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 Bonferroni-type
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.
%0 Journal Article
%1 Benjamini1995
%A Benjamini, Yoav
%A Hochberg, Yosef
%D 1995
%J Journal of the Royal Statistical Society Series B (Methodological)
%K discovery, false, fdr, multiple, rate, testing
%N 1
%P 289-300
%R http://dx.doi.org/10.2307/2346101
%T Controlling the False Discovery Rate: A Practical and Powerful Approach
to Multiple Testing
%U http://dx.doi.org/10.2307/2346101
%V 57
%X 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 Bonferroni-type
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.
@article{Benjamini1995,
abstract = {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 Bonferroni-type
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.},
added-at = {2009-04-01T23:13:10.000+0200},
author = {Benjamini, Yoav and Hochberg, Yosef},
biburl = {https://www.bibsonomy.org/bibtex/27d9c780b64c0e5ff5bbf2c69ec14b11f/kcha193},
citeulike-article-id = {1042553},
doi = {http://dx.doi.org/10.2307/2346101},
interhash = {b38b0e6655978ad8c7d8455b175c2cbf},
intrahash = {7d9c780b64c0e5ff5bbf2c69ec14b11f},
journal = {Journal of the Royal Statistical Society Series B (Methodological)},
keywords = {discovery, false, fdr, multiple, rate, testing},
number = 1,
pages = {289-300},
posted-at = {2008-02-29 10:56:34},
timestamp = {2009-04-01T23:13:10.000+0200},
title = {Controlling the False Discovery Rate: A Practical and Powerful Approach
to Multiple Testing},
url = {http://dx.doi.org/10.2307/2346101},
volume = 57,
year = 1995
}