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SUMMARY:The 1995 Benjamini and Hochberg paper on false discovery rates - R
 ichard Samworth\, University of Cambridge
DTSTART:20090128T163000Z
DTEND:20090128T173000Z
UID:TALK16731@talks.cam.ac.uk
CONTACT:Richard Samworth
DESCRIPTION:When faced with a problem of testing many hypotheses simultane
 ously\, practitioners historically sought procedures that control the Fami
 lywise Error Rate - that is\, the probability that we (falsely) reject any
  true null hypothesis.  However\, such procedures tend to be very conserva
 tive\, having low power.  In their seminal 1995 paper that has already rec
 eived 4000 citations\, Benjamini and Hochberg argued that in many practica
 l applications\, it is sufficient to control the False Discovery Rate (FDR
 ) - that is\, the expected value of the proportion of rejected hypotheses 
 that are falsely rejected.  What is more\, they presented a very simple pr
 ocedure that controls the FDR when the p-values are independent.  I will d
 escribe this procedure and a simple recent proof of the fact that it contr
 ols the FDR.\n\nThe paper is available at \n\nhttp://www.jstor.org/stable/
 2346101\n\n      
LOCATION:MR5\, CMS
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