Sample Size Calculation for Controlling False Discovery Proportion

The false discovery proportion (FDP), the proportion of incorrect rejections among all rejections, is a direct measure of abundance of false positive findings in multiple testing. Many methods have been proposed to control FDP, but they are too conservative to be useful for power analysis. Study designs for controlling the mean of FDP, which is false discovery rate, have been commonly used. However, there has been little attempt to design study with direct FDP control to achieve certain level of efficiency. We provide a sample size calculation method using the variance formula of the FDP under weak-dependence assumptions to achieve the desired overall power. The relationship between design parameters and sample size is explored. The adequacy of the procedure is assessed by simulation. We illustrate the method using estimated correlations from a prostate cancer dataset.