Calculating false discovery rate

2015-01-13

azim58 - Calculating false discovery rate


Here's a paragraph from the wikipedia article on the topic



Large-scale inference

Let

pi_
0

be the probability that the null hypothesis is correct, and

pi_
1
= 1-pi_
0

be the probability that the alternative is correct. Then

N pi_
0

times the average p-value of rejected effects divided by the number of
rejected effects gives an estimate of the FDR. While we do not know

pi_
0

, it is typically close enough to 1 that we can get a reasonable estimate
of the FDR by assuming it is 1. This and many related results are
discussed in Efron
(2010).3[[{3657e5513808ccf3c98b89102d278f21}
n2010-2|]]