Standardized Partial Sums and Products of p -Values
提出了三种基于p值顺序统计量的标准化部分和与部分积的新统计量,用于检测稀疏信号,在标准高斯混合模型和计算机网络建模的真实数据中比现有方法更有效。
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.