FDR
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False Discovery Rate (Benjamini & Hochberg, 1995) is a relatively new statistical procedure that controls the number of mistakes make when performing multiple hypothesis tests. False Discovery Rate (FDR) accomplishes this task by allowing one to control beforehand, the average fraction of false rejections made out of the total number of rejections performed. Furthermore, the FDR procedure is a simple procedure that can be adapted to work with correlated data sets.
(from http://www.unt.edu/benchmarks/archives/2002/april02/rss.htm)
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