Classical Multiple Comparison Procedures aim at controlling the probability of committing even a single type-I error within the tested family of hypotheses. The main problem with such classical procedures, which hinder their application in applied research, is that they tend to have substantially less power than uncorrected procedures. In many instances, lack of multiplicity control is too permissive; the full protection resulting from controlling the FWE is too restrictive. This is the case when the overall conclusion from the various individual inferences is not necessarily erroneous as soon as one of them is, yet selection effect is still of concern.

The FDR is a new approach to multiple hypotheses testing. The FDR is the expected proportion of true null hypotheses rejected out of the total number of null hypotheses rejected. Multiple comparison procedures controlling the FDR are more powerful than the commonly used multiple comparison procedures based on the Family Wise Error Rate. FDR controlling procedures are especially suited to to large multiple comparison problems in which existing procedures lack power.
 

FDR methodology.

	Formal definition of the FDR.
	Overview of existing FDR controlling procedures.
	Refernces and links to methodological papers.