Volume 19, Issue 1 (6-2020)                   JIRSS 2020, 19(1): 59-68 | Back to browse issues page


XML Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Ehyaei A, Alishahi K, Shojaei A. A New Proof of FDR Control Based on Forward Filtration. JIRSS. 2020; 19 (1) :59-68
URL: http://jirss.irstat.ir/article-1-610-en.html
Sharif University of Technology, Tehran, Iran. , ahmad.ehyaei@gmail.com
Abstract:   (510 Views)

For multiple testing problems, Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate (FWER). Since then, researchers have provided many proofs to control the FDR under different assumptions. Storey et al. (2004) showed that the rejection threshold of a BH step-up procedure is a stopping time with respect to the reverse filtration generated by the p-values and proposed a new proof based on the martingale theory. Following this work, martingale methods have been widely used to establish FDR control in various settings, but have been primarily applied to reverse filtration only. However, forward filtration can be more amenable for generalized and adaptive FDR controlling procedures. In this paper, we present a new proof, based on forward filtration, for step-down FDR controlling procedures that start from small p-values and update the rejection regions as larger p-values are observed.

Full-Text [PDF 127 kb]   (112 Downloads)    
Type of Study: Original Paper | Subject: 62Cxx: Decision theory
Received: 2019/08/30 | Accepted: 2020/05/13 | Published: 2020/07/4

Send email to the article author


© 2015 All Rights Reserved | Journal of The Iranian Statistical Society