Most standard weighted multiple testing methods require the weights to deterministically add up to the number of hypotheses being tested (equivalently, the average weight is unity). We show that this normalization is not required when the weights are not constants, but are themselves e-values obtained from independent data. This could result in a massive increase in power, especially if the non-null hypotheses have e-values much larger than one. More broadly, we study how to combine an e-value and a p-value, and design multiple testing procedures where both e-values and p-values are available for every hypothesis (or one of them is available for an implied hypothesis). For false discovery rate (FDR) control, analogous to the Benjamini-Hochberg procedure with p-values (p-BH) and the recent e-BH procedure for e-values, we propose the ep-BH and the pe-BH procedures, which have valid FDR guarantee under different dependence assumptions. The procedures are designed based on several admissible combining functions for p/e-values. The method can be directly applied to family-wise error rate control problems. We also collect several miscellaneous results, such as a tiny but uniform improvement of e-BH, a soft-rank permutation e-value, and the use of e-values as masks in interactive multiple testing.
翻译:多数标准加权多重测试方法要求将加权权重与正在测试的假设数相加(相等于平均权重为统一)。我们表明,当重量不是常数时,并不要求这种正常化,而本身是独立数据获得的电子值。这可能导致权力的大幅增长,特别是如果非核假设的电子价值比电子价值大得多。更广义地说,我们研究如何将电子价值和p-价值结合起来,并设计互动性测试程序,其中每种假设(或其中一种为隐含假设提供)都同时提供电子价值和p-价值。对于虚假发现率(FDR)控制,类似于带有p-价值(p-BH)的Benjani-Hochberg程序以及最近电子价值的电子-BH程序,我们建议采用e-BH和p-BH程序,这些程序在不同依赖性假设下具有有效的FDR保证。这些程序的设计依据的是可接受的电子/e价值和p-vality e-e-val e-valence(或一种隐含假设提供的一种)两种功能。对于虚假的发现率(FDR)率控制率的错误率测试方法可以直接适用于家庭-S-Sy-revormal 的系统。