Controlling Procedures
The settings for many procedures is such that we have null hypotheses tested and their corresponding p-values. We order these p-values in increasing order and denote them by . A small p-value often corresponds to a high test statistic. This is why a procedure that goes from a small p-value to a large one will be called a step-down procedure, because we "step-down" from a large corresponding test statistic to smaller ones. In a similar way, in a "step-up" procedure we move from a small corresponding test statistic to larger ones.
Read more about this topic: False Discovery Rate
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