论文标题
在任意依赖下合并P值的可接受方式
Admissible ways of merging p-values under arbitrary dependence
论文作者
论文摘要
将几个p值合并为单个p值的方法本身很重要,并且广泛用于多个假设检验中。本文是第一个系统地研究P-合并功能及其统治结构的可接受性(从瓦尔德的意义上讲),而没有任何有关输入p值依赖性结构的信息。作为技术工具,我们使用了电子价值的概念,这是最近由几位作者推广的p值的替代方案。我们通过电子价值和(在)现有p-合并函数的可接受性来表示可允许的p-合并函数的几个结果。通过引入新的可允许的P结合功能,我们表明可以严格改善某些经典的合并方法,以增强功率,而不会在任意依赖性下损害有效性。
Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically study the admissibility (in Wald's sense) of p-merging functions and their domination structure, without any information on the dependence structure of the input p-values. As a technical tool we use the notion of e-values, which are alternatives to p-values recently promoted by several authors. We obtain several results on the representation of admissible p-merging functions via e-values and on (in)admissibility of existing p-merging functions. By introducing new admissible p-merging functions, we show that some classic merging methods can be strictly improved to enhance power without compromising validity under arbitrary dependence.