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N. W. Galwey

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Beschreibung

The False Discovery Rate

An essential tool for statisticians and data scientists seeking to interpret the vast troves of data that increasingly power our world

First developed in the 1990s, the False Discovery Rate (FDR) is a way of describing the rate at which null hypothesis testing produces errors. It has since become an essential tool for interpreting large datasets. In recent years, as datasets have become ever larger, and as the importance of ‘big data’ to scientific research has grown, the significance of the FDR has grown correspondingly.

The False Discovery Rate provides an analysis of the FDR’s value as a tool, including why it should generally be preferred to the Bonferroni correction and other methods by which multiplicity can be accounted for. It offers a systematic overview of the FDR, its core claims, and its applications.

Readers of The False Discovery Rate will also find:

  • Case studies throughout, rooted in real and simulated data sets
  • Detailed discussion of topics including representation of the FDR on a Q–Q plot, consequences of non-monotonicity, and many more
  • Wide-ranging analysis suited for a broad readership

The False Discovery Rate is ideal for Statistics and Data Science courses, and short courses associated with conferences. It is also useful as supplementary reading in courses in other disciplines that require the statistical interpretation of ‘big data’. The book will also be of great value to statisticians and researchers looking to learn more about the FDR.

STATISTICS IN PRACTICE

A series of practical books outlining the use of statistical techniques in a wide range of applications areas:

  • HUMAN AND BIOLOGICAL SCIENCES
  • EARTH AND ENVIRONMENTAL SCIENCES
  • INDUSTRY, COMMERCE AND FINANCE

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Seitenzahl: 500

Veröffentlichungsjahr: 2024

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STATISTICS IN PRACTICE

Series EditorGeert Molenberghs

Statistics in Practice is an important international series of texts which provide detailed coverage of statistical concepts, methods and worked case studies in specific fields of investigation and study.

With sound motivation and many worked practical examples, the books show in down‐to‐earth terms how to select and use an appropriate range of statistical techniques in a particular practical field within each title’s special topic area.

The books provide statistical support for professionals and research workers across a range of employment fields and research environments. Subject areas covered include medicine and pharmaceutics; industry, finance and commerce; public services; the earth and environmental sciences, and so on.

The books also provide support to students studying statistical courses applied to the above areas. The demand for graduates to be equipped for the work environment has led to such courses becoming increasingly prevalent at universities and colleges.

It is our aim to present judiciously chosen and well‐written workbooks to meet everyday practical needs. Feedback of views from readers will be most valuable to monitor the success of this aim.

The False Discovery Rate

Its Meaning, Interpretation and Application in Data Science

N.W. Galwey

GlaxoSmithKline Research and DevelopmentStevenageUK

This edition first published 2025© 2025 John Wiley & Sons Ltd

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Library of Congress Cataloging‐in‐Publication DataNames: Galwey, N.W., author. | John Wiley & Sons, publisher.Title: The false discovery rate : its meaning, interpretation and application in data science / N.W. Galwey.Description: Hoboken, NJ : Wiley-Blackwell, 2025. | Includes bibliographical references and index.Identifiers: LCCN 2024034645 (print) | LCCN 2024034646 (ebook) | ISBN 9781119889779 (hardback) | ISBN 9781119889786 (adobe pdf) | ISBN 9781119889793 (epub)Subjects: LCSH: Statistical hypothesis testing. | Mathematical statistics.Classification: LCC QA277 .G25 2025 (print) | LCC QA277 (ebook) | DDC 519.5/6--dc23/eng20241010LC record available at https://lccn.loc.gov/2024034645LC ebook record available at https://lccn.loc.gov/2024034646

Cover Design: WileyCover Images: Courtesy of N.W. Galwey

Preface and Acknowledgement

The motivation to write this book came from an occasion when members of GlaxoSmithKline’s (GSK’s) Research Statistics Group invited me to talk about the False Discovery Rate (FDR) for twice as long as we had originally planned. I concluded that if this group of very able, highly educated statisticians felt that they did not know as much about the FDR as they wanted to, there must be many other statisticians and researchers in the same situation. This book is intended to enable such people to use the FDR with practical proficiency, and with a full understanding of its meaning.

I am grateful to members of the Research Statistics Group and other GSK colleagues, in particular G.Q. Cai, Tanja Högg, Anna Hutchinson, Tasos Papanikos and Paul Wilson, for comments on drafts of various parts of the book. Further afield, I am grateful to Jane Hutton, Julia Mortera and Amy Wilson for similar help; and closer to home, to my wife, Caroline Galwey. I am particularly grateful to Stephen Senn, for endorsing the project at the commissioning stage, and for reviewing the entire draft manuscript. Any errors of fact or interpretation that remain are the sole responsibility of the author.

Computer code relating to the numerical and graphical examples, and other supplementary material, is available from the book’s website, at www.wiley.com/go/falsediscoveryrate.

About the Companion Website

This book is complemented by a companion website.

www.wiley.com/go/falsediscoveryrate 

The companion website provides computer code (R scripts) to reproduce the numerical and graphical examples in the book.