control of the false discovery proportion for independently tested null hypotheses独立控制的错误发现比例测试零假设.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2012, Article ID 320425, 19 pages doi:10.1155/2012/320425 Research Article Control of the False Discovery Proportion for Independently Tested Null Hypotheses Yongchao Ge1 and Xiaochun Li2 1 Department of Neurology, Mount Sinai School of Medicine, One Gustave L. Levy Place, P.O. Box 1137, New York, NY 10029, USA 2 Division of Biostatistics, School of Medicine, New York University, 650 First Avenue, 5th Floor, New York, NY 10016, USA Correspondence should be addressed to Yongchao Ge, yongchao.ge@ Received 14 December 2011; Accepted 8 February 2012 Academic Editor: Yongzhao Shao Copyright q 2012 Y. Ge and X. Li. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Consider the multiple testing problem of testing m null hypotheses H1, . . . , Hm, among which m0 hypotheses are truly null. Given the P-values for each hypothesis, the question of interest is how to combine the P-values to find out which hypotheses are false nulls and possibly to make a statistical inference on m0 . Benjamini and Hochberg proposed a classical procedure that can control the false discovery rate FDR. The FDR control is a little bit unsatisfactory in that it only concerns the expectation of the false discovery proportion FDP. The control of the actual random variable FDP has recently drawn much attention. For any level 1 −α, this paper proposes a procedure to construct an upper prediction bound UPB for the FDP for a fixed rejection region. When 1 − α 50%, our procedure is very close to the classical Benjamini and Hochber