Benjamini-Hochberg procedure 2026-09-24
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.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 205 4 b Solution Created 2026-09-24 Updated 2026-09-25
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 givesSumming over proves that the false discovery rate is at most .