Controlling the false discovery rate: a practical and powerful approach to multiple testing

@article{Benjamini1995ControllingTF,
  title={Controlling the false discovery rate: a practical and powerful approach to multiple testing},
  author={Yoav Benjamini and Yosef Hochberg},
  journal={Journal of the royal statistical society series b-methodological},
  year={1995},
  volume={57},
  pages={289-300}
}
SUMMARY The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses -the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of… 
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