Solved – False Discovery Rate = FP / (TP + FP)

confusion matrix

In the context of diagnostic screening (Positive / Negative) for a given outcome, what is the correct term for FP / (TP + FP)?

Wikipedia calls it the False Discovery Rate. However, when I look for more credible references, I'm unable to find any. Further, the peer-reviewed literature I do find on the False Discovery Rate is in the context of multiple hypothesis testing.

So, I would appreciate it if someone could:

  • Confirm that FDR is the correct terminology
  • Point me towards a credible reference

Best Answer

When you do multiple comparisons, a common strategy is to control the expected false discovery rate. Basically, it means to reduce the number of tests to be wrong out of all tests you detect. When you think about it, this is just the definition: $FP / (TP + FP)$ you quote.

The denominator is the total number of positive tests you have, while the numerator is the number of false positive tests. Ideally, you'd like it as low as possible.

The Wikipedia you have gives you the definition.

In the original paper for Benjamini-Hochberg, there is a figure:enter image description here

Ok. Let's compare your Wikipedia definition:

enter image description here

To me, they are the same thing. If you reject a true null hypothesis it counts as an error (false positive).