Definition:
FDR
is the conditional probability
for the condition being FALSE
given a positive decision:
FDR = p(condition = FALSE | decision = positive)
Perspective:
FDR
further classifies
the subset of dec.pos
individuals
by condition (FDR = fa/dec.pos = fa/(hi + fa)
).
Alternative names:
false discovery rate
Relationships:
a. FDR
is the complement of the
positive predictive value PPV
:
FDR = 1 - PPV
b. FDR
is the opposite conditional probability
-- but not the complement --
of the false alarm rate fart
:
fart = p(decision = positive | condition = FALSE)
In terms of frequencies,
FDR
is the ratio of
fa
divided by dec.pos
(i.e., hi + fa
):
FDR = fa/dec.pos = fa/(hi + fa)
Dependencies:
FDR
is a feature of a decision process
or diagnostic procedure and
a measure of incorrect decisions (positive decisions
that are actually FALSE
).
However, due to being a conditional probability,
the value of FDR
is not intrinsic to
the decision process, but also depends on the
condition's prevalence value prev
.