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    Multiple hypotheses testing refers to statistical inference when more than one hypothesis is tested simultaneously. If each of 100 null hypotheses are tested individually with a type-I error rate of 0.05, then with 99% probability at least one null hypothesis will be falsely rejected, even if all null hypotheses are true. Controlling the false discovery rate, which is the expected proportion of rejections that are false discoveries, may be preferable to controlling the family-wise error rate in many applications where a small number of false discoveries is acceptable.

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    Multiple hypotheses testing refers to statistical inference when more than one hypothesis is tested simultaneously. If each of 100 null hypotheses are tested individually with a type-I error rate of 0.05, then with 99% probability at least one null hypothesis will be falsely rejected, even if all null hypotheses are true. Controlling the false discovery rate, which is the expected proportion of rejections that are false discoveries, may be preferable to controlling the family-wise error rate in many applications where a small number of false discoveries is acceptable.

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    16 views1 page

    Background

    Uploaded by

    masoudgh2005
    Multiple hypotheses testing refers to statistical inference when more than one hypothesis is tested simultaneously. If each of 100 null hypotheses are tested individually with a type-I error rate of 0.05, then with 99% probability at least one null hypothesis will be falsely rejected, even if all null hypotheses are true. Controlling the false discovery rate, which is the expected proportion of rejections that are false discoveries, may be preferable to controlling the family-wise error rate in many applications where a small number of false discoveries is acceptable.

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    Multiple Hypotheses: This subject refers to the statistical inference when more than one hypothesis are tested

    simultaneously. Suppose, one is interested in testing multiple null hypotheses, One option is to test each individual hypothesis at a type-I error of , then, given that all nulls are true, at least one hypothesis will be falsely rejected1 with probability assuming that independent tests are used to test for example if this probability is 0.9941. This implies that given all 100 nulls are true, then, if the hypotheses are tested individually at type-I error of using independent test statistics, at least one will be rejected falsely almost certainly. Of course, one may not care much about if is very large. In most of the only few hypotheses are rejected falsely especially when applications, it may be sufficient to require the multiple hypotheses tests to have a given proportion of false discoveries2. 1. This concept is called family-wise error rate (FWER) 2. This concept is called false discovery rate (FDR).

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