Research Article

Sample Size Calculation for Controlling False Discovery Proportion

Table 2

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

𝜋 0 𝜌 𝑢 𝜌 𝑣 𝑝 𝑢 𝑝 𝑣 𝑚 = 2000 𝑚 = 10000
FDP FDR FDP FDR

0.9 0 . 2 0 . 2 0 . 1 0 . 1 7 5 6 6 6 8 6 5
0 . 5 0 . 5 0 . 1 0 . 1 7 7 6 6 7 0 6 5
0 . 8 0 . 8 0 . 1 0 . 1 8 1 6 7 7 4 6 6
0 0 . 2 0 0 . 3 7 6 6 6 6 8 6 4
0 0 . 5 0 0 . 3 7 8 6 6 7 1 6 4
0 0 . 6 0 0 . 3 8 1 6 6 7 3 6 4
0 . 2 0 1 0 77 (74) 6 7 7 0 6 7
0 . 5 0 1 0 79 (75) 6 9 7 2 6 9
0 . 8 0 1 0 82 (77) 7 2 7 5 7 2

0.7 0 . 2 0 . 2 0 . 1 0 . 1 5 3 4 9 5 0 4 8
0 . 5 0 . 5 0 . 1 0 . 1 5 4 4 9 5 1 4 8
0 . 8 0 . 8 0 . 1 0 . 1 5 5 4 9 5 3 4 9
0 0 . 2 0 0 . 3 5 3 4 8 5 0 4 8
0 0 . 5 0 0 . 3 5 5 4 8 5 2 4 8
0 0 . 8 0 0 . 3 5 8 4 8 5 6 4 8
0 . 2 0 1 0 54 (53) 4 9 5 0 4 9
0 . 5 0 1 0 55 (54) 5 0 5 0 5 0
0 . 8 0 1 0 56 (55) 5 2 5 0 5 2

𝜌 𝑢 : correlation between test statistics for which the alternative hypotheses are true; 𝜌 𝑣 : correlation between 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.