错误发现率
字错误率
计算机科学
多重比较问题
控制(管理)
I类和II类错误
统计能力
统计假设检验
人工智能
数学
统计
生物化学
基因
化学
作者
Yoav Benjamini,Yosef Hochberg
出处
期刊:Journal of the royal statistical society series b-methodological
[Wiley]
日期:1995-01-01
卷期号:57 (1): 289-300
被引量:89520
标识
DOI:10.1111/j.2517-6161.1995.tb02031.x
摘要
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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