The common approach to the multiplicity problem calls for controlling the familywise error rate (FWER). This approach, though, has faults, and we point out a few. A different approach to problems of multiple significance testing is presented. It calls for controlling the expected proportion of falsely rejected hypotheses-the false discovery rate. This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise. Therefore, in problems where the control of the false discovery rate rather than that of the FWER is desired, there is potential for a gain in power. A simple sequential Bonferroni-type procedure is proved to control the false discovery rate for independent test statistics, and a simulation study shows that the gain in power is substantial. The use of the new procedure and the appropriateness of the criterion are illustrated with examples.
Series B (Statistical Methodology) of the Journal of the Royal Statistical Society started out simply as the Supplement to the Journal of the Royal Statistical Society in the Society's centenary year of 1934. The journal now publishes high quality papers on the methodological aspects of statistics. The objective of papers is to contribute to the understanding of statistical methodology and/or to develop and improve statistical methods. JSTOR provides a digital archive of the print version of Journal of the Royal Statistical Society, Series B: Statistical Methodology. The electronic version of Journal of the Royal Statistical Society, Series B: Statistical Methodology is available at http://www.blackwell-synergy.com/servlet/useragent?func=showIssues&code;=rssb. Authorized users may be able to access the full text articles at this site.
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Journal of the Royal Statistical Society. Series B (Methodological)
© 1995 Royal Statistical Society
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