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A more powerful step-up procedure for controlling the false discovery rate under independence

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  • Kwong, Koon-Shing
  • Wong, Ee-Hwee

Abstract

Recently, 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.

Suggested Citation

  • Kwong, Koon-Shing & Wong, Ee-Hwee, 2002. "A more powerful step-up procedure for controlling the false discovery rate under independence," Statistics & Probability Letters, Elsevier, vol. 56(2), pages 217-225, January.
    • Handle: RePEc:eee:stapro:v:56:y:2002:i:2:p:217-225
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    References listed on IDEAS

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    1. Koon-Shing Kwong, 2001. "An algorithm for construction of multiple hypothesis testing," Computational Statistics, Springer, vol. 16(1), pages 165-171, March.
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    Cited by:

    1. 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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