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Stepup procedures controlling generalized FWER and generalized FDR

Abstract

In many applications of multiple hypothesis testing where more than one false rejection can be tolerated, procedures controlling error rates measuring at least kk false rejections, instead of at least one, for some fixed k1k\ge 1 can potentially increase the ability of a procedure to detect false null hypotheses. The kk-FWER, a generalized version of the usual familywise error rate (FWER), is such an error rate that has recently been introduced in the literature and procedures controlling it have been proposed. A further generalization of a result on the kk-FWER is provided in this article. In addition, an alternative and less conservative notion of error rate, the kk-FDR, is introduced in the same spirit as the kk-FWER by generalizing the usual false discovery rate (FDR). A kk-FWER procedure is constructed given any set of increasing constants by utilizing the kkth order joint null distributions of the pp-values without assuming any specific form of dependence among all the pp-values. Procedures controlling the kk-FDR are also developed by using the kkth order joint null distributions of the pp-values, first assuming that the sets of null and nonnull pp-values are mutually independent or they are jointly positively dependent in the sense of being multivariate totally positive of order two (MTP2_2) and then discarding that assumption about the overall dependence among the pp-values.

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