Bayesian Decision Theory for Multiple Comparisons

Bayesian Decision Theory for Multiple Comparisons

Applying a decision theoretic approach to multiple comparisons very similar to that described by Lehmann [Ann. Math. Statist. 21 (1950) 126; Ann. Math. Statist. 28 (1975a) 1-25; Ann. Math. Statist. 28 (1975b) 5475721, we introduce a loss function based on the concept of the false discovery rate (FDR...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:Lecture Notes-Monograph Series. - Institute of Mathematical Statistics, 1982. - 57(2009) vom: Jan., Seite 326-332
1. Verfasser: Lewis, Charles (VerfasserIn)
Weitere Verfasser: Thayer, Dorothy T.
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2009
Zugriff auf das übergeordnete Werk:Lecture Notes-Monograph Series
Schlagworte:decision theory loss function multiple comparisons false discovery rate Behavioral sciences Mathematics Applied sciences
LEADER 01000caa a22002652 4500
001 JST055245412
003 DE-627
005 20240622004633.0
007 cr uuu---uuuuu
008 150324s2009 xx |||||o 00| ||eng c
035 |a (DE-627)JST055245412 
035 |a (JST)30250048 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
084 |a 62J15  |2 MSC 
084 |a 62C10  |2 MSC 
084 |a 62F15 Bayesian  |2 MSC 
100 1 |a Lewis, Charles  |e verfasserin  |4 aut 
245 1 0 |a Bayesian Decision Theory for Multiple Comparisons 
264 1 |c 2009 
336 |a Text  |b txt  |2 rdacontent 
337 |a Computermedien  |b c  |2 rdamedia 
338 |a Online-Ressource  |b cr  |2 rdacarrier 
520 |a Applying a decision theoretic approach to multiple comparisons very similar to that described by Lehmann [Ann. Math. Statist. 21 (1950) 126; Ann. Math. Statist. 28 (1975a) 1-25; Ann. Math. Statist. 28 (1975b) 5475721, we introduce a loss function based on the concept of the false discovery rate (FDR). We derive a Bayes rule for this loss function and show that it is very closely related to a Bayesian version of the original multiple comparisons procedure proposed by Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289-300] to control the sampling theory FDR. We provide the results of a Monte Carlo simulation that illustrates the very similar sampling behavior of our Bayes rule and Benjamini and Hochberg's procedure when applied to making all pair-wise comparisons in a one-way fixed effects analysis of variance setup with 10 and with 20 means. 
540 |a Copyright 2009 Institute of Mathematical Statistics 
650 4 |a decision theory 
650 4 |a loss function 
650 4 |a multiple comparisons 
650 4 |a false discovery rate 
650 4 |a Behavioral sciences  |x Psychology  |x Cognitive psychology  |x Decision theory 
650 4 |a Behavioral sciences  |x Psychology  |x Cognitive psychology  |x Cognitive processes  |x Decision making  |x Bayesian theories  |x Bayes rule 
650 4 |a Behavioral sciences  |x Psychology  |x Cognitive psychology  |x Cognitive processes  |x Decision making 
650 4 |a Mathematics 
650 4 |a Applied sciences  |x Engineering  |x Control engineering  |x Control theory 
650 4 |a Behavioral sciences  |x Psychology  |x Cognitive psychology  |x Cognitive processes  |x Thought processes  |x Reasoning  |x Inference 
650 4 |a Mathematics  |x Mathematical expressions  |x Mathematical functions 
650 4 |a Mathematics  |x Applied mathematics  |x Statistics  |x Applied statistics  |x Descriptive statistics  |x Measures of variability  |x Analysis of variance 
655 4 |a research-article 
700 1 |a Thayer, Dorothy T.  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t Lecture Notes-Monograph Series  |d Institute of Mathematical Statistics, 1982  |g 57(2009) vom: Jan., Seite 326-332  |w (DE-627)583817815  |w (DE-600)2460925-0  |x 07492170  |7 nnns 
773 1 8 |g volume:57  |g year:2009  |g month:01  |g pages:326-332 
856 4 0 |u https://www.jstor.org/stable/30250048  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_JST 
912 |a GBV_ILN_11 
912 |a GBV_ILN_20 
912 |a GBV_ILN_22 
912 |a GBV_ILN_23 
912 |a GBV_ILN_24 
912 |a GBV_ILN_31 
912 |a GBV_ILN_39 
912 |a GBV_ILN_40 
912 |a GBV_ILN_60 
912 |a GBV_ILN_62 
912 |a GBV_ILN_63 
912 |a GBV_ILN_65 
912 |a GBV_ILN_69 
912 |a GBV_ILN_70 
912 |a GBV_ILN_73 
912 |a GBV_ILN_90 
912 |a GBV_ILN_95 
912 |a GBV_ILN_100 
912 |a GBV_ILN_105 
912 |a GBV_ILN_110 
912 |a GBV_ILN_120 
912 |a GBV_ILN_151 
912 |a GBV_ILN_161 
912 |a GBV_ILN_170 
912 |a GBV_ILN_213 
912 |a GBV_ILN_230 
912 |a GBV_ILN_285 
912 |a GBV_ILN_293 
912 |a GBV_ILN_370 
912 |a GBV_ILN_374 
912 |a GBV_ILN_602 
912 |a GBV_ILN_702 
912 |a GBV_ILN_2001 
912 |a GBV_ILN_2003 
912 |a GBV_ILN_2005 
912 |a GBV_ILN_2006 
912 |a GBV_ILN_2007 
912 |a GBV_ILN_2008 
912 |a GBV_ILN_2009 
912 |a GBV_ILN_2010 
912 |a GBV_ILN_2011 
912 |a GBV_ILN_2014 
912 |a GBV_ILN_2015 
912 |a GBV_ILN_2018 
912 |a GBV_ILN_2020 
912 |a GBV_ILN_2021 
912 |a GBV_ILN_2026 
912 |a GBV_ILN_2027 
912 |a GBV_ILN_2044 
912 |a GBV_ILN_2050 
912 |a GBV_ILN_2056 
912 |a GBV_ILN_2057 
912 |a GBV_ILN_2061 
912 |a GBV_ILN_2088 
912 |a GBV_ILN_2107 
912 |a GBV_ILN_2110 
912 |a GBV_ILN_2190 
912 |a GBV_ILN_2938 
912 |a GBV_ILN_2947 
912 |a GBV_ILN_2949 
912 |a GBV_ILN_2950 
912 |a GBV_ILN_4012 
912 |a GBV_ILN_4035 
912 |a GBV_ILN_4037 
912 |a GBV_ILN_4046 
912 |a GBV_ILN_4112 
912 |a GBV_ILN_4125 
912 |a GBV_ILN_4126 
912 |a GBV_ILN_4242 
912 |a GBV_ILN_4249 
912 |a GBV_ILN_4251 
912 |a GBV_ILN_4305 
912 |a GBV_ILN_4306 
912 |a GBV_ILN_4307 
912 |a GBV_ILN_4313 
912 |a GBV_ILN_4322 
912 |a GBV_ILN_4323 
912 |a GBV_ILN_4324 
912 |a GBV_ILN_4325 
912 |a GBV_ILN_4326 
912 |a GBV_ILN_4335 
912 |a GBV_ILN_4338 
912 |a GBV_ILN_4346 
912 |a GBV_ILN_4367 
912 |a GBV_ILN_4392 
912 |a GBV_ILN_4393 
912 |a GBV_ILN_4700 
951 |a AR 
952 |d 57  |j 2009  |c 01  |h 326-332