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I came across this issue as I was analysing some genomic data sets looking for differential DNA methylation. I have generated p-values from the comparisons I am making, and am now looking into the various methods of multiple testing correction to see which method is most appropriate for my analysis (i.e. conservative vs. non-conservative, applicability of method).

My first attempt was to use the q-value approach of Storey, et al. in their 2003 PNAS paper.

However, upon reading the paper, and the associated R package vignette, it appears that data with a "U-shaped" p-value distribution do not satisfy the underlying assumptions of the q-value method.

According to the q-value R package vignette:

The “U-shaped” p-value histogram is a red flag. An important assumption behind the estimation performed in this package is that null p-values follow a Uniform(0,1) distribution, which would result in a p-value histogram where the right tail is fairly flat as in the Hedenfalk et al. p-values. U-shaped p-value histograms 5can indicate that a one-sided test was performed on data where there is signal in both directions, or it can indicate that there is dependence among the variables in the data.

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My data happen to have a somewhat "U-shaped" distribution of p-values, so I guess this means q-value is not applicable?
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I am curious to know which methods of multiple testing correction are applicable when the p-value distribution is not "uniformly distributed", and what would happen if I tried to use the q-value method on a U-shaped p-value distribution?

I have read that the Benjamini-Hochberg and BH-Yekutieli methods are applicable when there is "dependence" in the data, but I am wondering how a U-shaped p-val distribution would effect these tests also.

Any help is much appreciated!

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  • $\begingroup$ Were your p-values calculated using 1-tailed tests? $\endgroup$ – gung Nov 23 '15 at 19:53
  • $\begingroup$ I would think they were calculated using 2-tailed tests, but I'm having trouble finding that info in the paper. The method I used says it uses a modified likelihood ratio test. $\endgroup$ – Reilstein Nov 23 '15 at 20:00
  • $\begingroup$ The paper describing the statistical method states that the test is: "Motivated by the two-sample t-test, which can be considered a likelihood ratio test conditional on the estimated variance, we propose the approximation , where tp is the Student t distribution with p degrees of freedom." $\endgroup$ – Reilstein Nov 23 '15 at 20:12

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