False Coverage Rate
The False coverage rate (FCR) is the FDR equivalent to the idea of confidence interval. FCR indicates the average rate of false coverage, namely, not covering the true parameters, among the selected intervals. The FCR gives a simultaneous coverage at a level for all of the parameters considered in the problem. Intervals with simultaneous coverage probability 1−q can control the FCR to be bounded by q. There are many FCR procedures such as: Bonferroni-Selected–Bonferroni-Adjusted, Adjusted BH-Selected CIs (Benjamini and Yekutieli (2005)), Bayes FCR (Yekutieli (2008)), and other Bayes methods. The incentive of choosing one procedure over another is the length of the CI we will want it to be narrow as possible while controlling the FCR.
Read more about this topic: False Discovery Rate
Famous quotes containing the words false and/or rate:
“A false balance is abomination to the Lord: but a just weight is his delight.”
—Bible: Hebrew Proverbs 11:1.
“We all run on two clocks. One is the outside clock, which ticks away our decades and brings us ceaselessly to the dry season. The other is the inside clock, where you are your own timekeeper and determine your own chronology, your own internal weather and your own rate of living. Sometimes the inner clock runs itself out long before the outer one, and you see a dead man going through the motions of living.”
—Max Lerner (b. 1902)