A “discovery” is a hypothesis test that yields a statistically significant result. The false discovery rate is the proportion of discoveries that are, in reality, not significant (a Type-I error). The true false discovery rate is not known, since the true state of nature is not known (if it were, there would be no need for statistical inference). However, one can calculate the false discovery rate under the assumption that all null hypotheses being tested are true. Controlling this false discovery rate is often a goal, and a parameter, of studies involving multiple tests. See also multiplicity issues.

# Week #32 – False Discovery Rate

- August 6, 2015
- , 8:02 pm