Type I and Type II errors
random variable, and S, T, U, and V are all unobservable random variables. The false discovery rate (FDR) is given by ( ) ( ) V V E E V S R = + and one wants to keep this value below a threshold α: The Simes procedure ensures that its expected value ( ) V E R is less than a given α (Benjamini and Hochberg 1995).
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