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Jonathan Taylor
, and Robert Tibshirani
- A tail strength measure for assessing the overall univariate significance in a dataset
Biostatistics Advance Access published on December 6, 2005, DOI 10.1093/biostatistics/kxj009.
Abstract 1 of 1
Received August 25, 2005
Revised November 29, 2005
Accepted December 1, 2005
Article |
A tail strength measure for assessing the overall univariate significance in a dataset
Jonathan Taylor 1 and Robert Tibshirani 2 *
1 Department of Statistics, Stanford University, Stanford, CA 94305
2 Department of Health Research & Policy and Department of Statistics, Stanford University, Stanford, CA 94305
* To whom correspondence should be addressed.
Robert Tibshirani, E-mail: tibs{at}stanford.edu
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Abstract |
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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.