A Bayesian decision theoretic approach to directional multiple hypotheses problems

Naveen K. Bansal and Klaus J. Miescke

Journal of Multivariate Analysis, 2013, vol. 120, issue C, 205-215

Abstract: 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.

Keywords: Directional alternatives; False discovery rate; Microarray data analysis; MicroRNA; Multiple hypotheses (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.jmva.2013.05.012

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