如何通俗地理解Family-wise error rate(FWER)和False discovery rate(FDR)

2020-02-19 不详 网络

Family-wise error rate(FWER),暂时还不了解比较通俗易懂的翻译。False discovery rate(FDR),一般翻译为错误发现率。在研究使用假设检验解决机器学习中的分类问题时,我遇到了多重假设检验问题。FWER和FDR正是解决这一问题的两种方法。经过老师和师兄师姐的指导,我能够将FDR应用于自己的问题当中,并且实验结果也有所改善。但是,应用之后,我仍然存在一些

Family-wise error rate(FWER),暂时还不了解比较通俗易懂的翻译。False discovery rate(FDR),一般翻译为错误发现率。在研究使用假设检验解决机器学习中的分类问题时,我遇到了多重假设检验问题。FWER和FDR正是解决这一问题的两种方法。经过老师和师兄师姐的指导,我能够将FDR应用于自己的问题当中,并且实验结果也有所改善。但是,应用之后,我仍然存在一些困惑,比如FWER和FDR到底是什么,FWER和FDR怎么计算,为什么FWER和FDR能够降低错误率以及如何通俗地理解二者。 为了搞清楚上述问题,我仔细研究了维基百科和网络上的一些资料,认为通俗地理解FWER和FDR不是一件容易的事。研究者首先需要有一定的统计学假设检验的基础,而且还能够将FWER和FDR应用于实际的问题。所以,我会从假设检验谈起,然后结合自己的问题进行探讨。 假设检验 假设检验是用于检验统计假设的一种方法。它的基本思想是小概率思想,小概率思想是指小概率事件在一次试验中基本上不会发生。 假设检验的基本方法是提出一个空假设(null hypothesis),也叫做原假设,记作H0;然

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    2020-04-14 daviiliu
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    2020-09-01 jjjiang0199
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    2020-12-17 surilei
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    2020-06-08 yahu
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    2021-01-31 cmj8wellington
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    2020-09-30 xjy02
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    2020-02-21 yankaienglish