False Discovery Rate (FDR)

Authors

Affiliations

Doctor of Physical Therapy

B.S. in Kinesiology

Doctor of Physical Therapy

B.A. in Neuroscience

false discovery rate (FDR) is the expected value of V/R, where V is the number of true hypotheses that are rejected (i.e. the number of false rejections) and R is the total number of rejected hypotheses¹

total R is known and equals V þ S, where S is the number of rejections of false hypotheses, i.e. of correct rejection

Due to this definition, \(FDR \leq FWER\), since if FWER = a, V/R is zero with probability \(1 - \alpha\) and between 0 and 1 with probability a, and thus its expected value is \(\leq \alpha\)¹

References

Shaffer JP. Controlling the false discovery rate with constraints: The Newman-Keuls test revisited. Biometrical Journal Biometrische Zeitschrift. 2007;49(1):136-143. doi:10.1002/bimj.200610297

Citation

For attribution, please cite this work as:

Yomogida N, Kerstein C. False Discovery Rate (FDR). https://yomokerst.com/The Archive/Evidene Based Practice/Error/Random Error/false_discovery_rate_FDR.html