What is false discovery rate control, such as Benjamini-Hochberg?
PICTURE THIS: DATA SPLIT
Fit on train, tune on val, report on test once.
Simple meaning
FDR is the expected share of rejected nulls that are false discoveries.
WHY — Hypothesis Testing instead of guessing?
Why interviewers care about Hypothesis Testing:
people who only read docs from people who shipped.
and tied to Data Science work.
Name the idea, why it exists, then one short example.
End with when you use it and one common pitfall.
STEPS — What happens step by step?
Before you speak the answer, walk the interviewer through these steps:
- 1FDR is the expected
share of rejected nulls that are false discoveries.
- 2Benjamini-Hochberg ranks p-values and
uses a linear threshold so that, under independence or certain dependence, FDR is bounded by q.
- 3It is a better
default than Bonferroni when you are screening many segments and can tolerate some false leads.
- 4Give an example
One tiny concrete case you can say aloud.
- 5Common mistake
What juniors usually get wrong.
- 6Close
When you pick this over the alternative.
EXAMPLE — See it in action
Here's a short line you can speak, broken into clear beats:
Note: Adapt this scaffold to your own project — keep it under 60–90 seconds.
Key takeaway
FDR is the expected share of rejected nulls that are false discoveries. Benjamini-Hochberg ranks p-values and uses a linear threshold so that, under independence or certain dependence, FDR is bounded by q.