Statistics

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False Discovery Rate

False discovery rate control is a procedure that is less stringent than a classical Bonferroni correction.

Benjamini–Hochberg Controll Procedure

Rank the p-values from smallest to largest. Begin at 1, and increase the rank: 1, 2, 3, 4, 5, ... the rank is k.

Choose a false discovery rate q, for example q=0.1.

The total number of independent tests is m. If the level of gene expression for 20,000 genes is measured and tested then m=20,000.

Accept the tests with p-values lower than qk/m.

You estimate that a fraction q of these tests are false positives, due to random chance, but that the remaining ones are true positives.

Benjamini, Y., Hochberg, Y. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the Royal Statistical Society, Series B. 57 (1): 289–300.

Normal Distribution

https://www.maa.org/sites/default/files/pdf/upload_library/22/Allendoerfer/stahl96.pdf

https://www.embedded.com/print/4413095

Derivation of the normal distribution from the binomial:

http://people.bath.ac.uk/pam28/Paul_Milewski,_Professor_of_Mathematics,_University_of_Bath/Past_Teaching_files/stirling.pdf

http://www.m-hikari.com/imf/imf-2017/9-12-2017/p/baguiIMF9-12-2017.pdf

http://mathforum.org/library/drmath/view/56600.html