Horra, Julián de laRodríguez-Bernal, María Teresa2023-06-182023-06-182015-091578-730310.1007/s13398-014-0184-4https://hdl.handle.net/20.500.14352/24153The most traditional approach to the problem of multiple hypotheses testing has been Bonferroni’s method but, in the last years, a lot of attention has been paid to Benjamini–Hochberg’s method. In this article, a general procedure is considered, where the prior information (when available) and the cost of erroneous decisions are incorporated in a setting of Bayesian decision theory. The main result in the paper is a theorem, where the existence of an optimal procedure is proved, and an explicit formulation for this optimal procedure is given.engjournal articlehttp://link.springer.com/article/10.1007/s13398-014-0184-4http://link.springer.com/restricted access519.2Benjamini–Hochberg’s methodBonferroni’s methodFalse discovery rateFamily wise error rateMultiple hypotheses testingEstadística matemática (Matemáticas)1209 Estadística