For an exemplary analysis of gene data, we adopted a data set originally presented by Ryan, Lockstone, Huffaker, Wayland, Webster, and Bahn (2006): The data were collected in a case-control study on bipolar disorder including 61 samples (from 30 cases and 31 controls) from the dorsolateral prefrontal cortex cohort. In the original study of Ryan et al. (2006), no genes were clearly found to be differentially expressed, i.e., to have an effect on the disease, in this sample. Therefore, two genes were artificially modified to have an effect, so that we can later control whether these genes are correctly identified.