False Discovery Rate

Junwei Lu
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Junwei Lu: Harvard University

Chapter Chapter 20 in Big Data Analysis, 2025, pp 141-147 from Springer

Abstract: Abstract We will continue the discussion on control family-wise error rate via the maximal statistic. Given hypotheses { H 0 i } i = 1 N $$\{H_{0i} \}_{i=1}^N$$ , for each H 0 j $$H_{0j}$$ , we have a statistic T j $$T_j$$ such that for a single hypothesis, we will reject H 0 j $$H_{0j}$$ if T j ≥ q α $$T_j \ge q_{\alpha}$$ where q α = arg min t ℙ H 0 ( | T j | > t ) ≤ α $$q_{\alpha} = \operatorname *{\text{arg min}}_t\mathbb {P}_{H_0}(|T_j|>t) \le \alpha $$ .

Date: 2025
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DOI: 10.1007/978-3-032-03161-7_20

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