On the Operational Characteristics of the Benjamini and Hochberg False Discovery Rate Procedure
Green Gerwyn H and
Diggle Peter J.
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Green Gerwyn H: Department of Medicine, Lancaster University
Diggle Peter J.: Department of Medicine, Lancaster University & Johns Hopkins Bloomberg School of Public Health
Statistical Applications in Genetics and Molecular Biology, 2007, vol. 6, issue 1, 1-23
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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