FWER vs FDR — which do you control when?

hard

Answer

$FWER (Family-Wise Error Rate): P(any false rejection).$
$Controlled by Bonferroni / Holm — safe when even a single false positive is costly (safety, regulatory).$
$FDR (False Discovery Rate): E[false / total rejections].$
$Controlled by Benjamini-Hochberg — accepts some false positives to keep power in discovery / exploratory settings.$
$Rule: FWER for confirmatory / high-stakes; FDR for exploratory / genomics / feature selection.$

Check yourself — multiple choice

Same thing
FWER: P(any false positive) → Bonferroni/Holm for confirmatory; FDR: E[false/total] → BH for exploratory / high-dim
Only FWER useful
Only FDR

FWER (Bonferroni): confirmatory; FDR (BH): exploratory.

#hypothesis-testing#multiple-testing

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