Hotelling's test for highly correlated data

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Hotelling's test for highly correlated data

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Hotelling's test for highly correlated data

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Acta Universitatis Carolinae - Mathematica et Physica

ISSN

0001-7140

e-ISSN

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Svazek periodika

52

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

10

Strana od-do

67-76

Kód UT WoS článku

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EID výsledku v databázi Scopus

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