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Activity Number: 194
Type: Contributed
Date/Time: Monday, August 4, 2008 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #302537
Title: Exact Calculations of Expected Power for the Benjamini-Hochberg Procedure
Author(s): Deborah Glueck*+ and Jan Mandel and Anis Karimpour-Fard and Lawrence Hunter and Keith E. Muller
Companies: University of Colorado Denver and University of Colorado Denver and University of Colorado Denver and University of Colorado Denver and University of Florida
Address: Department of Preventive Medicine and Biometrics, B119 Room 2C63, Denver, CO, 80262,
Keywords: hypothesis testing ; multiple comparisons ; false discovery rate ; distribution of rejections
Abstract:

Exact analytic expressions are developed for the average power of the Benjamini and Hochberg false discovery control procedure. The result is based on explicit computation of the joint probability distribution of the total number of rejections and the number of false rejections, and expressed in terms of the cumulative distribution functions of the p-values of the hypotheses. We give an example power analysis for a multiple comparisons problem in mammography.

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Revised September, 2008