-----------------------------------------------------------

Statistics Seminar Series

Wednesday, October 31, 2007 @ 4:15PM
Cullimore Hall, Room 611
New Jersey Institute of Technology

Generalizing the False Discovery Rate

Sanat Sarkar

Fox School of Business

Temple University, PA

Procedures controlling error rates measuring at least k false rejections, instead of at least one, can potentially increase the ability of a procedure to detect false null hypotheses in multiple testing situations where one seeks to control k or more false rejections having tolerated at most k-1 of them. The k-FWER, which is the probability of at least k false rejections and generalizes the traditional notion of familywise error rate (FWER), is such an error rate that is recently introduced in the literature and procedures controlling it have been proposed. An alternative and less conservative notion of error rate, the k-FDR, which is the expected proportion of k or more false rejections among all rejections and generalizes the usual notion of false discovery rate (FDR) will be presented in this talk. Procedures with the k-FDR control will be introduced.