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Activity Number: 34
Type: Contributed
Date/Time: Sunday, July 29, 2012 : 2:00 PM to 3:50 PM
Sponsor: Biometrics Section
Abstract - #306238
Title: Further Results on Controlling the False Discovery Proportion
Author(s): Wenge Guo*+ and Li He and Sanat Sarkar
Companies: New Jersey Institute of Technology and Temple University and Temple University
Address: 33A Woodbridge Terrace, Woodbridge, NJ, 07095, United States
Keywords: false discovery proportion ; false discovery rate ; multiple testing ; positive dependence ; stepup procedure ; stepdown procedure

The tail probability of false discovery proportion (gamma-FDP) has received much attention as a measure of false discoveries in multiple testing. Although this measure has received acceptance due to its relevance under dependency, not much progress has been made yet advancing its theory under such dependency in a non-asymptotic setting, which motivates our research in this talk. We provide a larger class of procedures containing the stepup analog of, and hence more powerful than, the stepdown procedure in Lehmann and Romano (2005) controlling the gamma-FDP under the same positive dependence condition assumed in that paper. We offer better alternatives of the stepdown and stepup procedures in Romano and Shaikh (2006a, b) using pairwise joint distributions of the null p-values. We generalize the notion of gamma-FDP making it appropriate in many practical situations where one is willing to tolerate a few false rejections or, due to high dependency some false rejections are inevitable and provide methods that control this generalized gamma-FDP in three different dependence scenarios. Our theoretical findings are being supported through numerical studies.

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