Multivariate hypothesis testing issues:
THE POSITIVE FALSE DISCOVERY RATE: A BAYESIAN INTERPRETATION AND THE q-VALUE (Aliaksandr)
J. D. Storey - The Annals of Statistics 2003, Vol. 31, No. 6, 2013–2035
- Provides a fundamental explanation of pFDR, pFNR, and q-value in the Bayesian perspective
- Describes a step-up method for FDR control
- Might be interesting to look at the trade off between P(V>Y) <= A and P(T>Z) <= B and the corresponding analogue of p-value (say Пy - value) in the a priori environment.