A tail strength measure for assessing the overall univariate 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.