Operating Characteristics and Extensions of the False Discovery Rate Procedure
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- 1 August 2002
- journal article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 64 (3) , 499-517
- https://doi.org/10.1111/1467-9868.00347
Abstract
Summary. We investigate the operating characteristics of the Benjamini–Hochberg false discovery rate procedure for multiple testing. This is a distribution-free method that controls the expected fraction of falsely rejected null hypotheses among those rejected. The paper provides a framework for understanding more about this procedure. We first study the asymptotic properties of the `deciding point' D that determines the critical p-value. From this, we obtain explicit asymptotic expressions for a particular risk function. We introduce the dual notion of false non-rejections and we consider a risk function that combines the false discovery rate and false non-rejections. We also consider the optimal procedure with respect to a measure of conditional risk.Keywords
Funding Information
- National Science Foundation (SES 9866147, DMS-98-03433)
- National Institutes of Health (R01-CA54852-07)
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