Exact false discovery rate under independent null p-values

ID: exact-false-discovery-rate-under-independent-null-p-values

For the Benjamini-Hochberg procedure, replace a true-null p-value by zero and call the new rejection count . The Benjamini-Hochberg leave-one-out identity identifies rejection with with the event and . If is uniform and independent of all the other p-values, each possible rejection count contributes to its expected false-discovery fraction. Summation gives per true null and the displayed exact false discovery rate. Super-uniform independent nulls yield the corresponding upper bound.

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