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‘SGoFicance Trace’: Assessing Significance in High Dimensional Testing Problems

Figure 2

SGoFicance Trace at FWER 5% for the Monte Carlo trial #101 in the simulation study.

(A): SGoF's log-significance plot; (B): SGoF's number of effects; (C): SGoF's FDR; (D): SGoF's threshold for p-values. The number of hypotheses is 1,000 and there is an effect of 10%. The proportion of true nulls was taken as its true value (0.9) for the computation of FDR's.

Figure 2