I am facing a problem understanding the concept of FDR or False Discovery Rate in Multiple Hypothesis Testing. May be the question is silly, please try to bear with me. Actually, when we are talking about P-Value for a single hypothesis test, a value below 0.05 is considered as 5% result is false positive regarding that particular hypothesis. So far, no problem. But, whenever there is suppose 20,000 tests why there will be 5% of the tests is false positive? The P-value we are talking about is for a single hypothesis, why we are connecting that with 20,000 tests? Here, each of the hypothesis is a separate entity, they are independent of each other. Then 5% of 30,000 will be false positive?
Thanks
