Abstract
The positive false discovery rate was introduced by Storey (Citation2003) as an alternative to the family wise error rate for the case in which we are simultaneously testing a large amount of hypotheses. The positive false discovery rate has a very nice Bayesian interpretation (as it was shown by Storey, Citation2003) and its robustness is analyzed. The emphasis is on the ε-contamination class (one of the most used classes of priors for Bayesian robustness) and it is shown that robustness is not obtained when the basic prior concentrates the probability on the null hypothesis.
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Acknowledgments
This research has been partially supported by Grant MTM2004-00098 (Spain). I thank the referee for useful suggestions that improved the article.