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Annals of Statistics
Multiple hypothesis testing is concerned with controlling the rate of false positives when testing several hypotheses simultaneously. One multiple hypothesis testing error measure is the false discovery rate (FDR), which is loosely defined to be the expected proportion of false positives among all significant hypotheses. The FDR is especially appropriate for exploratory analyses in which one is interested in finding several significant results among many tests. In this work, we introduce adoi:10.1214/aos/1074290335 fatcat:evoafw6gjvbuzk4mjajptuzj2u