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Full-Text Articles in Physical Sciences and Mathematics
A Practical Ad-Hoc Adjustment To The Simes P-Value, Chris Lloyd
A Practical Ad-Hoc Adjustment To The Simes P-Value, Chris Lloyd
Chris J. Lloyd
The Simes P-value is more powerful than Bonferroni but still suffers from some conservatism when the tests are correlated. Based on a massive simulation study, I develop a formula that corrects for this conservatism. it requires the number of experimental arms which is known. It also requires the correlation and skewness of the underlying test statistics, which will need analytic approximation in practice.
Computing Highly Accurate Confidence Limits From Discrete Data Using Importance Sampling, Chris Lloyd
Computing Highly Accurate Confidence Limits From Discrete Data Using Importance Sampling, Chris Lloyd
Chris J. Lloyd
For discrete parametric models, approximate confidence limits perform poorly from a strict frequentist perspective. In principle, exact and optimal confidence limits can be computed using the formula of Buehler (1957), Lloyd and Kabaila (2003). So-called profile upper limits (Kabaila \& Lloyd, 2001) are closely related to Buehler limits and have extremely good properties. Both profile and Buehler limits depend on the probability of a certain tail set as a function of the unknown parameters. Unfortunately, this probability surface is not computable for realistic models. In this paper, importance sampling is used to estimate the surface and hence the confidence limits. …