False Positive Rate or False Discovery Rate?
For the researcher interpreting the results of a biomarker discovery experiment
(or any similar experiment involving a large number of measurements),
the false discovery rate is usually more useful than the false positive rate.
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The false positive rate (often called the p-value) gives the error rate
of a single measurement. But if you have done 1000 measurements, it's not so
straightforward to figure out how to effectively interpret the false positive rate.
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The false discovery rate gives the error rate in the subset of putative biomarkers
identified on the basis of meeting or exceeding a threshold. For example, if you have done
1000 measurements and have found 50 of the measurements to be "interesting" (meets or
exceeds threshold), the false discovery rate gives the error rate in the subset of
50 "interesting" measurements.
The following applet lets you explore the false positive rate and the false discovery rate
under various conditions. For simplicity, the distributions of incorrect answers and
correct answers are modeled as normal distributions.
Some things to notice:
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A false positive rate of 1% can correspond to a false discovery rate much
higher than 1%.
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The false positive rate is dependent on the distribution of incorrect answers only,
while the false discovery rate is dependent on the distribution of both
incorrect answers and correct answers.
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