A New F-Test Applicable to Large-Scale Data

Abstract

In large-scale multiple testing, the permutation test based on making a null statistic has been widely employed in the literature. Because it enables us to use the null permuted samples and estimate the p-value more accurately. Some test statistics, which can be modified to a null statistic, have been proposed for two independent groups. In this paper, we propose a new statistic and corresponding F-test, which can be applied for three or more groups. The simulation results demonstrate that the proposed method has a smaller interquartile range (IQR) than the usual permutation method and estimates p-values more accurately than its rival.

Keywords

• Microarray data
• Permutation test
• Null statistic
• F-test