Table 3.

Bias and variance of FDR estimation: FDR values are averages over 100 simulations, TNR is for total number of rejections, P_t/P_e are p-values derived from theoretical/empirical null distributions, EB is empirical Bayes ranking with local FDR based on empirical null distribution.

λ0 = 0, σ0 = 1, λ = 5
TNR	20			50			100
	FDR	bias	stderr	FDR	bias	stderr	FDR	bias	stderr
Pt	0.156	−0.011	0.044	0.234	−0.007	0.046	0.323	0.0003	0.045
Pe	0.156	0.025	0.058	0.234	0.043	0.071	0.323	0.062	0.075
EB	0.159	0.018	0.056	0.237	0.043	0.071	0.324	0.062	0.075
λ0 = 0.5, σ0 = 2, λ = 5
TNR	10			20			40
	FDR	bias	stderr	FDR	bias	stderr	FDR	bias	stderr
Pt	0.335	−0.334	0.000	0.415	−0.415	0.0001	0.499	−0.498	0.0002
Pe	0.335	0.031	0.194	0.415	0.046	0.199	0.499	0.042	0.201
EB	0.346	0.0006	0.177	0.434	0.019	0.193	0.515	0.025	0.200
λ0 = 0.5, σ0 = 0.5, λ = 5
TNR	10			20			40
	FDR	bias	stderr	FDR	bias	stderr	FDR	bias	stderr
Pt	0.346	0.654	0.0001	0.415	0.585	0.0001	0.490	0.510	0.0001
Pe	0.346	0.039	0.196	0.415	0.072	0.196	0.490	0.081	0.191
EB	0.365	0.004	0.177	0.426	0.050	0.188	0.501	0.067	0.188