Benjamini, Yoav; Hochberg, Yosef Controlling the false discovery rate: a practical and powerful approach to multiple testing. (English) Zbl 0809.62014 J. R. Stat. Soc., Ser. B 57, No. 1, 289-300 (1995). 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 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. Cited in 77 ReviewsCited in 1391 Documents MSC: 62F03 Parametric hypothesis testing 62J15 Paired and multiple comparisons; multiple testing Keywords:multiple comparison procedures; \(p\)-values; multiplicity problem; familywise error rate; multiple significance testing; expected proportion of falsely rejected hypotheses; false discovery rate; sequential Bonferroni-type procedure; simulation study; power × Cite Format Result Cite Review PDF