Expected p-values in light of an ROC curve analysis applied to optimal multiple testing procedures

• Published in: Statistical methods in medical research Vol. 27; no. 12; p. 3560
• Main Authors: Vexler, Albert, Yu, Jihnhee, Zhao, Yang, Hutson, Alan D, Gurevich, Gregory
• Format: Journal Article
• Language: English
• Published: England 01.12.2018
• Subjects: Benjamini–Hochberg procedure; expected p-value; Bootstrap tilting method; confidence region; multiple testing; Bonferroni procedure; partial AUC; ROC curve; P-value; best combination; AUC

Many statistical studies report p-values for inferential purposes. In several scenarios, the stochastic aspect of p-values is neglected, which may contribute to drawing wrong conclusions in real data experiments. The stochastic nature of p-values makes their use to examine the performance of given t...