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Large-Scale Inference by Bradley Efron

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Large-Scale Hypothesis Testing

Progress in statistics is usually at the mercy of our scientific colleagues, whose data is the “nature” from which we work. Agricultural experimentation in the early 20th century led Fisher to the development of analysis of variance. Something similar is happening at the beginning of the 21st century. A new class of “high throughput” biomedical devices, typified by the microarray, routinely produce hypothesis-testing data for thousands of cases at once. This is not at all the situation envisioned in the classical frequentist testing theory of Neyman, Pearson, and Fisher. This chapter begins the discussion of a theory of large-scale simultaneous hypothesis testing now under development in the statistics literature. ...

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