764
Christopher Genovese and Larry Wasserman
We introduce a Bayesian approach to multiple testing. The method is an
extension of the false discovery rate (FDR) method due to Benjamini
and Hochberg (1995). We also examine the empirical Bayes approach to
simultaneous inference proposed by Efron, Tibshirani, Storey and
Tusher (2001). We show that, in contrast to the single hypothesis
case - where Bayes and frequentist tests do not agree even asymptotically -
in the multiple testing case we do have asymptotic agreement.
Keywords: Multiple Testing, p-values, False Discovery Rate, Bootstrap