Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1995 · paper · Mathematics and statistics
Proposes controlling the false discovery rate, the expected proportion of falsely rejected hypotheses, instead of the familywise error rate in multiple testing. A simple sequential Bonferroni-type procedure is proved to control it for independent tests, and simulations show substantial gains in power.
Checked: PDF from math.tau.ac.il, fetched 5 Oct 2026. Page numbers are those of that PDF.
5 findings
Substance "the extreme ratio is as large as 4m/(m + 1)² at i = (m + 1)/2": the ratio of the FDR constant to Hochberg's at that point is (m + 1)²/(4m); the printed expression is its reciprocal and is at most 1.
- p. 7 Section 3.1, paragraph after Hochberg's procedure
the extreme ratio is as large as 4m/(m + 1)² at i = (m + 1)/2
- p. 7 Section 3.1, same sentence
is always larger than the hyperbolically decreasing constants of Hochberg
Judge's note: PDF page 7 image shows 4m/(m+1)^2 with exponent 2. The sentence says the FDR constants are always larger than Hochberg's and the ratio is 'as large as'. FDR constant at i=(m+1)/2 is (m+1)α/(2m), Hochberg's is 2α/(m+1); ratio (m+1)^2/(4m). For m=15: 4.27, while the printed expression gives 0.23. No statement elsewhere defines the ratio the other way round.
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Substance Hochberg's procedure is displayed as "let k be the largest i for which P(i) ≤ {i/(m + 1 − i)}α" with i in the numerator; the text below gives Hochberg's constants as "{1/(m + 1 − i)}α".
- p. 7 Displayed procedure at top of page
let k be the largest i for which P(i) ≤ i/(m + 1 - i) α
- p. 7 Section 3.1, following paragraph
rather than with {1/(m + 1 - i)}α in Hochberg's procedure
Judge's note: Render of PDF page 7 at 5x shows an italic dotted i in the numerator, identical to the i in the denominator and unlike the upright 1 in 'm + 1'. The paragraph below says the procedure starts by comparing p(m) with α and describes the constants as {1/(m+1-i)}α; with numerator i, p(m) would be compared with mα. The Section 3.2 example (Hochberg rejects the same three hypotheses as Bonferroni, m=15, α=0.05) holds only with numerator 1: at i=4 the constant is 0.0042 with 1 and 0.0167 with i.
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Reference or label Reference "Pocock, S. J., Hughes, M. D. and Lee, R. J. (1987) Statistical problems in reporting of clinical trials. J. Am. Statist. Ass., 84, 381-392." gives the same journal volume as "Soriç, B. (1989) ... J. Am. Statist. Ass., 84, 608-610", so year and volume cannot both be right.
- p. 13 References, Pocock entry
J. Am. Statist. Ass., 84, 381-392.
- p. 13 References, Soriç entry
Soriç, B. (1989) Statistical "discoveries" and effect size estimation. J. Am. Statist. Ass., 84, 608-610.
- p. 2 Introduction, second paragraph
reports of comparative studies from major medical journals
- p. 13 References, Pocock entry
J. Am. Statist. Ass., 84, 381-392
Only the authors can say what is right here.
Judge's note: Rests on outside knowledge: that this paper appeared in New Engl. J. Med., 317, 426-432 (1987). Visible in the files without that: the reference list on PDF page 13 puts a 1987 and a 1989 article in volume 84 of the same journal, and the text on page 2 describes Pocock et al. as a survey of reports in major medical journals. The correct journal, volume and pages are for the authors to confirm.
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Reference or label "the sequence of p(i)s is compared with {1 − (i − 1)/m}α in the current procedure, rather than with {1/(m + 1 − i)}α in Hochberg's procedure": the FDR constant is indexed by step from the largest p-value while Hochberg's is indexed by rank, and as a function of rank i it disagrees with procedure (1), P(i) ≤ (i/m)q*.
- p. 7 Section 3.1, paragraph after Hochberg's procedure
is compared with {1 - (i - 1)/m}α in the current procedure
- p. 6 Section 3.1, procedure (1)
let k be the largest i for which P(i) ≤ (i/m) q*
- p. 7 Section 3.1, comparison with Hochberg's procedure
the sequence of p(i)s is compared with {1 − (i − 1)/m}α in the current procedure
- p. 7 Section 3.1
by comparing p(1) with α/m
Only the authors can say what is right here.
Judge's note: Read on PDF page 7 image; procedure (1) on page 6. {1-(i-1)/m}α = (m-i+1)α/m: at i=1 it gives α and at i=m it gives α/m, the reverse of procedure (1) and of the same paragraph's 'comparing p(m) with α' and 'p(1) with α/m'. The expression is correct if i counts steps from the largest p-value (which fits 'linearly decreasing'), but then Hochberg's constant in the same sentence would be α/i, not α/(m+1-i). The two constants are on different index conventions; either can be fixed, so the authors must say which. Example m=15, i=1: printed constant factor 1 versus 1/15 under procedure (1).
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Reference or label Reference "Godfrey, K. (1985) Comparing the means of several groups. New Engl. J. Med., 311, 1450-1456." gives volume 311; the reported volume for this 1985 article is 313.
- p. 13 References, first entry
New Engl. J. Med., 311, 1450-1456.
- p. 13 References, Godfrey entry
New Engl. J. Med., 311, 1450-1456
- p. 13 References, Godfrey
Godfrey, K. (1985) Comparing the means of several groups. New Engl. J. Med., 311, 1450-1456.
- p. 13
Godfrey, K. (1985) Comparing the means of several groups. New Engl. J. Med., 311, 1450-145
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Judge's note: Rests on outside knowledge: the Crossref record cited by a reviewer (doi:10.1056/nejm198512053132305) gives volume 313, and New Engl. J. Med. volume 311 is said to be 1984. The page image (PDF page 13) shows bold 311, so it is not an OCR error. Nothing in the paper itself can confirm the volume.
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11 minor (typos and the like; most checked by the judge only)
Reference or label Reference list, Hochberg (1988): "A sharper Bonferroni procedure for multiple tests of significance. Biometrika, 75, 800-803." The last page is printed as 803; the article is reported to end on page 802. (The Rom (1990) part of this cluster is not a defect: the page prints "Biometrika, 77, 663-665.")
- p. 13 References, Hochberg (1988) entry
75, 800-803.
- p. 13 References, Rom
Rom, D. M. (1990) A sequentially rejective test procedure based on a modified Bonferroni inequality. Biometrika, 71, 663-665.
- p. 13 References, Hochberg (1988)
Biometrika, 75, 800-803.
- p. 13
Rom, D. M. (1990) A sequentially rejective test procedure based on a modified Bonferroni i
Only the authors can say what is right here.
Judge's note: Rests on outside knowledge: that Hochberg (1988) occupies Biometrika 75, pages 800-802. The page image of PDF page 13 does print "75, 800-803.", so the quote is accurate, but the true page range cannot be checked from the files. The cluster also contains a second claim, that the Rom (1990) entry gives volume 71. That claim is an OCR mistake in the extracted text: the page image clearly prints the bold volume number as 77 ("Biometrika, 77, 663-665."), which is consistent with 1990 and with the Crossref record cited by the reviewer. Only the Hochberg last-page point survives, and it is a minor matter that does not hinder finding the article.
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Wording Summary: "This error rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise", whereas Section 2.1 (b) states "When m0 < m, the FDR is smaller than or equal to the FWER".
- p. 2 Summary
rate is equivalent to the FWER when all hypotheses are true but is smaller otherwise
- p. 4 Section 2.1, property (b)
When m0 < m, the FDR is smaller than or equal to the FWER
Judge's note: Both sentences read on the page images (pp. 2 and 4). The summary states a strict inequality; the property shown is the weak one, P(V>=1) >= Qe. Loose abstract wording, not a mathematical error.
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Wording After inequality (2) the false-null p-values are written "P″1, . . ., P″m1", a notation not defined; the lemma calls them P_{m0+1}, . . ., P_m, and Appendix A uses p″ for a different quantity (the right-hand side of inequality (4)).
- p. 6 Section 3.1, text after inequality (2)
distribution of P″1, . . ., P″m1 which corresponds to these false hypotheses
- p. 6 Lemma, inequality (2)
E(Q | Pm0+1 = p1, . . ., Pm = pm1)
- p. 12 Appendix A, after inequality (4)
denote the right-hand side of inequality (4) at j0 by p″
Judge's note: Enlarged render of PDF page 6 shows double primes on P_1 and P_{m1} in the sentence after (2); the lemma just above uses P_{m0+1},...,P_m. PDF page 12 defines p″ as the right-hand side of (4) and uses single primes for true-null p-values. Meaning is recoverable from context; notational inconsistency only.
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Wording "Both Hochberg's procedure and the FDR controlling procedure are step-down procedures, which start by comparing p(m) with α": procedures that start from the largest p-value are usually called step-up.
- p. 7 Section 3.1, paragraph after Hochberg's procedure
controlling procedure are step-down procedures, which start by comparing p(m)
- p. 7 Section 3.1
are step-down procedures, which start by comparing p(m) with α
- p. 7 Section 3.1, paragraph after Hochberg's procedure
are step-down procedures, which start by comparing p(m)
Only the authors can say what is right here.
Judge's note: Rests on outside knowledge: the convention (as in Hochberg and Tamhane 1987) that procedures starting from the least significant p-value are 'step-up' and Holm-type procedures starting from the smallest are 'step-down'. The sentence is on PDF page 7 as quoted and the description that follows it is of starting at p(m) and proceeding to smaller p-values. The paper does not define the term, so this is a terminology point for the authors.
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Wording Section 4.1 says "L was chosen at two levels—5 and 10", but Fig. 1 and Section 4.2 show one set of results without stating the value of L; only "from 1.25 to 5" in observation (f) implies L = 5.
- p. 9 Section 4.1
L was chosen at two levels—5 and 10—thereby varying the signal-to-noise ratio
- p. 10 Fig. 1 caption
(a) decreasing; (b) equally spread; (c) increasing
- p. 11 Section 4.2, observation (f)
equally spread in four clusters from 1.25 to 5
Judge's note: Read pages 9-11. Fig. 1 has 12 panels (three configurations by four null proportions) and its caption does not mention L; searching the text finds L only in Section 4.1. No result for L = 10 is reported and no statement says it was omitted. An omission in reporting, not an error in a number.
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Wording Observation (f): "testing as few as four hypotheses, half of which are true, the values are 0.62 and 0.70 respectively" does not state the configuration; in Fig. 1 the equally spread panel (b), 50% null, m = 4 shows about 0.80 and 0.85, and values near those quoted appear only in panel (a) (decreasing).
- p. 11 Section 4.2, observation (f)
testing as few as four hypotheses, half of which are true, the values are 0.62 and 0.70 respectively
- p. 10 Fig. 1, row "50% Null", panels (a) and (b), at m = 4
50% Null
Only the authors can say what is right here.
Judge's note: Enlarged render of Fig. 1 (PDF page 10), 50% null row at m=4: panel (a) Bonferroni about 0.64-0.65, FDR about 0.70; panel (b) about 0.80 and 0.85. The first example in the sentence is explicitly 'equally spread'; the second names no configuration. Values are read from a scanned plot (about ±0.02), so the 0.62 against about 0.65 in panel (a) is within reading error; the unstated configuration is the point for the authors.
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Wording Appendix A proves the lemma "for m + 1" hypotheses with bound m0/(m+1) q*, but the m0 = 0 display conditions on "P1 = p1, . . ., Pm = pm", and equations (5), (8) and (9) condition on "Pm0+1 = p1, . . ., Pm = pm1". With m+1 hypotheses the last index should be m+1.
- p. 12 Appendix A, first displayed equation
E(Q | P1 = p1, . . ., Pm = pm) = 0 ≤ m0/(m + 1) q*
- p. 12 Appendix A, equation (5)
Pm = pm1
- p. 13 Appendix A, equations (8) and (9)
Pm = pm1
Only the authors can say what is right here.
Judge's note: I checked the page images for p.12 (m0 = 0 display and eq. (5)) and p.13 (eqs. (8) and (9)). They print P_m as the last conditioned p-value, the same as the lemma statement on p.6, where m1 = m − m0. The induction step, though, treats m+1 hypotheses: the text says "showing it to hold for m + 1", and the bounds use m+1. So the m0 = 0 case leaves out P_{m+1}. In (5), (8) and (9), the range m0+1..m has m − m0 entries, one short of the m+1−m0 false nulls. I reworked the step with P_{m+1} in place of P_m. Eq. (6): m0/(m0+j0)·p''^{m0} = m0/(m+1) q* p''^{m0−1}, using p'' = (m0+j0)/(m+1) q*. Eq. (9): ∫_{p''}^1 (m0−1)/((m+1)p) q* m0 p^{m0−1} dp = m0/(m+1) q*(1 − p''^{m0−1}). Adding them gives m0/(m+1) q*, so the lemma and Theorem 1 still hold. The fault is an indexing slip in the proof's notation, not in the stated result.
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Typo Correspondence footnote prints the e-mail as "benja@math.tav.ac.il" (domain 'tav'; the university's domain is believed to be 'tau').
- p. 2 Footnote, address for correspondence
benja@math.tav.ac.il
- p. 2 Address for correspondence footnote
E-mail: benja@math.tav.ac.il
Only the authors can say what is right here.
Judge's note: Rests on outside knowledge: Tel Aviv University's internet domain is tau.ac.il (the copy under review was fetched from www.math.tau.ac.il). Enlarged render of PDF page 2 shows 'tav' with a clear v, so it is not an OCR artefact. Whether a 'tav' host existed in 1995 cannot be settled from the files.
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Typo "cardiac and other events after the start of thrombolitic treatment": 'thrombolitic' should be 'thrombolytic'.
- p. 7 Section 3.2, family (d)
after the start of thrombolitic treatment
- p. 7 Section 3.2, family (d)
cardiac and other events after the start of thrombolitic treatment
Judge's note: PDF page 7 image shows 'thrombolitic' in item (d); the same section opens with 'Thrombolysis'. Not an OCR artefact.
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Typo Reference list, Neuhaus et al. (1992): "Improved thrombolysis in acute myocardial infarction front-loaded administration of Alteplase: results of the rt-PA-APSAC patency study (TAPS)." A word, apparently "with", is missing between "infarction" and "front-loaded".
- p. 13 References, Neuhaus entry
thrombolysis in acute myocardial infarction front-loaded administration of Alteplase
Only the authors can say what is right here.
Judge's note: Rests on outside knowledge: that the published title reads "...acute myocardial infarction with front-loaded administration of alteplase...". Checked on the page image of PDF page 13: the line reads "thrombolysis in acute myocardial infarction front-loaded administration of Alteplase" with no "with" on that line or at the end of the previous line, so it is not an extraction loss. The title as printed does not parse, which supports a dropped word independently of the outside fact; the exact missing word is for the authors to confirm.
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Typo Reference list, Spjøtvoll (1972): "On the optimality of some multiple comparison procedure. Ann. Math. Statist., 43, 398-411." The title is printed with singular "procedure" after "some multiple comparison"; the plural "procedures" is expected.
- p. 13 References, last entry
On the optimality of some multiple comparison procedure.
- p. 13 References, Spjøtvoll entry
On the optimality of some multiple comparison procedure
Only the authors can say what is right here.
Judge's note: Rests on outside knowledge: that the published title is "On the optimality of some multiple comparison procedures". Checked on the page image of PDF page 13: the word is printed as "procedure." with no final s, so it is not an OCR loss. The singular is also ungrammatical after "some multiple comparison", which supports the reading as a dropped letter. Cosmetic.
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