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Efa Licgen 2011.64 💯

Perhaps the most controversial and impactful contribution of this paper is the concept of the Empirical Null.

Efron argues that in real-world large-scale testing, the theoretical null distribution (often $N(0,1)$) is often wrong.

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  • This is a crucial distinction from the standard FDR.

    Efron defines the local FDR as: $$fdr(z) = \fracp_0 f_0(z)f(z)$$ Efa Licgen 2011.64

    In plain English: It is the ratio of the null curve height to the observed data curve height at point $z$. If the null curve is much higher than the observed mixture curve, the $fdr$ is high, meaning that z-score is likely just noise. If the observed curve is much higher, the $fdr$ is low, indicating a likely discovery.

    Traditional statistics (like the t-test or p-value) were designed for single hypothesis testing. However, in the era of genomics (microarrays, RNA-seq) and large-scale data mining, researchers often test thousands of hypotheses simultaneously. Perhaps the most controversial and impactful contribution of

    The paper essentially created the field of Large-Scale Inference.