Abstract
In this paper, we introduce the definition of FDR (False Discovery Rate), which gets a lot of attention as a new concept for considering multiplicity effect, and expound properties of it.
Furthermore, we enumerate multiple testing procedures that control FDR; Benjamini-Hochberg procedure (linear step-up procedure), Adaptive Benjamini-Hochberg procedure, Benjamini-Yekutieli procedure, Storey's procedure, two-stage linear step-up procedure, and Student-Newman-Kuels procedure. In addition, we review comparisons of them in order to consider which procedure is best to use.
As a result, we show the conservativeness of Benjamini-Hochberg procedure and the availability of two-stage linear step-up procedure by Monte-Carlo simulation, in the case of dependent test statistics.
