This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 123
Type: Topic Contributed
Date/Time: Monday, August 2, 2010 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #307055
Title: Approximating Probabilities of Correlated Events
Author(s): Qizhai Li*+ and Gang Zheng and Aiyi Liu and Zhaohai Li and Kai Yu
Companies: Chinese Academy of Sciences and National Institutes of Health and Eunice Kennedy Shriver National Institute of Child Health and Human Development and The George Washington University and National Cancer Institute
Address: , , 100190, P.R.China
Keywords: MAX ; Parallelogram
Abstract:

Efron (Biometrika 1997; 84:143-157) 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.


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