Introduction to statistics

Bioinformatics-II Computational Sciences April 2010

Prof. dr. Antoine van Kampen 1. Bioinformatics Laboratory, AMC 2. BioSystems Data Analysis, UvA a.h.vankampen@amc.uva.nl

Descriptive Statistics

Describing data

Moment

Non-mean based measure Mode, median Range (max-min), Interquartile range (1st3rd quartile) ---

Center Spread

Mean Variance (standard deviation) Skewness Kurtosis

Skew Peaked

Quartile
In descriptive statistics, a quartile is any of the three values which divide the sorted data set into four equal parts, so that each part represents 1/4th of the sample or population.
first quartile (designated Q1) = lower quartile cuts off lowest 25% of data (25th percentile ) second quartile (designated Q2) = median cuts data set in half (50th percentile ) third quartile (designated Q3) = upper quartile cuts off highest 25% of data, or lowest 75% (75th percentile )

The difference between the upper and lower quartiles is called the interquartile range.

Variance, S.D. of a Sample

( xi  Q ) 2 n 1 ! s , i !1
Degrees of freedom

variance

( xi  Q ) n 1 ! s i !1

Standard deviation

In statistics, the term degrees of freedom (df) is a measure of the number of independent pieces of information on which the precision of a parameter estimate is based.
http://www.jerrydallal.com/LHSP/dof.htm Jack Good's 1973 article in the American Statistician "What are Degrees of Freedom?" 27, 227-228

Skewness
Frequency

Value

Box-whisker plots

Quality of a sampling estimate

Precision & validity

No precision

Precision but no validity

Random error

Systematic error (bias)

Distributions
Normal, binomial, Poisson, hypergeometric, t-distribution, chi-square What parameters describe their shapes How these distributions can be useful

Normal distribution

The Normal Distribution

Also called a Gaussian distribution Centered around the mean Q with a width determined by the standard deviation W Total area under the curve = 1.0

1  ( x  Q ) / 2W 2 f ( x) ! e W 2T

A Normal Distribution . . .
For a mean of 5 and a standard deviation of 1:

What Does a Normal Distribution Describe?

Imagine that you go to the lab and very carefully measure out 5 ml of liquid and weigh it.
Imagine repeating this process many times.

You wont get the same answer every time, but if you make a lot of measurements, a histogram of your measurements will approach the appearance of a normal distribution. Any situation in which the exact value of a continuous variable is altered randomly from trial to trial. The random uncertainty or random error

How Do You Use The Normal Distribution?

Use the area UNDER the normal distribution For example, the area under the curve between x=a and x=b is the probability that your next measurement of x will fall between a and b

55.4

75

94.6

A normal distribution with a mean of 75 and a standard deviation of 10. The shaded area contains 95% of the area and extends from 55.4 to 94.6. For all normal distributions, 95% of the area is within 1.96 standard deviations of the mean.

55.4

94.6

Area is determined by integration of normal distribution

Integration

How Do You Get Q and W?

To draw a normal distribution you must know Q and W

1  ( x  Q ) / 2W 2 f ( x) ! e W 2
If you made an infinite number of measurements, their mean would be Q and their standard deviation would be W
In practice, you have a finite number of measurements with mean x and standard deviation s

For now, Q and W will be given

Later well use x and s to estimate Q and W

The Standard Normal Distribution

It is tedious to integrate a new normal distribution for every population, so use a standard normal distribution with standard tabulated areas. Convert your measurement x to a standard score (z-score)
z = (x - Q) / W

Use the standard normal distribution

Q = 0 and W = 1 (areas tabulated in any statistics text book)

The z-score indicates the number of standard deviations that value x is away from the mean Q

Probability density function

z-transform

green curve is standard normal distribution

Standard Normal Distribution

z=1.96 2.5%

Standard Normal Distribution

mean=5 std=3
x>=10 4.8%

mean=0 std=1
x>=1,66 transform of mean: z = (5-5)/3 = 0 transform of other value: z = (10-5)/3 = 1.66

Exercises 1
*If scores are normally distributed with a mean of 30 and a standard deviation of 5, what percent of the scores is: (a) greater than 30? (b) greater than 37? (c) between 28 and 34? *What proportion of a normal distribution is within one standard deviation of the mean? *What proportion is more than 1.8 standard deviations from the mean? *A test is normally distributed with a mean of 40 and a standard deviation of 7. What value would be needed to be in the 85th percentile?

Stat tables: http://www.statsoft.com/textbook/sttable.html

Binomial distribution

What Does the Binomial Distribution Describe?

yes/no experiments (two possible outcomes) The probability of getting all tails if you throw a coin three times The probability of getting all male puppies in a litter of 8 The probability of getting two defective batteries in a package of six

Exercise 2

What is the probability of getting one 2 when you roll six dice?

The Binomial Distribution

bionomial coefficient

The probability of getting the result of interest k times out of n, if the overall probability of the result is p Note that here, k is a discrete variable
Integer values only

Binomial Distribution
n=6 p = 1/6 k = [0 1 2 3 4 5 6] number of dice rolled probability of rolling a 2 # of 2s out of 6 0.402

Binomial Distribution
n = 8; p = 1/2; k = [0 1 2 3 4 5 6 7 8]; number of puppies in litter probability of any pup being male # of males out of 8

The Shape of the Binomial Distribution

Shape is determined by values of n and p
Only truly symmetric if p = 0.5 Approaches normal distribution if n is large, unless p is very small

Mean number of successes is np Variance of distribution is

variance (X) = n p(1- p)

Exercise 3

While you are in the bathroom, your little brother claims to have rolled a Yahtzee in 6s (five dice all 6s) in one roll of the five dice. How justified would you be in beating him up for cheating?

Poisson distribution

e Q Pn ( Q ) ! n!
P( )

Q

probability of getting n counts (=0, 1, 2,...) average of distribution

variance == mean

Poisson distribution

Randomly placed dots over 50 scale divisions. On average =1 dot per interval

=1

e Q Pn (Q) ! n!
P( )

Q

probability of getting n counts average of distribution

Exercise 4

e Q n (Q ) ! n!

Q

Pn( ) probability of getting n counts average of distribution

Average number of phone calls in 1 hour = 2.1 What is probability of getting 4 calls?

Exercise 5

e Q n (Q ) ! n!

Q

Pn( ) probability of getting n counts average of distribution

Average number of phone calls in 1 hour = 2.1 What is probability of getting 0 calls? Does this simplify the formula?

Hypergeometric distribution

Hypergeometric Distribution
Suppose that we have an urn with N balls in it; of these m are yellow and others are blue. Then k balls are drawn from the urn without replacement and of these X are observed to be yellow. X is a random variable following hypergeometric distribution What is the probability of observing X=6 yellow balls?

N=20 m=n=10 draw k=10 balls X=6

Hypergeometric Distribution

N=20,
0. 0

=n=k=10

White Balls drawn Remained in urn X mX m

Black k X nk+X n k
P(X)

N-k N

0.00

0.15

4 X

10

P(X = x) =

m n x k-x N k

N! x! (m-x)! (k-x)! (n-k+x)! = k! (N-k)! m! n!

Fishers Exact Test

We often want to ask whether there are more white balls in the sample than expected by chance.
White Balls drawn Remained in urn x m x m Black k x n k + x n k N-k N

P(X u x) =

! x! (m-x)! (k-x)! ( -m-k x)! k! ( -k)! m! ( -m)!

x= x' to min(m,k)

If the probability is small, it is less likely that we get the result by chance.

Hypergeometric example

We extracted 36 samples from leukemia microarray dataset:

Whole dataset: 47 ALL + 25 AML (total 72 samples)

How many ALL and AML samples do you expect when you randomly select samples from the dataset?

Hypergeometric example

We extracted 36 samples from leukemia microarray dataset:

Whole dataset: 47 ALL + 25 AML (total 72 samples)

How many ALL and AML samples do you expect when you randomly select samples from the dataset?

Answer: 23.5 ALL 12.5 AML ratio = 1.88 (original ratio = 47/25=1.88)

Hypergeometric example

We extracted 36 samples from leukemia microarray dataset:

Whole dataset: 47 ALL + 25 AML (total 72 samples) Extracted: 29 ALL + 7 AML Is this sample enriched for ALL samples?

ALL Extracted Not extracted Total: 29 18 47

AML 7 18 25 36 36 72

Pr(extracted ALL 29)

47 25 i 36 i = 72 i >= 29 36

36

= 0.006

Conclusion: This sample is significantly enriched with ALL samples possible bias in sample selection

Sampling Distribution
Every time we take a random sample and calculate a statistic, the value of the statistic changes (remember, a statistic is a random variable). If we continue to take random samples and calculate a given statistic over time, we will build up a distribution of values for the statistic. This distribution is referred to as a sampling distribution. A sampling distribution is a distribution that describes the chance fluctuations of a statistic calculated from a random sample.

Sampling Distribution of the Mean

The probability distribution of distribution of the mean.

is called the sampling

The distribution of X , for a given sample size n, describes the variability of sample averages around the population mean .

Sampling Distribution of the Mean

If a random sample of size n is taken from a normal 2 population having mean x and varianceW x , then X is a random variable which is also normally distributed with mean x and variance W 2 .
x

n
Further,

X  Qx Z! W n

is a standard normal random variable.

Sampling Distribution of the Mean

Original population 1
Original Population Averages - Sample Size = 10

n(100,5)

n(100,1.58)

80

85

90

95

100 X

105

110

115

120

80

85

90

95

100 X(10)

105

110

115

120

Averages - Sample Size = 2

Averages - Sample Size = 25

n(100,3.54)

n(100,1)

5/sqrt(2)=3.54
80 85 90 95 100 X(2) 105 110 115 120
80 85 90 95 100 X(25) 105 110 115 120

Sampling Distribution of the Mean

Example: A manufacturer of steel rods claims that the length of his bars follows a normal distribution with a mean of 30 cm and a standard deviation of 0.5 cm.
(a) Assuming that the claim is true, what is the probability that a given bar will exceed 30.1 cm? (b) Assuming the claim is true, what is the probability that the mean of 10 randomly chosen bars will exceed 30.1 cm? (c) Assuming the claim is true, what is the probability that the mean of 100 randomly chosen bars will exceed 30.1 cm?

Sampling Distribution of the Mean

Example: A manufacturer of steel rods claims that the length of his bars follows a normal distribution with a mean of 30 cm and a standard deviation of 0.5 cm.
(a) Assuming that the claim is true, what is the probability that a given bar will exceed 30.1 cm? (z=30.1-30)/0.5=0.2 p=0.42) (b) Assuming the claim is true, what is the probability that the mean of 10 randomly chosen bars will exceed 30.1 cm? (z=30.1-30)/(0.5/sqrt(10)=0.63 p=0.26) (c) Assuming the claim is true, what is the probability that the mean of 100 randomly chosen bars will exceed 30.1 cm? (z=30.1-30)/(0.5/sqrt(100)=2 p=0.02)

Sampling Distribution of the Mean

Steel Bar Lengths (cm)

.42

28.5

29

29.5

30 X

30.5

31

31.5

Steel Bar Lengths (cm)

Steel Bar Lengths (cm)

. 26 .02
28.5 29 29.5 30 X(10) 30.5 31 31.5 28.5 29 29.5 30 X(100) 30.5 31 31.5

Properties of Sample Mean as Estimator of Population Mean

Expected value of sample mean is population mean

X) ! Q
The mean has variance Variance =

n
n As n increase, _ W x decrease.

standard error:

_ W x = W

When the Population is Normal then the Sampling Distribution is Also Normal Population Distribution Central Tendency
= 10

Q _ = Q
x
Q = 50 X

Variation W _ = W x n

Sampling Distributions
n=4 DX = 5
QX = 50 X

n =16 DX = 2.5
X

Central Limit Theorem

As Sample Size Gets Large Enough

Sampling Distribution Becomes almost normal regardless of shape of population

X X

When The Population is Not Normal

Population Distribution Central Tendency

W = 10
Q = 50 X Sampling Distributions
n=4 WDX = n =30 WDX = 1.8

Q _ = Q
x Variation W _ = W x n

QX ! 50

Central Limit Theorem

Rule of thumb: normal approximation for X will be good if n > 30. If n < 30, the approximation is only good if the population from which you are sampling is not too different from normal. Otherwise t-distribution

t-Distribution

So far, we have been assuming that we knew the value of . This may be true if one has a large amount of experience with a certain process. However, it is often true that one is estimating from the same set of data. along with

(Xi  X ) W !s!
n 1

t-Distribution
To allow for such a situation, we will consider the t statistic:

X  Qx T! S n
which follows a t-distribution.

S n

standard error of the mean

t-Distribution
t-Distribution

t(n=6)

t(n=g) = Z

t(n=3)

-4

-3

-2

-1

0 t

t-Distribution
If X is the mean of a random sample of size n taken from a normal population having the mean and variance 2, and

(Xi  X ) S !
2

then

n 1

X Q t! S/ n
is a random variable following the t- distribution with parameter = n 1, where is degrees of freedom.

t-Distribution
The t-distribution has been tabularized. t represents the t-value that has an area of it. Note, due to symmetry, t1- = -t
t-Distribution

to the right of

-4

-3

-2

-1

0 t(n=3)

t.95

t.80

t.20

t.05

Example: t-Distribution

The resistivity of batches of electrolyte follow a normal distribution. We sample 5 batches and get the following readings: 1400, 1450, 1375, 1500, 1550.

X ! 1455

S ! 72

Does this data support or refute a population average of 1400?

Example: t-Distribution

X  Q 1455  1400 t! ! ! 1.71 S/ n 72 / 5

t-Distribution

Support Refute
-4 -3 -2 -1 0 t(n=5) 1 2

p=0.025
Refute
3 4

1.71

t=2.78

Introduction to Hypothesis Testing

Nonstatistical Hypothesis Testing A criminal trial is an example of hypothesis testing without the statistics. In a trial a jury must decide between two hypotheses. The null hypothesis is H0: The defendant is innocent The alternative hypothesis or research hypothesis is H1: The defendant is guilty The jury does not know which hypothesis is true. They must make a decision on the basis of evidence presented.

Nonstatistical Hypothesis Testing In the language of statistics convicting the defendant is called rejecting the null hypothesis in favor of the alternative hypothesis.
That is, the jury is saying that there is enough evidence to conclude that the defendant is guilty (i.e., there is enough evidence to support the alternative hypothesis).

If the jury acquits it is stating that there is not enough evidence to support the alternative hypothesis.
Notice that the jury is not saying that the defendant is innocent, only that there is not enough evidence to support the alternative hypothesis. That is why we never say that we accept the null hypothesis.

Nonstatistical Hypothesis Testing There are two possible errors. A Type I error occurs when we reject a true null hypothesis. That is, a Type I error occurs when the jury convicts an innocent person. A Type II error occurs when we dont reject a false null hypothesis. That occurs when a guilty defendant is acquitted.

Nonstatistical Hypothesis Testing The probability of a Type I error is denoted as . The probability of a type II error is . The two probabilities are inversely related. Decreasing one increases the other.

Nonstatistical Hypothesis Testing

The critical concepts are these 1. There are two hypotheses, the null and the alternative hypotheses. 2. The procedure begins with the assumption that the null hypothesis is true. The null hypothesis (H0) will always state that the parameter equals the value specified in the alternative hypothesis (H1) The goal is to determine whether there is enough evidence to infer that the alternative hypothesis is true. There are two possible decisions:
Conclude that there is enough evidence to support the alternative hypothesis. Conclude that there is not enough evidence to support the alternative hypothesis.

3.

3.

4.

 Hypothesis testing is a procedure for making inferences about a population.

Population

Sample
Inference

Statistic Parameter

Hypothesis testing allows us to determine whether enough statistical evidence exists to conclude that a belief (i.e. hypothesis) about a parameter is supported by the data.

Concepts of Hypothesis Testing

Example: mean demand for computers during assembly lead time. Rather than estimate the mean demand, our operations manager wants to know whether the mean is different from 350 units. We can rephrase this request into a test of the hypothesis: H0: = 350

Thus, our research hypothesis becomes: H1: 350

This is what we are interested in determining

Concepts of Hypothesis Testing

The testing procedure begins with the assumption that the null hypothesis is true. Thus, until we have further statistical evidence, we will assume: H0: = 350 (assumed to be TRUE)

Concepts of Hypothesis Testing

The goal of the process is to determine whether there is enough evidence to infer that the alternative hypothesis is true. That is, is there sufficient statistical information to determine if this statement: H1: 350, is true?

This is what we are interested in determining

Concepts of Hypothesis Testing

There are two possible decisions that can be made: Conclude that there is enough evidence to support the alternative hypothesis (also stated as: rejecting the null hypothesis in favor of the alternative) Conclude that there is not enough evidence to support the alternative hypothesis (also stated as: not rejecting the null hypothesis in favor of the alternative) NOTE: we do not say that we accept the null hypothesis.

Concepts of Hypothesis Testing

Once the null and alternative hypotheses are stated, the next step is to randomly sample the population and calculate a test statistic (in this example, the sample mean). If the test statistics value is inconsistent with the null hypothesis we reject the null hypothesis and infer that the alternative hypothesis is true. For example, if were trying to decide whether the mean is not equal to 350, a large value of (say, 600) would provide enough evidence. If is close to 350 (say, 355) we could not say that this provides a great deal of evidence to infer that the population mean is different than 350.

Concepts of Hypothesis Testing

Two possible errors can be made in any test:
A Type I error occurs when we reject a true null hypothesis and A Type II error occurs when we dont reject a false null hypothesis.

There are probabilities associated with each type of error: P(Type I error) = P(Type II error ) = is called the significance level.

Types of Errors
A Type I error occurs when we reject a true null hypothesis (i.e. Reject H0 when it is TRUE)

A Type II error occurs when we dont reject a false null hypothesis (i.e. Do NOT reject H0 when it is FALSE)

Example
A department store manager determines that a new billing system will be cost-effective only if the mean monthly account is more than 170. A random sample of 400 monthly accounts is drawn, for which the sample mean is 178. The accounts are approximately normally distributed with a standard deviation of 65. Can we conclude that the new system will be cost-effective?

Example
The system will be cost effective if the mean account balance for all customers is greater than 170. We express this belief as a our research hypothesis, that is: H1: > 170 (this is what we want to determine)

Thus, our null hypothesis becomes: H0: = 170 (this specifies a single value for the parameter of interest)

Example
What we want to show: H1: > 170 H0: = 170 (well assume this is true) We know: n = 400 = 178 = 65 Hmm. What to do next?!

Example
To test our hypotheses, we can use two different approaches: The rejection region approach (typically used when computing statistics manually), and The p-value approach (which is generally used with a computer and statistical software). We will explore both in turn

Example. Rejection Region

The rejection region is a range of values such that if the test statistic falls into that range, we decide to reject the null hypothesis in favor of the alternative hypothesis.

is the critical value of

to reject H0.

Example
It seems reasonable to reject the null hypothesis in favor of the alternative if the value of the sample mean is large relative to 170, that is if > .

= P( > ) is also = P(rejecting H0 given that H0 is true) = P(Type I error)

Example
All thats left to do is calculate and compare it to 178.

we can calculate this based on any level of significance ( ) we want

Example
At a 5% significance level (i.e. =0.05), we get

Solving we compute =175.34 Since our sample mean (178) is greater than the critical value we calculated (175.34), we reject the null hypothesis in favor of H1, i.e. that: > 170 and that it is cost effective to install the new billing system

Example The Big Picture

H1: > 170 H0: = 170

Reject H0 in favor of

=175.34 =178

Standardized Test Statistic

An easier method is to use the standardized test statistic:

and compare its result to

: (rejection region: z > )

Since z = 2.46 > 1.645 (z.05), we reject H0 in favor of H1

p-Value
The p-value of a test is the probability of observing a test statistic at least as extreme as the one computed given that the null hypothesis is true. In the case of our department store example, what is the probability of observing a sample mean at least as extreme as the one already observed (i.e. = 178), given that the null hypothesis (H0: = 170) is true?

p-value

Interpreting the p-value

The smaller the p-value, the more statistical evidence exists to support the alternative hypothesis. We observe a p-value of .0069, hence there is evidence to support H1: > 170.

Interpreting the p-value

Overwhelming Evidence (Highly Significant) Strong Evidence (Significant) Weak Evidence (Not Significant) No Evidence (Not Significant) 0 p=.0069 .01 .05 .10

Interpreting the p-value

Compare the p-value with the selected value of the significance level: If the p-value is less than , we judge the p-value to be small enough to reject the null hypothesis. If the p-value is greater than , we do not reject the null hypothesis. Since p-value = .0069 < H1 = .05, we reject H0 in favor of

Another example The objective of the study is to draw a conclusion about the mean payment period. Thus, the parameter to be tested is the population mean. We want to know whether there is enough statistical evidence to show that the population mean is less than 22 days. Thus, the alternative hypothesis is H1: < 22 The null hypothesis is H0: = 22

Another example
The test statistic is

z!

x Q W/ n

We wish to reject the null hypothesis in favor of the alternative only if the sample mean and hence the value of the test statistic is small enough. As a result we locate the rejection region in the left tail of the sampling distribution. We set the significance level at 10%.

Another example
Rejection region: Assume

z
i

 z E !  z.10 ! 1.28
4 , 759 ! ! 21 . 63 220

x x !
220

and

z!

x Q / n

21.63  22 6 / 220

! .91

p-value = P(Z < -.91) =0.1814

Conclusion: There is not enough evidence to infer that the mean is less than 22.

One and TwoTail Testing

The department store example was a one tail test, because the rejection region is located in only one tail of the sampling distribution:

More correctly, this was an example of a right tail test.

One and TwoTail Testing The payment period example is a left tail test because the rejection region was located in the left tail of the sampling distribution.

Right-Tail Testing
Calculate the critical value of the mean ( ) and compare against the observed value of the sample mean ( )

Left-Tail Testing
Calculate the critical value of the mean ( ) and compare against the observed value of the sample mean ( )

TwoTail Testing
Two tail testing is used when we want to test a research hypothesis that a parameter is not equal () to some value

Example
KPN argues that its rates are such that customers wont see a difference in their phone bills between them and their competitors. They calculate the mean and standard deviation for all their customers at 17.09 and 3.87 (respectively). They then sample 100 customers at random and recalculate a monthly phone bill based on competitors rates. What we want to show is whether or not: H1: 17.09. We do this by assuming that: H0: = 17.09

Example
The rejection region is set up so we can reject the null hypothesis when the test statistic is large or when it is small.

stat is small

stat is large

That is, we set up a two-tail rejection region. The total area in the rejection region must sum to , so we divide this probability by 2.

Example
At a 5% significance level (i.e. = .05), we have /2 = .025. Thus, z.025 = 1.96 and our rejection region is: z < 1.96 -orz > 1.96

-z.025

+z.025

Example
From the data, we calculate = 17.55

Using our standardized test statistic:

We find that: Since z = 1.19 is not greater than 1.96, nor less than 1.96 we cannot reject the null hypothesis in favor of H1. There is insufficient evidence to infer that there is a difference between the bills of KPN and the competitor.

Summary of One- and Two-Tail Tests

One-Tail Test (left tail)

Two-Tail Test

One-Tail Test (right tail)

Probability of a Type II Error

It is important that that we understand the relationship between Type I and Type II errors;
how the probability of a Type II error is calculated its interpretation.

Recall previous example H0: = 170 H1: > 170 At a significance level of 5% we rejected H0 in favor of H1 since our sample mean (178) was greater than the critical value of (175.34)

Probability of a Type II Error

A Type II error occurs when a false null hypothesis is not rejected. In our example this means that if is less than 175.34 (our critical value) we will not reject our null hypothesis, which means that we will not install the new billing system. Thus, we can see that: = P( < 175.34 given that the null hypothesis is false)

Example
= P( < 175.34 given that the null hypothesis is false)

We need to compute for some new value of . For example, suppose the true mean account balance is 180.

= P(

< 175.34, given that

= 180), thus

Example
Our original hypothesis

our new assumption

Effects on

of Changing
, increases the value of

Decreasing the significance level and vice versa.

Consider this diagram again. Shifting the critical value line to the right (to decrease ) will mean a larger area under the lower curve for (and vice versa)

Judging the Test

A statistical test of hypothesis is effectively defined by the significance level ( ) and the sample size (n), both of which are selected by the statistics practitioner. Therefore, if the probability of a Type II error ( to be too large, we can reduce it by increasing , and/or increasing the sample size, n. ) is judged

Judging the Test

For example, suppose we increased n from a sample size of 400 account balances to 1,000

The probability of a Type II error ( level while remains at 5%

) goes to a negligible

Judging the Test

The power of a test is defined as 1 . It represents the probability of rejecting the null hypothesis when it is false.

Error Rates and Power

(H0 and H1 = null and alternative hypothes)

Fate of H0 Accept H0 Actually True H1 100 - E Reject

E
100 - F (POWER)

Factors Affecting Power

Increasing overall sample size increases power Having unequal group sizes usually reduces power Larger size of effect being tested increases power Setting lower significance level decreases power Violations of assumptions underlying test often decrease power substantially

Exercises
Exercises z-test (see word document)

The t-test

Recall t distribution.
Take random sample of size n from a N(Q,W2) population.

X Q W n

has a standard normal distribution.

Consider

X Q . S n

This is approximately normal if n is large. If n is small, S is not expected to be close to W. S introduces additional variability. Thus this statistic will be more variable that a standard normal random variable. This statistic follows a t distribution with n-1degrees of freedom.

Confidence Intervals.
Suppose that the population is normally distributed with mean Q and variance W2. Then If W is known, a 100(1-E)% confidence interval for Q is.

xsz

/2

W
n

If W is not known, a 100(1-E)% confidence interval for Q is.

x s tE / 2 (n  1) s

Overview of the t-test

The t-test is used to help make decisions about population values. There are two main forms of the t-test, one for a single sample and one for two samples. The one sample t-test is used to test whether a population has a specific mean value The two sample t-test is used to test whether population means are equal, e.g., do training and control groups have the same mean.

One-sample t-test
We can use a confidence interval to test or decide whether a population mean has a given value. For example, suppose we want to test whether the mean height of women at University of South Florida (USF) is less than 68 inches. We randomly sample 50 women students at USF. We find that their mean height is 63.05 inches. The SD of height in the sample is 5.75 inches. Then we find the standard error of the mean by dividing SD by sqrt(N) = 5.75/sqrt(50) = .81. The critical value of t with (50-1) df is 2.01(find this in a t-table; alpha=0.025). Our confidence interval is, therefore, 63.05 plus/minus 1.63.

One-sample t-test example

ne sample t test
Confi ence inter al ei
10

N=50
8

Pop Mean = 68

M = 63.05 SD=5.75

! .8 1

Histogram of Sample Height

t=2.01
4
Frequenc

ci ! X s 1.63
2 0 40 50 60 70 80

Take a sample, set a confidence interval around the sample mean. Does the interval contain the hypothesized value?

Hei

t i I c es in Inc

One-sample t-test Example

ne sample t test
t istri ution iew
15

X ! 63.05
12

Q ! 68
t istri ution

X  Q ! 4.95

S X ! .8 1
 4 .9 5 X  Q ! !  6 .1 1 t ! .8 1 SX

Frequenc

0 62

Height in Inches

70

The sample mean is roughly six standard deviations (St. Errors) from the hypothesized population mean. If the population mean is really 68 inches, it is very, very unlikely that we would find a sample with a mean as small as 63.05 inches.

Two-sample t-test
Used when we have two groups, e.g.,
Experimental vs. control group Males vs. females New training vs. old training method

Tests whether group population means are the same.

means are just the same or different (nondirectional) or can predict one group higher (directional).

Sampling Distribution of Mean Differences

Suppose we sample 2 groups of size 50 at random from USF. We measure the height of each person and find the mean for each group. Then we subtract the mean for group 1 from the mean for group 2. Suppose we do this over and over. We will then have a sampling distribution of mean differences. If the two groups are sampled at random from 1 population, the mean of the differences in the long run will be zero because the mean for both groups will be the same. The standard deviation of the sampling distribution will be:
2 2 W X1  X 2 ! W X1  W X 2

The standard error of the difference is the root of the sum of squared standard errors of the mean.

Example of the Standard Error of the Difference in Means

Suppose that at USF the mean height is 68 inches and the standard deviation of height is 6 inches. Suppose we sampled people 100 at a time into two groups. We would expect that the average mean difference would be zero. What would the standard deviation of the distribution of differences be?

SD 2 36 2 ! 100 WX ! N

SD ! 6 / 10 ! .6 WX ! N

W X1  X 2 ! W

2 X1

W

2 X2

36 36 72 !  ! ! .85 100 100 100

The standard error for each group mean is .6, for the difference in means, it is .85.

Estimating the Standard Error of Mean Differences

The USF scenario we just worked was based on population information. That is:
2 2 W X1  X 2 ! W X1  W X 2

We generally dont have population values. We usually estimate population values with sample data, thus:

S X1  X 2 ! S  S
S 2 2 here S X ! N

2 X1

2 X2

All this says is that we replace the population variance of error with the appropriate sample estimators.

Pooled Standard Error

S X1  X 2 ! S  S
2 X1

2 X2

We can use this formula when the sample sizes for the two groups are equal.

When the sample sizes are not equal across groups, we find the pooled standard error. The pooled standard error is a weighted average, where the weights are the groups degrees of freedom.

S X1  X 2

2 (n1  1) s12  (n2  1) s2 1 1  ! (n1  1)  (n2  1) n1 n2

Back to the Two-Sample t

The formula for the two-sample t-test for independent samples looks like this: t X1  X 2 X1  X 2 ! S X1  X 2

This says we find the value of t by taking the difference in the two sample means and dividing by the standard error of the difference in means.

Example of the two-sample t, Empathy by College Major

Suppose we have a professionally developed test of empathy. The test has people view film clips and guess what people in the clips are feeling. Scores come from comparing what people guess to what the people in the films said they felt at the time. We want to know whether Psychology majors have higher scores on average to this test than do Physics majors. No direction, we just want to know if there is a difference. So we find some (N=15) of each major and give each the test.

Empathy Scores
Person
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Psychology
10 12 13 10 8 15 13 14 10 12 10 12 13 10 8

Physics
8 14 12 8 12 9 10 11 12 13 8 14 12 8 12

Empathy
From data N Mean SD SD2
2 SX

t X1  X 2
Physics 15 10.87 2.20 4.84 .323 Result .46 .78 .59 28

X1  X 2 ! S X1  X 2

Psychology 15 11.33 2.09 4.38 4.38/15=.292 Calculation 11.33-10.87 Sqrt(.292+.323) .46/.78 15+15-2 2.05

Term

X1  X 2

S X1  X 2
t df t(.05, 28 df) 2 tail

2.05>.59, n.s.

Exercise
Exercises t-test, see word document

Chi-square

Background: 1. Suppose there are n observations.

2. Each observation falls into a cell (or class). 3. Observed frequencies in each cell: O1, O2, O3, , Ok. Sum of the observed frequencies is n.

O1  O2  O3  .  Ok ! n
4. Expected, or theoretical, frequencies: E1, E2, E3, . . . , Ek.
1

. 

!n

1st bserved Frequency xpected Frequency

1 1

k ategories 2nd 3rd

2 2 3 3

.
. .

kth
k k

Total n n

Goal: 1. Compare the observed frequencies with the expected frequencies. 2. Decide whether the observed frequencies seem to agree or seem to disagree with the expected frequencies. Methodology: Use a chi-square statistic:

(O  E ) 2 G2 ! E all cells
Small values of G2: Observed frequencies close to expected frequencies. Large values of G2: Observed frequencies do not agree with expected frequencies.

Sampling Distribution of G2*: When n is large and all expected frequencies are greater than or equal to 5, then G2* has approximately a chi-square distribution. Recall: Properties of the Chi-Square Distribution: 1. G2 is nonnegative in value; it is zero or positively valued. 2. G2 is not symmetrical; it is skewed to the right. 3. G2 is distributed so as to form a family of distributions, a separate distribution for each different number of degrees of freedom.

Critical values for chi-square: 1. See Table. 2. Identified by degrees of freedom (df) and the area under the curve to the right of the critical value. 3. G2(df, E): critical value of a chi-square distribution with df degrees of freedom and E area to the right. 4. Chi-square distribution is not symmetrical: critical values associated with right and left tails are given separately.

G 2 (df , E )

G2

Example: Find G2(16, 0.05).

0.05

G 2 (16,0.05)

G2

Portion of Table
Area to the right df

0.05 26.3

/
16

G2(16, 0.05) = 26.3

Testing Procedure: 1. H0: The probabilities p1, p2, . . . , pk are correct. Ha: At least two probabilities are incorrect.

(O  E)2 G2 ! 2. Test statistic: E all cells

3. Use a one-tailed critical region; the right-hand tail. 4. Degrees of freedom: df = k  1. 5. Expected frequencies: Ei ! n pi 6. To ensure a good approximation to the chi-square distribution: Each expected frequency should be at least 5 ( Ei u 5).

Example: A market research firm conducted a consumer-preference experiment to determine which of 5 new breakfast cereals was the most appealing to adults. A sample of 100 consumers tried each cereal and indicated the cereal he or she preferred. The results are given in the following table:

Cereal Frequency

A 25

B 17

C 15

D 22

E 21

Total 100

Is there any evidence to suggest the consumers had a preference for one cereal, or did they indicate each cereal was equally likely to be selected? Use E = 0.05.

Solution: If no preference was shown, we expect the 100 consumers to be equally distributed among the 5 cereals. Thus, if no preference is given, we expect (100)(0.2) = 20 consumers in each class. 1. The Set-up: a. Population parameter of concern: Preference for each cereal, the probability that a particular cereal is selected. b. The null and alternative hypotheses: H0: There was no preference shown (equally distributed). Ha: There was a preference shown (not equally distributed). 2. The Hypothesis Test Criteria: a. Assumptions: The 100 consumers represent a random sample. b. Test statistic: G2* with df = k  1 = 5  1 = 4 c. Level of significance: E = 0.05.

3. The Sample Evidence: a. Sample information: Table given in the statement of the problem. b. Calculate the value of the test statistic:

O 25 17 15 22 21 100
G2 = 3.2

E 20 20 20 20 20 100

O E 5 -3 -5 2 1 0

(O E )2/E 1.25 0.45 1.25 0.20 0.05 3.20

4. The Probability Distribution (Classical Approach):

a. Critical value: G2(k  1, 0.05) = G2(4, 0.05) = 9.49 b. G2* is not in the critical region. 5. The Probability Distribution (p-Value Approach): a. The p-value: ! P ( G 2 * " 3.2 | df ! 4). Using computer: P = 0.5429. b. The p-value is larger than the level of significance, E. 6. The Results: a. Decision: Fail to reject H0. b. Conclusion: At the 0.05 level of significance, there is no evidence to suggest the consumers showed a preference for any one cereal.

r v c Contingency Table: 1. r: number of rows; c: number of columns. 2. Used to test the independence of the row factor and the column factor. Degrees of freedom: d ! ( r  1) (c  1) n = grand total. Expected frequency in the ith row and the jth column:

3. 4. 5.

Ei , j

Row total v Column tot al Ri v C j ! ! n Grand total

Each Ei,j should be at least 5. 6. R1, R2, . . . , Rr and C1, C2, . . . Cc: marginal totals.

Contingency table showing sample results and expected values:

Tax Reform Yes No Unsure Total

Political Party Democrat Republican Independent Total 34 11 12 57 (23.98) (15.33) (17.69) 17 12 18 47 (19.77) (12.64) (14.59) 10 16 15 41 (17.25) (11.03) (12.72) 61 39 45 145

(O  E ) 2 G *! ! 14.16 E all cells

2

4. The Probability Distribution (Classical Approach): a. Critical value: G2(4, 0.01) = 13.3 b. G2* is in the critical region. 4. The Probability Distribution (p-Value Approach): a. The p-value: ! P ( G 2 * " 14.16 | df ! 4) By computer: P = 0.0068. b. The p-value is smaller than the level of significance, E. 5. The Results: a. Decision: Reject H0. b. Conclusion: There is evidence to suggest that opinion on tax reform and political party are not independent.

ANOVA
Analysis of Variance

From t to F
In the independent samples t test, you learned how to use the t distribution to test the hypothesis of no difference between two population means. Suppose, however, that we wish to know about the relative effect of three or more different treatments?

From t to F
We could use the t test to make comparisons among each possible combination of two means. However, this method is inadequate in several ways. It is tedious to compare all possible combinations of groups. Any statistic that is based on only part of the evidence (as is the case when any two groups are compared) is less stable than one based on all of the evidence. There are so many comparisons that some will be significant by chance.

From t to F
What we need is some kind of survey test that will tell us whether there is any significant difference anywhere in an array of categories. If it tells us no, there will be no point in searching further. Such an overall test of significance is the F test, or the analysis of variance, or ANOVA.

The logic of ANOVA

Hypothesis testing in ANOVA is about whether the means of the samples differ more than you would expect if the null hypothesis were true. This question about means is answered by analyzing variances. Among other reasons, you focus on variances because when you want to know how several means differ, you are asking about the variances among those means.

Two Sources of Variability

In ANOVA, an estimate of variability between groups is compared with variability within groups. Between-group variation is the variation among the means of the different treatment conditions due to chance (random sampling error) and treatment effects, if any exist. Within-group variation is the variation due to chance (random sampling error) among individuals given the same treatment.

ANOVA
Total Variation Among Scores

Within Groups Variation Variation due to chance.

Between Groups Variation Variation due to chance and treat ent effect (if any exi ti .

Variability Between Groups

There is a lot of variability from one mean to the next. Large differences between means probably are not due to chance. It is difficult to imagine that all six groups are random samples taken from the same population. The null hypothesis is rejected, indicating a treatment effect in at least one of the groups.

Variability Within Groups

Same amount of variability between group means. However, there is more variability within each group. The larger the variability within each group, the less confident we can be that we are dealing with samples drawn from different populations.

The F Ratio

Between GroupVariability F! Within GroupVariability

ANOVA (F)
Total Variation Among Scores Within- roups Variation Variation due to chance. Between- roups Variation Variation due to chance and treatment effect (if any existis).

Two Sources of Variability

Variabilit y Bet een Groups ! Variabilit y Within Groups

Two Sources of Variability

Variabilit y Bet een Groups ! Variabilit y Within Groups

F !1

The F Ratio

ANOVA (F)
Total Variation Among Scores Within- roups Variation Variation due to chance. Between- roups Variation Variation due to chance and treatment effect (if any existis).

Mean Squares Within

Mean Squares Between

MSbetween F! MSwithin

mean squares between mean squares within

The F Ratio

MSbetween F! MSwithin
sum of squares within sum of squares between

MSwithin

SSwithin ! dfwithin

MSbetween

SSbetween ! df between

degrees of freedom within

degrees of freedom between

s !

(X  X)
n 1

Sum of Squares Degrees of Freedom

The F Ratio

MSbetween F! MSwithin
MSwithin SSwithin ! dfwithin
sum of squares total

MSbetween

SSbetween ! df between

SStotal ! SSbetween  SSwithin

degrees of freedom total

dftotal ! dfbetween  dfwithin

The F Ratio: SS Between

SS between ! n7( X group  X grand )

SS bet

Find each group total, square it, and divide by the number of Grand Total (add all of the subjects in the group. scores together, then 2 2 T G square the total)
een

!7

N
Total number of subjects.

The F Ratio: SS Within

2

SS within ! 7( X  X group )

Square each individual score and then add up all of the squared scores.
2

SS within ! 7X  7

Squared group total.

n
Number of subjects in each group.

The F Ratio: SS Total

SS total ! 7( X  X grand ) 2 ! ( X group  X grand )  ( X  X group )

SStotal

G ! X  N
2

Grand Total (add all of the scores together, then square the total)

Square each score, then add all of the squared scores together.

Total number of subjects.

An Example: ANOVA
A study compared the intensity of pain among three groups of treatment. Determine the significance of the difference among groups, using the .05 level of significance. Treatment 1 7 6 5 6 Treatment 2 12 8 9 11 Treatment 3 8 10 12 10

An Example: ANOVA
State the research hypothesis.
Do ratings of the intensity of pain differ for the three treatments?

State the statistical hypothesis.

H 0 : Q1 ! Q 2 ! Q3 H A : H 0 is false.

Nondirectional Test
In testing the hypothesis of no difference between two means, a distinction was made between directional and nondirectional alternative hypotheses. Such a distinction no longer makes sense when the number of means exceeds two. A directional test is possible only in situations where there are only two ways (directions) that the null hypothesis could be false. H0 may be false in any number of ways. Two or more group means may be alike and the remainder differ, all may be different, and so on.

Degrees of Freedom
Between: df between ! number o groups - 1 Within:
df within ! n1  1  n 2  1  n3  1... df within ! total number o sub ects - total number o groups

An Example: ANOVA
Set decision rule.

E ! .05 df between ! number o groups  1 ! 3  1 ! 2 df within ! ( n1  1)  ( n 2  1)  ( n3  1) ! ( 4  1)  ( 4  1)  ( 4  1) ! 9

An Example: ANOVA
Set the decision rule.

E ! .05 df between ! 2
df within ! 9 Fcrit ! 4.26

An Example: ANOVA
Calculate the test statistic.

Treatment A 7 6 5 6 T:24 49 36 25 36 146

X2

Treatment B 12 8 9 11 T:40 144 64 81 121 410

X2

Treatment C 8 10 12 10 T:40 64 100 144 100 408

X2

SS within

T2 ! 7X  7 n
2

Grand Total: 104

SS within

24 2 40 2 40 2 ! 146  410  408    144 ! 964  ?  400  400A ! 20 4 4 4

An Example: ANOVA
Calculate the test statistic.

Treatment A 7 6 5 6 T:24 49 36 25 36 146

X2

Treatment B 12 8 9 11 T:40 144 64 81 121 410

X2

Treatment C 8 10 12 10 T:40 64 100 144 100 408

X2

SS between

T 2 G2 !7  n N

Grand Total: 104

SS between

24 2 40 2 40 2 (104) 2 !    ! 144  400  400  901.33 ! 42.67 4 4 4 12

An Example: ANOVA
MS between ! MS within MS between MS within SS between 42.67 ! ! ! 21.34 df between 2 SS within 20 ! ! ! 2.22 df within 9

MS between 21.34 ! ! ! 9.61 MS within 2.22

An Example: ANOVA
Determine if your result is significant. Reject H0, 9.61>4.26 Interpret your results. There is a significant difference between the treatments. ANOVA Summary Table In the literature, the ANOVA results are often summarized in a table.

Source Between Groups Within Groups Total

df 2 9 11

SS 42.67 20 62.67

MS 21.34 2.22

F 9.61

After the F Test

When an F turns out to be significant, we know, with some degree of confidence, that there is a real difference somewhere among our means. But if there are more than two groups, we dont know where that difference is. Post hoc tests have been designed for doing pair-wise comparisons after a significant F is obtained.

Exercise 6: ANOVA
A psychologist interested in artistic preference randomly assigns a group of 15 subjects to one of three conditions in which they view a series of unfamiliar abstract paintings.
The 5 participants in the famous condition are led to believe that these are each famous paintings. The 5 participants in the critically acclaimed condition are led to believe that these are paintings that are not famous but are highly thought of by a group of professional art critics. The 5 in the control condition are given no special information about the paintings.

Does what people are told about paintings make a difference in how well they are liked? Use the .01 level of significance.
Famous 10 7 5 10 8 Critically Acclaimed 5 1 3 7 4 No Information 4 6 9 3 3

Linear models

Review linear regression

Simplest form Fit a straight line through data points {xi ,yi}, i=1....n, n>2 y = a*x + b x = predictor y = predicted value (outcome) a = slope b= y-axes intercept Goal: determine parameters a,b

Review linear regression

Find values for a and b such that sum of squared error is minimized

Review linear regression

Predicted values y*=ax+b Measurments y
n

minimize R ( a, b) !

(y
i !1 n i !1

* i

 yi )

! ((axi  b)  yi )

A minimum of a function (R) is characterized by a zero first derivative with respect to the parameters

Intermezzo: minimum of function

dy ! 2x y!x dx dy min y ! 2x ! 0 dx x!0

2

dy x ! 1.1 ! 2 (1.1) ! 2.2 dx

dy x !0 ! 2 (0) ! 0 dx

Review linear regression

A minimum of a function (R) is characterized by a zero first derivative with respect to the parameters this provides the parameter values for the model function

Review linear regression

minimize

(a, b) ! ((axi  b )  yi )
i !1

x ( a, b) n ! ( axi  b  yi )xi ! 0 xa i !1 x ( a, b) n ! ( axi  b  yi ) ! 0 xb i !1

Explicit expressions for parameters a and b!!

Linear and nonlinear models 1

(non) linear in the parameters ( , , ) Examples of linear models
y= + x (linear) y= + x+ x2 (polynomial) y= + log(x) (log)

Example:

y ! 2 x  ax

y varies linear with a for fixed x

Example:

y ! a log( x)

y varies linear with a for fixed x

Linear and nonlinear models 2

y= + 1x1 + 2x2 + -linear model (in parameters) -y is linear combination of xs
0

F1 2 y ! F 0   F 2 x2 x1
-y is not a linear combination of xs -linear in the parameters -We can use MLR if variables are transformed x1=1/x1 x2=x2 y = 0 + 1x1 + 2x2 +

Linear and nonlinear models 3

Models like

y!e

F0  F1 x

cannot be linearized and must be solved with nonlinear regression techniques

Linear and nonlinear models 4

Nonlinear model: At least one of the derivatives of the function wrt the parameters depends on at least one of the parameters (thus, slope of line at fixed x is not constant)

y ! e F0  F1x dy ! xe F0  F1x d F1
Nonlinear model

y = log(x) dy/d = log(x) Linear model y = 0 + 1x1 + dy/d 1 = x1 Linear model

2x 2

Significance testing and multiple testing correction

Multiple testing
Say that you perform a statistical test with a 0.05 threshold, but you repeat the test on twenty different observations. Assume that all of the observations are explainable by the null hypothesis. What is the chance that at least one of the observations will receive a p-value less than 0.05?

Multiple testing
Say that you perform a statistical test with a 0.05 threshold, but you repeat the test on twenty different observations. Assuming that all of the observations are explainable by the null hypothesis, what is the chance that at least one of the observations will receive a p-value less than 0.05? Pr(making a mistake) = 0.05 Pr(not making a mistake) = 0.95 Pr(not making any mistake) = 0.9520 = 0.358 Pr(making at least one mistake) = 1 - 0.358 = 0.642 There is a 64.2% chance of making at least one mistake.

Percentage sugar in candy (process 1)

Percentage sugar in candy (process 2)

no difference

statistical test (alpha=0.05)

100 candy bars

100 candy bars

5% change of finding a difference

Suppose the company is required to do an expensive tuning of process 2 if a difference is found. They are willing to accept an Type 1 error of 5%. Thus only 5% of making wrong decision.

Percentage sugar in candy (process 1)

Percentage sugar in candy (process 2)

no difference

Day 1 Day 2

statistical test (alpha=0.05) statistical test (alpha=0.05) Change of 64.2% of finding at least one significant difference Overall Type 1 error = 64.2%

Day 20

statistical test (alpha=0.05)

Bonferroni correction
Assume that individual tests are independent. Divide the desired p-value threshold by the number of tests performed. For the previous example, 0.05 / 20 = 0.0025. Pr(making a mistake) = 0.0025 Pr(not making a mistake) = 0.9975 Pr(not making any mistake) = 0.997520 = 0.9512 Pr(making at least one mistake) = 1 - 0.9512 = 0.0488

meaning that the probability of one of the total number of tests being wrongfully said to be significantly different is of magnitude alpha (0.0488) This is also known as correcting for the Family Wise Error (FWE). It is clear though that this highly increases the beta error (false negative), which is that many tests that should show an effect get below the corrected threshold.

Percentage sugar in candy (process 1)

Percentage sugar in candy (process 2)

no difference

Day 1 Day 2

statistical test (alpha=0.0025) statistical test (alpha=0.0025) Change of 4.88% of finding at least one significant difference Overall Type 1 error = 4.88%

Day 20

statistical test (alpha=0.0025)

2. Multiple comparison
# of nonrejected hypotheses #Ho = true U # of rejected hypotheses

V
(false positives)

m0

# Ho = false

T
(false negatives)

m1

m-R

R
discoveries

The False Discovery Rate (FDR) criterion

Benjamini and Hochberg

R = # rejected hypotheses = # discoveries of these may be in error = # false discoveries The error (type I) in the entire study is measured by

V Q! R !0

R"0 R!0

i.e. the proportion of false discoveries among the discoveries (0 if none found) FDR = E(Q) Does it make sense?

Does it make sense?

Inspecting 100 features: 3 false ones among 60 discovered - bearable 3 false ones among 4 discovered - unbearable So this error rate is adaptive The same argument holds when inspecting 10,000 So this error rate is scalable

FDR controlling proceures.

Linear step up procedure (BH procedure, FDR procedure)

Order the p-values P(1) P(2) P(m) Let

k ! ax{i:p(i) e(i / m)q}

0 1)

Reject

0 2)

,...,

0 k)

If no such k exists reject none

FDR example
q=0.05 m=1000
Rank 1 2 3 4 5 6 7 8 9 10 1000 (j )/m 0.00005 0.00010 0.00015 0.00020 0.00025 0.00030 0.00035 0.00040 0.00045 0.00050 0.05000 p-value 0.0000008 0.0000012 0.0000013 0.0000056 0.0000078 0.0000235 0.0000945 0.0002450 0.0004700 0.0008900 1.0000000

Choose the threshold so that, for all the genes above it, (jq)/m is larger than the corresponding pvalue. Approximately 5% of the examples above the line are expected to be false positives.

Thus, effective p-value threshold is 0.0002450

FDR and p-value

The False Discovery Rate (FDR) of a set of predictions is the expected percent of false predictions in the set of predictions. For example if the algorithm returns 100 genes with a false discovery rate of .3 then we should expect 70 of them to be correct. The FDR is very different from a p-value, and as such a much higher FDR can be tolerated than with a p-value. In the example above a set of 100 predictions of which 70 are correct might be very useful, especially if there are thousands of genes on the array most of which are not differentially expressed. In contrast p-value of .3 is generally unacceptabe in any circumstance. Meanwhile an FDR of as high as .5 or even higher might be quite meaningful.

False discovery rate When to use FWER and when to use FDR? FWER=Pr(V>0)=Pr(at least one false positives) FDR=E(Q)=E(V/R)
1. Choose FWER if high confidence in ALL selected genes is desired (for example, selecting candidate genes for RTPCR validation). Loss of power due to strong control of type-I error.

2. Use more flexible FDR procedures if certain proportions of false positives are tolerable (e.g. gene discovery).