Abstract
Distribution-free statistical tests offer clear advantages in situations where the exact unadjusted
-values are required as input for multiple testing procedures. Such situations prevail when testing for differential expression of genes in microarray studies. The Cramér-von Mises two-sample test, based on a certain
-distance between two empirical distribution functions, is a distribution-free test that has proven itself as a good choice. A numerical algorithm is available for computing quantiles of the sampling distribution of the Cramér-von Mises test statistic in finite samples. However, the computation is very time- and space-consuming. An
counterpart of the Cramér-von Mises test represents an appealing alternative. In this work, we present an efficient algorithm for computing exact quantiles of the
-distance test statistic. The performance and power of the
-distance test are compared with those of the Cramér-von Mises and two other classical tests, using both simulated data and a large set of microarray data on childhood leukemia. The
-distance test appears to be nearly as powerful as its
counterpart. The lower computational intensity of the
-distance test allows computation of exact quantiles of the null distribution for larger sample sizes than is possible for the Cramér-von Mises test.
[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25]
Contributor Information
Yuanhui Xiao, Email: yxiao@bst.rochester.edu.
Alexander Gordon, Email: alexander_gordon@urmc.rochester.edu.
Andrei Yakovlev, Email: andrei_yakovlev@urmc.rochester.edu.
References
- Grant GR, Manduchi E, Stoeckert CJ. In: Methods of Microarray Data Analysis: Papers from CAMDA '00. Lin SM, Johnson KF, editor. Kluwer Academic, Norwell, Mass, USA; 2002. Using nonparametric methods in the context of multiple testing to determine differentially expressed genes; pp. 37–55. [Google Scholar]
- Guan Z, Zhao H. A semiparametric approach for marker gene selection based on gene expression data. Bioinformatics. 2005;21(4):529–536. doi: 10.1093/bioinformatics/bti032. [DOI] [PubMed] [Google Scholar]
- Lee M-LT, Gray RJ, Björkbacka H, Freeman MW. Generalized rank tests for replicated microarray data. Statistical Applications in Genetics and Molecular Biology. 2005;4(1) doi: 10.2202/1544-6115.1093. article 3. [DOI] [PubMed] [Google Scholar]
- Qiu X, Xiao Y, Gordon A, Yakovlev A. Assessing stability of gene selection in microarray data analysis. BMC Bioinformatics. 2006;7:50. doi: 10.1186/1471-2105-7-50. [DOI] [PMC free article] [PubMed] [Google Scholar]
- Stamey TA, Warrington JA, Caldwell MC. et al. Molecular genetic profiling of gleason grade 4/5 prostate cancers compared to benign prostatic hyperplasia. Journal of Urology. 2001;166(6):2171–2177. doi: 10.1016/S0022-5347(05)65528-0. [DOI] [PubMed] [Google Scholar]
- Troyanskaya OG, Garber ME, Brown PO, Botstein D, Altman RB. Nonparametric methods for identifying differentially expressed genes in microarray data. Bioinformatics. 2002;18(11):1454–1461. doi: 10.1093/bioinformatics/18.11.1454. [DOI] [PubMed] [Google Scholar]
- Srivastava DK, Mudholkar GS. In: Handbook of Statistics. Khattree R, Rao CR, editor. Vol. 22. Elsevier, North-Holland, The Netherlands; 2003. Goodness-of-fit tests for univariate and multivariate normal models; pp. 869–906. [Google Scholar]
- Wilcox RR. Fundamentals of Modern Statistical Methods. Springer, New York, NY, USA; 2001. [Google Scholar]
- Dudoit S, Shaffer JP, Boldrick JC. Multiple hypothesis testing in microarray experiments. Statistical Science. 2003;18(1):71–103. doi: 10.1214/ss/1056397487. [DOI] [Google Scholar]
- Klebanov L, Gordon A, Xiao Y, Land H, Yakovlev A. A permutation test motivated by microarray data analysis. Computational Statistics and Data Analysis. 2006;50(12):3619–3628. doi: 10.1016/j.csda.2005.08.005. [DOI] [Google Scholar]
- Burr EJ. Small-sample distribution of the two-sample Cramér-von Mises criterion for small equal samples. The Annals of Mathematical Statistics. 1963;34:95–101. doi: 10.1214/aoms/1177704245. [DOI] [Google Scholar]
- Schmid F, Trede M. A distribution free test for the two sample problem for general alternatives. Computational Statistics and Data Analysis. 1995;20(4):409–419. doi: 10.1016/0167-9473(95)92844-N. [DOI] [Google Scholar]
- Xiao Y, Gordon A, Yakovlev A. C++ package for the Cramér-von Mises two-sample test. to appear in Journal of Statistical Software.
- Hájek J, Šidák Z. Theory of Rank Tests. Academic Press, New York, NY, USA; 1967. [Google Scholar]
- Anderson TW. On the distribution of the two-sample Cramér-von Mises criterion. The Annals of Mathematical Statistics. 1962;33:1148–1159. doi: 10.1214/aoms/1177704477. [DOI] [Google Scholar]
- Cramér H. On the composition of elementary errors. II: statistical applications. Skandinavisk Aktuarietidskrift. 1928;11:141–180. [Google Scholar]
- von Mises R. Wahrscheinlichkeitsrechnung und Ihre Anwendung in der Statistik und Theoretischen Physik. Deuticke, Leipzig, Germany; 1931. [Google Scholar]
-
Burr EJ. Distribution of the two-sample Cramér-von Mises
and Watson's
. The Annals of Mathematical Statistics. 1964;35:1091–1098. doi: 10.1214/aoms/1177703267. [DOI] [Google Scholar] - Zajta AJ, Pandikow W. A table of selected percentiles for the Cramér-von Mises Lehmann test: equal sample sizes. Biometrika. 1977;64(1):165–167. [Google Scholar]
- Shao J, Tu D. The Jackknife and Bootstrap, Springer Series in Statistics. Springer, New York, NY, USA; 1995. [Google Scholar]
- Efron B, Tibshirani R. An Introduction to the Bootstrap. Chapman & Hall/CRC, New York, NY, USA; 1993. [Google Scholar]
- Anderson TW, Darling DA. Asymptotic theory of certain "goodness of fit" criterion based on stochastic processes. The Annals of Mathematical Statistics. 1952;23:193–212. doi: 10.1214/aoms/1177729437. [DOI] [Google Scholar]
- Csorgo S, Faraway JJ. The exact and asymptotic distributions of Cramér-von Mises statistics. Journal of the Royal Statistical Society. Series B. 1996;58:221–234. [Google Scholar]
- Büning H. Robustness and power of modified Lepage, Kolmogorov-Smirnov and Cramér-von Mises two-sample tests. Journal of Applied Statistics. 2002;29(6):907–924. doi: 10.1080/02664760220136212. [DOI] [Google Scholar]
-
Schmid F, Trede M. An
-variant of the Cramér-von Mises test. Statistics and Probability Letters. 1996;26(1):91–96. doi: 10.1016/0167-7152(95)00256-1. [DOI] [Google Scholar]

