and is not altered, transformed, or built upon in any way.
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000732592600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Physical Sciences
Statistics & Probability
Mathematics
Fisher's method
Higher criticism
Meta-analysis
Truncated product
HIGHER CRITICISM
TRUNCATED PRODUCT
POPULATION
DRAWN
Publication Status
Published
Date Publish Online
2021-12-21