A Bayesian decision theoretic approach to directional multiple hypotheses problems

A multiple hypothesis problem with directional alternatives is considered in a decision theoretic framework. Skewness in the alternatives is considered, and it is shown that this skewness permits the Bayes rules to possess certain advantages when one direction of the alternatives is more important o...

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Bibliographic Details
Published inJournal of multivariate analysis Vol. 120; pp. 205 - 215
Main Authors Bansal, Naveen K., Miescke, Klaus J.
Format Journal Article
LanguageEnglish
Published New York Elsevier Inc 01.09.2013
Taylor & Francis LLC
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ISSN0047-259X
1095-7243
DOI10.1016/j.jmva.2013.05.012

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Summary:A multiple hypothesis problem with directional alternatives is considered in a decision theoretic framework. Skewness in the alternatives is considered, and it is shown that this skewness permits the Bayes rules to possess certain advantages when one direction of the alternatives is more important or more probable than the other direction. Bayes rules subject to constraints on certain directional false discovery rates are obtained, and their performances are compared with a traditional FDR rule through simulation. We also analyzed a gene expression data using our methodology, and compare the results to that of a FDR method.
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ISSN:0047-259X
1095-7243
DOI:10.1016/j.jmva.2013.05.012