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Benjamini-Hochberg procedure

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Statistical hypothesis testing Multiple hypothesis testing
2026-09-24  0 By others on same topic  0 Discussions Create my own version
Order m p-values as p(1)​≤⋯≤p(m)​ and take the largest k with p(k)​≤αk/m. The Benjamini-Hochberg procedure rejects the hypotheses corresponding to p(1)​,…,p(k)​ and controls the false discovery rate under independence and several forms of positive dependence.

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  1. Multiple hypothesis testing
  2. Statistical hypothesis testing
  3. Statistical modelling
  4. Statistical model
  5. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 205 / 4 / a / Solution

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