Parameters | Copy Number | Shrink variances using Empirical Bayes

Shrink variances using Empirical Bayes
Check this box to shrink the variance components estimates using a prior distribution estimated from the data.
The prior distribution is determined empirically across all rows by fitting an inverted gamma distribution to row-by-row estimates. When such a prior is appropriate, the variance component estimates are more stable, and there is a fractional increase in degrees of freedom for t- and F-tests.
Tip: This option can result in improved power and sensitivity of the analysis, especially for small data sets.