ONLINE RULES FOR CONTROL OF FALSE DISCOVERY RATE AND FALSE DISCOVERY EXCEEDANCE

摘要

Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses H(n) = (H-1,..., H-n), Benjamini and Hochberg [J.R. Stat. Soc. Ser. B. Stat. Methodol. 57 (1995) 289-300] introduced the false discovery rate (FDR), which is the expected proportion of false positives among rejected null hypotheses, and proposed a testing procedure that controls FDR below a preassigned significance level. Nowadays FDR is the criterion of choice for large-scale multiple hypothesis testing.