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Large-Scale Inference by Bradley Efron

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4

False Discovery Rate Control

Applied statistics is an inherently conservative enterprise, and appropriately so since the scientific world depends heavily on the consistent evaluation of evidence. Conservative consistency is raised to its highest level in classical significance testing, where the control of Type I error is enforced with an almost religious intensity. A p-value of 0.06 rather than 0.04 has decided the fate of entire pharmaceutical companies. Fisher’s scale of evidence, Table 3.1, particularly the α = 0.05 threshold, has been used in literally millions of serious scientific studies, and stakes a good claim to being the 20th century’s most influential piece of applied mathematics.

All of this makes it more than a little surprising ...

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