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Biostatistics Advance Access originally published online on December 6, 2005
Biostatistics 2006 7(2):167-181; doi:10.1093/biostatistics/kxj009
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© The Author 2005. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org.

A tail strength measure for assessing the overall univariate significance in a dataset

Jonathan Taylor

Department of Statistics, Stanford University, Stanford, CA 94305,USA jtaylor{at}stat.stanford.edu

Robert Tibshirani*

Department of Health Research and Policy and Department of Statistics, Stanford University, Stanford, CA 94305, USA tibs{at}stanford.edu

* To whom correspondence should be addressed.

We propose an overall measure of significance for a set of hypothesis tests. The ‘tail strength’ is a simple function of the p-values computed for each of the tests. This measure is useful, for example, in assessing the overall univariate strength of a large set of features in microarray and other genomic and biomedical studies. It also has a simple relationship to the false discovery rate of the collection of tests. We derive the asymptotic distribution of the tail strength measure, and illustrate its use on a number of real datasets.

Keywords: Multiple testing; p-value


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