False discovery rate: For surveys of FDR methods and issues in large-scale multiple hypothesis testing, see Benjamini

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False discovery rate: For surveys of FDR methods and issues in large-scale multiple hypothesis testing, see Benjamini (2010), Dudoit et al. (2003), and Farcomeni (2008).

EXERCISES 3.1 Suppose y ∼ N(????, V) withV nonsingular of rank p. Show that (y − ????)

TV−1(y −

????) ∼ ????2 p by letting z = V−1∕2(y − ????) and finding the distribution of z and zTz.

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