Physical Sciences and Mathematics Commons^™

Resampling Based Multiple Testing Procedure Controlling Tail Probability Of The Proportion Of False Positives, Mark J. Van Der Laan, Merrill D. Birkner, Alan E. Hubbard

U.C. Berkeley Division of Biostatistics Working Paper Series

Simultaneously testing a collection of null hypotheses about a data generating distribution based on a sample of independent and identically distributed observations is a fundamental and important statistical problem involving many applications. In this article we propose a new resampling based multiple testing procedure asymptotically controlling the probability that the proportion of false positives among the set of rejections exceeds q at level alpha, where q and alpha are user supplied numbers. The procedure involves 1) specifying a conditional distribution for a guessed set of true null hypotheses, given the data, which asymptotically is degenerate at the true set of …