Motivation: In high-dimensional testing problems pi(0), the proportion of null hypotheses that are true is an important parameter. For discrete test statistics, the P values come from a discrete distribution with finite support and the null distribution may depend on an ancillary statistic such as a table margin that varies among the test statistics. Methods for estimating pi(0) developed for continuous test statistics, which depend on a uniform or identical null distribution of P values, may not perform well when applied to discrete testing problems.
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