A note on control of the false discovery proportion

Marcin Dudziński; Konrad Furmańczyk

Applicationes Mathematicae (2009)

  • Volume: 36, Issue: 4, page 397-418
  • ISSN: 1233-7234

Abstract

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We consider the problem of simultaneous testing of a finite number of null hypotheses H i , i=1,...,s. Starting from the classical paper of Lehmann (1957), it has become a very popular subject of research. In many applications, particularly in molecular biology (see e.g. Dudoit et al. (2003), Pollard et al. (2005)), the number s, i.e. the number of tested hypotheses, is large and the popular procedures that control the familywise error rate (FWERM) have small power. Therefore, we are concerned with another error rate measure, called the false discovery proportion (FDP). We prove some theorems about control of the FDP measure. Our results differ from those obtained by Lehmann and Romano (2005).

How to cite

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Marcin Dudziński, and Konrad Furmańczyk. "A note on control of the false discovery proportion." Applicationes Mathematicae 36.4 (2009): 397-418. <http://eudml.org/doc/279890>.

@article{MarcinDudziński2009,
abstract = {We consider the problem of simultaneous testing of a finite number of null hypotheses $H_\{i\}$, i=1,...,s. Starting from the classical paper of Lehmann (1957), it has become a very popular subject of research. In many applications, particularly in molecular biology (see e.g. Dudoit et al. (2003), Pollard et al. (2005)), the number s, i.e. the number of tested hypotheses, is large and the popular procedures that control the familywise error rate (FWERM) have small power. Therefore, we are concerned with another error rate measure, called the false discovery proportion (FDP). We prove some theorems about control of the FDP measure. Our results differ from those obtained by Lehmann and Romano (2005).},
author = {Marcin Dudziński, Konrad Furmańczyk},
journal = {Applicationes Mathematicae},
keywords = {stepup procedure; multiple testing; -value; Holm procedure; stepdown procedure},
language = {eng},
number = {4},
pages = {397-418},
title = {A note on control of the false discovery proportion},
url = {http://eudml.org/doc/279890},
volume = {36},
year = {2009},
}

TY - JOUR
AU - Marcin Dudziński
AU - Konrad Furmańczyk
TI - A note on control of the false discovery proportion
JO - Applicationes Mathematicae
PY - 2009
VL - 36
IS - 4
SP - 397
EP - 418
AB - We consider the problem of simultaneous testing of a finite number of null hypotheses $H_{i}$, i=1,...,s. Starting from the classical paper of Lehmann (1957), it has become a very popular subject of research. In many applications, particularly in molecular biology (see e.g. Dudoit et al. (2003), Pollard et al. (2005)), the number s, i.e. the number of tested hypotheses, is large and the popular procedures that control the familywise error rate (FWERM) have small power. Therefore, we are concerned with another error rate measure, called the false discovery proportion (FDP). We prove some theorems about control of the FDP measure. Our results differ from those obtained by Lehmann and Romano (2005).
LA - eng
KW - stepup procedure; multiple testing; -value; Holm procedure; stepdown procedure
UR - http://eudml.org/doc/279890
ER -

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