Order p-values as and take the largest with . The Benjamini-Hochberg procedure rejects the hypotheses corresponding to and controls the false discovery rate under independence and several forms of positive dependence.
Let be the number of rejections and the true-null indices. For , remove and let be the number determined by the corresponding leave-one-out step-up rule. On one has and , while is independent of . Hence super-uniformity gives
Summing over proves that the false discovery rate is at most .