On the performance of FDR control: Constraints and a partial solution
FDR 控制的性能约束与一种局部解决方案
The False Discovery Rate (FDR) paradigm aims to attain certain control on Type I errors with relatively high power for multiple hypothesis testing. The Benjamini–Hochberg (BH) procedure is a well-known FDR controlling procedure. Under a random effects model, we show that, in general, unlike the FDR, the positive FDR (pFDR) of the BH procedure cannot be controlled at an arbitrarily low level due to the limited evidence provided by the observations to separate false and true…