Simple estimators of false discovery rates given as few as one or two p-values without strong parametric assumptions

Multiple comparison procedures that control a family-wise error rate or false discovery rate provide an achieved error rate as the adjusted p-value or q-value for each hypothesis tested. However, since achieved error rates are not understood as probabilities that the null hypotheses are true, empirical Bayes methods have been employed to estimate such posterior probabilities, called local false discovery rates (LFDRs) to emphasize that their priors are unknown and of the frequency type. The main approaches to LFDR estimation, relying either on fully parametric models to maximize likelihood or on the presence of enough hypotheses for nonparametric density estimation, lack the simplicity and generality of adjusted p-values. To begin filling the gap, this paper introduces simple methods of LFDR estimation with proven asymptotic conservatism without assuming the parameter distribution is in a parametric family. Simulations indicate that they remain conservative even for very small numbers of hypotheses. One of the proposed procedures enables interpreting the original FDR control rule in terms of LFDR estimation, thereby facilitating practical use of the former. The most conservative of the new procedures is applied to measured abundance levels of 20 proteins.