错误发现率

其中E表示期望,,V表示错误拒绝零假设的数目,R表示拒绝零假设的数目。R取0时FDR直接取0,写成一句话就是

错误发现率(False discovery rate, FDR)完善了对多重假设测试的检验,

[1]


错误发现率被用以校正多重比较所致的误差。在拒绝多个零假设时,FDR校正程序能够控制错误拒绝零假设(假阳性)的可能性,来找到合适的结果组合。


较之于FWER校正(family-wise error rate),FDR校正程序采用了更为宽松的标准(比如Bonferroni 校正,“一个假阳性也不许”)。所以,FDR校正法在提高一类错误(應接受虛無假說,卻拒絕虛無假說)的同时,有更好的统计检验力。[2]

註釋

  1. Benjamini, Yoav; Hochberg, Yosef. (PDF). Journal of the Royal Statistical Society, Series B. 1995, 57 (1): 289–300. MR 1325392.
  2. Shaffer J.P. (1995) Multiple hypothesis testing, Annual Review of Psychology 46:561-584, Annual Reviews Archive.is存檔,存档日期2012-07-12
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.