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Yoav Benjamini, Yosef Hochberg | Journal of the Royal Statistical Society Series B (Statistical Methodology) | (1995)
Abstract
SUMMARY The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses — the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of the false discovery rate rather than that of the FWER is desired, there is potential for a gain in power. A simple sequential Bonferronitype procedure is proved to control the false discovery rate for independent test statistics, and a simulation study shows that the gain in power is substantial. The use of the new procedure and the appropriateness of the criterion are illustrated with examples.
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Sample Definition And Size
The study does not involve a specific sample or population; it presents a theoretical framework for controlling the false discovery rate in multiple testing scenarios. Therefore, there is no sample size to report.
Study Type
The study is a theoretical research paper proposing a new approach to multiple testing problems, specifically focusing on controlling the false discovery rate (FDR).
Conflicts Of Interest
The authors, Yoav Benjamini and Yosef Hochberg, have declared no conflicts of interest in the publication of this paper.
Results Summary
The paper introduces a method for controlling the false discovery rate (FDR) in multiple testing scenarios, demonstrating that this approach can lead to a substantial gain in power compared to traditional methods that control the familywise error rate (FWER). A simple sequential Bonferroni-type procedure is proposed, which is proven to control the FDR for independent test statistics. Simulation studies confirm the substantial power gain achieved by this method. The paper also provides examples illustrating the application and appropriateness of the FDR control criterion.