A more powerful step-up procedure for controlling the false discovery rate under independence
AbstractRecently, Benjamini and Hochberg (J. Roy. Statist. Soc. B 57 (1995) 289) and Benjamini and Liu (J. Statist. Plann. Inference 82 (1999) 163) proposed step-up and step-down multiple hypotheses testing procedures, respectively, for controlling the false discovery rate (FDR) when all the test statistics are independent. In this paper, we propose another step-up procedure such that the FDR is still controlled at a specified significance level. Based on a simulation study, the new procedure is more powerful than both existing step-up and step-down procedures, especially when most of the hypotheses are false.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 56 (2002)
Issue (Month): 2 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Wang, Li & Xu, Xingzhong, 2012. "Step-up procedure controlling generalized family-wise error rate," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 775-782.
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