Sample Size Calculation for Controlling False Discovery Proportion

Table 3

Sample size calculation for controlling FDP and FDR to achieve overall power, autoregressive correlation structure.

𝜋0	𝜌𝑢	𝜌𝑣	𝑝𝑢	𝑝𝑣	𝑚=2000		𝑚=10000
					FDP	FDR	FDP	FDR
0.9	0.2	0.2	0.1	0.1	75	66	67	64
	0.5	0.5	0.1	0.1	75	66	67	64
	0.8	0.8	0.1	0.1	77	66	68	64
	0.2	0.2	0.4	0.4	75	66	67	64
	0.5	0.5	0.4	0.4	76	66	68	64
	0.8	0.8	0.4	0.4	81	66	69	64
0.7	0.2	0.2	0.1	0.1	53	48	49	48
	0.5	0.5	0.1	0.1	53	48	49	48
	0.8	0.8	0.1	0.1	54	48	50	48
	0.2	0.2	0.4	0.4	53	49	49	48
	0.5	0.5	0.4	0.4	54	49	50	48
	0.8	0.8	0.4	0.4	56	49	51	48

𝜌_𝑢: correlation parameter for test statistics for which the alternative hypotheses are true; 𝜌_𝑣: correlation parameter for test statistics for which the null hypotheses are true; 𝑝_𝑢: proportion of correlated test statistics for which the alternative hypotheses are true; 𝑝_𝑣: proportion of correlated test statistics for which the null hypotheses are true.