Calculating One-sided P-value for TFisher Under Correlated Data

P-values combination procedure for multiple statistical tests is a common data analysis method in many applications including bioinformatics. However, this procedure is nontrivial when input P-values are dependent. For the Fisher€™s combination procedure, a classic method is the Brown€™s Strategy [1...

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Bibliographic Details
Main Author: Fang, Jiadong
Other Authors: Zheyang Wu, Advisor
Format: Others
Published: Digital WPI 2018
Subjects:
Online Access:https://digitalcommons.wpi.edu/etd-theses/1237
https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=2236&context=etd-theses
Description
Summary:P-values combination procedure for multiple statistical tests is a common data analysis method in many applications including bioinformatics. However, this procedure is nontrivial when input P-values are dependent. For the Fisher€™s combination procedure, a classic method is the Brown€™s Strategy [1, Brown,1975], which is based empirical moment-matching of gamma distribution. In this project, we address a more general family of weighting-andtruncation p-value combination procedures called TFisher. We first study how to extend Brown€™s Strategy to this problem. Then we make further development in two directions. First, instead of using the empirical polynomial model-fitting strategy to find moments, we developed an analytical calculation strategy based on asymptotic approximation. Second, instead of using the gamma distribution to approximate the null distribution of TFisher, we propose to use a mixed gamma distribution or a shifted-mixed gamma distribution. We focus on calculating the one-sided p-value for TFisher, especially the soft-thresholding version of TFisher. Simulations show that our methods much improve the accuracy than the traditional strategy.