Skip to main content
. Author manuscript; available in PMC: 2014 Feb 1.
Published in final edited form as: J Appl Stat. 2012 Nov 21;40(2):347–357. doi: 10.1080/02664763.2012.743976

Table 2.

Bias and variance of FDR estimation: FDR is the estimated true value averaged over 100 simulations, TNR is the total number of rejections. Pt/Pe are p-values derived from the theoretical/empirical null distributions, EB is empirical Bayes ranking with local FDR based on the empirical null distribution. C0 is based on the 75% quantile.

λ0 = 0, σ0 = 1, λ = 10

TNR 50 100 200

FDR bias stderr FDR bias stderr FDR bias stderr
Pt 0.019 0.003 0.006 0.049 −0.002 0.009 0.119 −0.004 0.017
Pe 0.019 0.006 0.008 0.049 0.004 0.015 0.119 0.008 0.027
EB 0.019 0.006 0.009 0.049 0.004 0.015 0.119 0.009 0.028

λ0 = 0.5, σ0 = 2, λ = 10

TNR 50 100 200

FDR bias stderr FDR bias stderr FDR bias stderr

Pt 0.071 −0.071 0.000 0.118 −0.118 0.000 0.218 −0.217 0.0001
Pe 0.071 0.013 0.041 0.118 0.020 0.057 0.218 0.027 0.083
EB 0.071 0.013 0.041 0.118 0.021 0.058 0.218 0.028 0.084

λ0 = 0.5, σ0 = 0.5, λ = 10

TNR 50 100 200

FDR bias stderr FDR bias stderr FDR bias stderr

Pt 0.078 0.903 0.042 0.130 0.870 0.0001 0.224 0.776 0.0001
Pe 0.078 0.001 0.047 0.130 0.005 0.068 0.224 0.013 0.092
EB 0.077 0.001 0.047 0.130 0.005 0.068 0.224 0.014 0.093