Abstract.The optimal discovery procedure (ODP) is a new approach to multiple tests of significance that was recently introduced by Storey, see [#!storey1!#]. Similarly to the Neyman-Pearson Lemma in the single hypothesis setting, the ODP was shown to possess optimality when testing multiple hypotheses. We investigate the unbiasedness of this procedure. In particular, we show that it is not unbiased when the tests are performed on the exponential distribution and show the conditions for asymptotic unbiasedness.

Received: August 17, 2007

AMS Subject Classification: 62H15, 62F03

Key Words and Phrases: multiple hypothesis testing, optimal discovery procedure, unbiased tests

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2008
Volume: 42
Issue: 3