A uniform FDR upper bound for a weighted FDR procedure under exchangeability

TL;DR

This paper derives a non-asymptotic, uniform upper bound on the false discovery rate for a weighted FDR procedure applied to equicorrelated normal variables, enhancing understanding of its error control.

Contribution

It provides the first analytic, non-asymptotic FDR upper bound for a weighted FDR procedure under exchangeability, with additional related results.

Findings

Established a uniform FDR upper bound for the procedure.

The bound is analytic and non-asymptotic.

Results applicable to equicorrelated normal variables.

Abstract

For a weighted false discovery rate (FDR) procedure for multiple testing the means of equicorrelated normal random variables, we provide an analytic, non-asymptotic, uniform FDR upper bound for its FDR. Two additional and related results are also provided.