The purpose of this manuscript is to provide, based on an extensive analysis of a proteomic data set, suggestions for proper statistical analysis for the discovery of sets of clinically relevant biomarkers. As tractable example we define the measurable proteomic differences between apparently healthy adult males and females. We choose urine as body-fluid of interest and CE-MS, a thoroughly validated platform technology, allowing for routine analysis of a large number of samples. The second urine of the morning was collected from apparently healthy male and female volunteers (aged 21-40) in the course of the routine medical check-up before recruitment at the Hannover Medical School.