A tail strength measure for assessing the overall significance in a dataset

We propose an overall measure of significance for a set of hypothesis tests. The tail strength is a simple function of the p-values computed for each of the tests. This measure is useful, for example, in assessing the overall univariate strength of a large set of features in microarray and other genomic and biomedical studies. It also has a simple relationship to the false discovery rate of the collection of tests. We derive the asymptotic distribution of the tail strength measure, and illustrate its use on a number of real datasets.

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