Microarray is an important technology which enables people to investigate the expression levels of thousands of genes at the same time. A series of methods are proposed in this book to to detect differentially expressed genes while controlling the false discovery rate. In Chapter 1 and 2, a brief introduction of the Affymetrix GeneChip microarray technology and a literature review of the related works on this matter is provided.In Chapter 3, a t-mixture model based method is proposed to detect differentially expressed genes. In Chapter 4, a t-mixture model based false discovery rate estimator is proposed to overcome several problems of the current empirical false discovery rate estimators. In Chapter 5, a two-step false discovery rate estimation procedure is proposed to correct the overestimation of the false discovery rate caused by differentially expressed genes. In Chapter 6, a novel estimator is developed to estimate the proportion of equivalently expressed genes, which is an important component of the false discovery rate estimators.