JSM 2005 - Toronto

Abstract #304022

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Activity Number: 30
Type: Contributed
Date/Time: Sunday, August 7, 2005 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #304022
Title: An Upper Confidence Bound of the False Discovery Proportion
Author(s): Yongchao Ge*+
Companies: Mount Sinai School of Medicine
Address: 1 Gustave L Levy Place, New York, NY, 10029, United States
Keywords: multiple testing ; false discovery proportion ; false discovery rate ; microarray ; confidence bound
Abstract:

Benjamini and Hochberg (1995) propose the false discovery rate (FDR) as an alternative criterion to the traditional familywise error rate in multiple testing problems. However, most previous works on the FDR focus on the point estimation: the expectation of the false discovery proportion (FDP). Being motivated by the fixed rejection approach in multiple testing of Storey (2002), this paper proposes a simple procedure to construct an upper confidence bound of the FDP for a fixed rejection region and to construct an upper confidence bound of the total number of true null hypotheses. A procedure is given to construct an upper confidence band simultaneously valid for all rejection regions.

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