On the Benjamini--Hochberg method

Details On the Benjamini--Hochberg method On the Benjamini--Hochberg method

2006-11-09

arxiv.org/abs/math/0611265v2

Annals of Statistics 2006, Vol. 34, No. 4, 1827-1849

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/009053606000000425 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053606000000425

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.

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