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Approximating probabilities of correlated events
Li QiZhai1,2; Zheng Gang3; Liu AiYi4; Li ZhaoHai2,5; Yu Kai2
AbstractEfron (1997) considered several approximations of p-values for simultaneous hypothesis testing. An extension of his approaches is considered here to approximate various probabilities of correlated events. Compared with multiple-integrations, our proposed method, the parallelogram formulas, based on a one-dimensional integral, not only substantially reduces the computational complexity but also maintains good accuracy. Applications of the proposed method to genetic association studies and group sequential analysis are investigated in detail. Numerical results including real data analysis and simulation studies demonstrate that the proposed method performs well.
Keywordcase-control group sequential test genetic association studies MAX parallelogram
Funding ProjectNIH[EY014478] ; National Natural Science Foundation of China[10901155]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000284382200012
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Document Type期刊论文
Corresponding AuthorLi QiZhai
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.NCI, Biostat Branch, Div Canc Epidemiol & Genet, Bethesda, MD 20892 USA
3.NHLBI, Off Biostat Res, Bethesda, MD 20892 USA
4.NICHHD, Biostat & Bioinformat Branch, Bethesda, MD 20892 USA
5.George Washington Univ, Dept Stat, Washington, DC 20052 USA
Recommended Citation
GB/T 7714
Li QiZhai,Zheng Gang,Liu AiYi,et al. Approximating probabilities of correlated events[J]. SCIENCE CHINA-MATHEMATICS,2010,53(11):2937-2948.
APA Li QiZhai,Zheng Gang,Liu AiYi,Li ZhaoHai,&Yu Kai.(2010).Approximating probabilities of correlated events.SCIENCE CHINA-MATHEMATICS,53(11),2937-2948.
MLA Li QiZhai,et al."Approximating probabilities of correlated events".SCIENCE CHINA-MATHEMATICS 53.11(2010):2937-2948.
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