On the Benjamini–Hochberg method
J. A. Ferreira, A. H. Zwinderman
The Annals of Statistics · 2006 · Volume 34 · Issue 4
DOI: 10.1214/009053606000000425
Abstract
We investigate the properties of the Benjamini–Hochberg method for multiple testing and of a variant of Storey’s generalization of it, extending and complementing the asymptotic and exact results available in the literature. Results are obtained under two different sets of assumptions and include asymptotic and exact expressions and bounds for the proportion of rejections, the proportion of incorrect rejections out of all rejections and two other proportions used to quantify the efficacy of the method.
Keywords
60F05, 62G30, 62J15, empirical distributions, False discovery rate, goodness of fit, multiple testing
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