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Estimating the variance when assessing the number of false discoveries in Gaussian comparisons
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Mathematical Statistics.
2012 (English)Report (Other academic)
Abstract [en]

We assume that a random vector (Z1, . . . ,ZM) is given, following a multi-variate Gaussian distribution with zero means and unit variances. FollowingStorey [21], we consider an estimator of the number of false discoveries (FD),i.e. the number of components |Zk| exceeding some cut-off level z, based on anestimator of M. We analyze the variance of the difference between FD and theestimated value with aid of the Mehler identity, and propose a correspondingvariance estimator, based on the Fisher transformation of a given set of empiricalcorrelations. The proposed estimator is evaluated in a simulation study. Finally,we demonstrate the applicability of the obtained estimator in relation to realobservations from a microarray experiment concerning differentially expressedgenes.

Place, publisher, year, edition, pages
Uppsala universitet, 2012. , 14 p.
Series
U.U.D.M. report / Uppsala University, Department of Mathematics, ISSN 1101-3591 ; 2012:2
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:uu:diva-169404OAI: oai:DiVA.org:uu-169404DiVA: diva2:506447
Available from: 2012-03-01 Created: 2012-02-28 Last updated: 2012-03-01Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf