The false discovery rate (FDR) of multiple tests in a class room lecture

1Citations
Citations of this article
5Readers
Mendeley users who have this article in their library.
Get full text

Abstract

Multiple tests are designed to test a whole collection of null hypotheses simultaneously. Their quality is often judged by the false discovery rate (FDR), i.e. the expectation of the quotient of the number of false rejections divided by the number of all rejections. The widely cited Benjamini and Hochberg (BH) step up multiple test controls the FDR under various regularity assumptions. In this note we present a rapid approach to the BH step up and step down tests. Also, sharp FDR inequalities are discussed for dependent p-values and examples and counter-examples are considered. In particular, the Bonferroni bound is sharp under dependence for the control of the family-wise error rate.

Cite

CITATION STYLE

APA

Benditkis, J., Heesen, P., & Janssen, A. (2018). The false discovery rate (FDR) of multiple tests in a class room lecture. Statistics and Probability Letters, 134, 29–35. https://doi.org/10.1016/j.spl.2017.09.017

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free