Hotelling's test for highly correlated data

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10108592" target="_blank" >RIV/00216208:11320/11:10108592 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Hotelling's test for highly correlated data
Original language description
This paper is motivated by the analysis of gene expression sets, especially by finding dieffrentially expressed gene sets between two phenotypes. Gene log2 expression levels are highly correlated and, very likely, have approximately normal distribution.Therefore, it seems reasonable to use two-sample Hotelling's test for such data. We discover some unexpected properties of the test making it different from the majority of tests previously used for such data. It appears that the Hotelling's test does not always reach maximal power when all marginal distributions are different. For highly correlated data its maximal power is attained when about a half of marginal distributions are essentially different. For the case when the correlation coefficient is greater than 0.5 this test is more powerful if only one marginal distribution is shifted, comparing to the case when all marginal distributions are equally shifted. Moreover, when the correlation coefficient increases the power of Hotellin
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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