Change search
ReferencesLink to record
Permanent link

Direct link
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.
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
URN: urn:nbn:se:uu:diva-169404OAI: diva2:506447
Available from: 2012-03-01 Created: 2012-02-28 Last updated: 2012-03-01Bibliographically approved

Open Access in DiVA

fulltext(456 kB)88 downloads
File information
File name FULLTEXT01.pdfFile size 456 kBChecksum SHA-512
Type fulltextMimetype application/pdf

By organisation
Mathematical Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 88 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 145 hits
ReferencesLink to record
Permanent link

Direct link