Power and stability comparisons of multiple testing procedures

What is it about?

Simulation studies were conducted to compare power and stability properties of five widely used multiple testing procedures at different proportions of true discoveries for various sample sizes for both independent and dependent test statistics. Storey's two linear step-up procedures showed the best performance among all tested procedures considering FDR control, power, and variance of true discoveries.

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Why is it important?

This paper provides guidance for statisticians who perform multiple testing procedures with FDR control.