Multiple corrections: FDR vs. Bonferroni

Bonferroni: Testing the same hypothesis many times, or many different ways. (Some tests may be much less powerful than others). If even one test really shows that the null hypothesis is wrong, then it is dead.

FDR: We are testing many hypotheses (in a similar way). We want to know which ones are likely to be true.

FDR = FP / (FP + TP).

FDR-controlling procedures provide less stringent control of Type I errors compared to family-wise error rate (FWER) controlling procedures (such as the Bonferroni correction), which control the probability of at least one Type I error.