Methodology (stat.ME)

Abstract: In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the density and hazard functions of the newly proposed model. Further, moments, median, quantile, and mode are obtained. The cumulative distribution and density functions of the general $k$th order statistic are provided. Sufficient conditions, under which the likelihood ratio order between two inverse generalized linear failure rate (IGLFR) distributed random variables holds, are derived. In addition to these results, we introduce several estimates for the parameters of IGLFR distribution. The maximum likelihood and maximum product spacings estimates are proposed. Bayes estimates are calculated with respect to the squared error loss function. Further, asymptotic confidence and Bayesian credible intervals are obtained. To observe the performance of the proposed estimates, we carry out a Monte Carlo simulation using $R$ software. Finally, two real-life data sets are considered for the purpose of illustration.

Abstract: In many applications, identifying a single feature of interest requires testing the statistical significance of several hypotheses. Examples include mediation analysis which simultaneously examines the existence of the exposure-mediator and the mediator-outcome effects, and replicability analysis aiming to identify simultaneous signals that exhibit statistical significance across multiple independent experiments. In this work, we develop a novel procedure, named joint mirror (JM), to detect such features while controlling the false discovery rate (FDR) in finite samples. The JM procedure iteratively shrinks the rejection region based on partially revealed information until a conservative false discovery proportion (FDP) estimate is below the target FDR level. We propose an efficient algorithm to implement the method. Extensive simulations demonstrate that our procedure can control the modified FDR, a more stringent error measure than the conventional FDR, and provide power improvement in several settings. Our method is further illustrated through real-world applications in mediation and replicability analyses.