Far East Journal of Theoretical Statistics
Volume 24, Issue 1, Pages 95 - 107
(January 2008)
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MAXIMUM LIKELIHOOD ESTIMATION OF FALSE DISCOVERY RATE UNDER INDEPENDENCE
Asta Shomberg (U. S. A.) and Jugal K. Ghorai (U. S. A.)
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Abstract: In multiple hypothesis testing problems one can fix the rejection region beforehand and estimate the compound error, namely false discovery rate (FDR) or positive false discovery rate (pFDR), resulting when that rejection region is used; or one can fix the level, at which one desires to control FDR or pFDR and estimate the corresponding rejection region. These two approaches are considered under parametric assumptions on mixture model involving independent hypotheses: maximum likelihood estimators of pFDR and FDR, produced by a fixed rejection region are proposed, and a thresholding rule, based on MLEs of FDR, which strongly controls the FDR over all rejection regions simultaneously is suggested. |
Keywords and phrases: positive false discovery rate, mixture model, maximum likelihood estimators, DNA microarray analysis. |
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