A uniform FDR upper bound for a weighted FDR procedure under exchangeability

A uniform FDR upper bound for a weighted FDR procedure under exchangeability

For a weighted false discovery rate (FDR) procedure for multiple testing the means of equicorrelated normal random variables, we provide an analytic, non-asymptotic, uniform FDR upper bound for its FDR. Two additional and related results are also provided.

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Bibliographische Detailangaben
Hauptverfasser: Zhang, Faith, Chen, Xiongzhi
Format: Artikel
Sprache:eng
Schlagworte:
Mathematics - Statistics Theory
Statistics - Theory
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Zusammenfassung:For a weighted false discovery rate (FDR) procedure for multiple testing the means of equicorrelated normal random variables, we provide an analytic, non-asymptotic, uniform FDR upper bound for its FDR. Two additional and related results are also provided.
DOI:10.48550/arxiv.1910.10868