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The 1995 Benjamini and Hochberg paper on false discovery rates

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If you have a question about this talk, please contact Richard Samworth.

When faced with a problem of testing many hypotheses simultaneously, practitioners historically sought procedures that control the Familywise Error Rate – that is, the probability that we (falsely) reject any true null hypothesis. However, such procedures tend to be very conservative, having low power. In their seminal 1995 paper that has already received 4000 citations, Benjamini and Hochberg argued that in many practical 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 procedure that controls the FDR when the p-values are independent. I will describe this procedure and a simple recent proof of the fact that it controls the FDR .

The paper is available at

http://www.jstor.org/stable/2346101

This talk is part of the Statistics Reading Group series.

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