13
$\begingroup$

Regarding multiple comparisons, could someone please explain me why the power of false discovery rate (FDR) is greater than the power of family-wise error rate (FWER)?

$\endgroup$
12
$\begingroup$

Basically it is because controlling the FWER controls the probability of making a Type I error AT ALL and the FDR allows Type I Errors but controls how many of them you make in proporition to your true positives. The FDR has a higher power because it has a higher Type I error rate, which is a classical trade-off.

This is just a short answer, but I think it catches the essence.

$\endgroup$
  • 1
    $\begingroup$ Ok and formally how do you prove it? I understand the intuition but searching for a formal proof. Furthermore why the fdr power is good when the number of samples is increased and the feet gets worse when increasing the number of samples? Thank you! $\endgroup$ – MLS Apr 19 '12 at 15:38

Not the answer you're looking for? Browse other questions tagged or ask your own question.