JSM 2004 Online Program

Abstract #300765

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Activity Number:	271
Type:	Contributed
Date/Time:	Tuesday, August 10, 2004 : 2:00 PM to 3:50 PM
Sponsor:	General Methodology
Abstract - #300765
Title:	Controlling Bayes False Discovery Rate
Author(s):	Sanat K. Sarkar and Tianhui Zhou*+
Companies:	Temple University and Temple University
Address:	7605 B Massey Way, Elkins Park, PA, 19027-1009,
Keywords:	Bayes false nondiscovery rate ; normal prior ; posterior false discovery rate ; posterior nondiscovery rate
Abstract:	Given a certain prior distribution of the parameters, the Bayes false discovery rate (BFDR) of a multiple testing procedure is defined in this article as the average of the false discovery rate (FDR) of the procedure with respect to this prior. The Bayes false nondiscovery rate (BFNR) is similarly defined. A new multiple testing procedure controlling the BFDR is developed. Its performance is compared to those of the Benjamini-Hochberg procedure, which also controls the BFDR in the independence as well as some positive dependence cases, and the one that controls the Bayesian FDR in terms of BFNR.

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