On the operational characteristics of the Benjamini and Hochberg False Discovery Rate procedure

GH Green, PJ Diggle - Statistical applications in genetics and …, 2007 - degruyter.com
GH Green, PJ Diggle
Statistical applications in genetics and molecular biology, 2007degruyter.com
Multiple testing procedures are commonly used in gene expression studies for the detection
of differential expression, where typically thousands of genes are measured over at least two
experimental conditions. Given the need for powerful testing procedures, and the attendant
danger of false positives in multiple testing, the False Discovery Rate (FDR) controlling
procedure of Benjamini and Hochberg (1995) has become a popular tool. When
simultaneously testing hypotheses, suppose that R rejections are made, of which Fp are …
Multiple testing procedures are commonly used in gene expression studies for the detection of differential expression, where typically thousands of genes are measured over at least two experimental conditions. Given the need for powerful testing procedures, and the attendant danger of false positives in multiple testing, the False Discovery Rate (FDR) controlling procedure of Benjamini and Hochberg (1995) has become a popular tool. When simultaneously testing hypotheses, suppose that R rejections are made, of which Fp are false positives. The Benjamini and Hochberg procedure ensures that the expectation of Fp/R is bounded above by some pre-specified proportion. In practice, the procedure is applied to a single experiment. In this paper we investigate the across-experiment variability of the proportion Fp/R as a function of three experimental parameters. The operational characteristics of the procedure when applied to dependent hypotheses are also considered.
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