Let be the number of rejections by the Benjamini-Hochberg procedure at level , and let be the rejection count after replacing by zero. Then and
If was rejected, lowering its p-value does not change any ordered p-value beyond rank , so . Conversely, if , the other rejected values together with satisfy the original threshold; monotonicity gives . For a valid true-null p-value independent of the others, conditioning on bounds the expectation of the right side by . Summing over true nulls proves false discovery rate at most .
For a suitably regular generalized linear model, a residual deviance can be compared approximately with a chi-squared distribution on degrees of freedom to assess fit relative to the saturated model. Sparse or very small expected cell counts can invalidate this reference distribution. A large p-value means no detected lack of fit, not proof of correctness; dependence, wrong mean structure or overdispersion still require diagnostics.
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.
If the Holm step-down procedure makes a false rejection, it must reject the first true null in the ordered list. All true nulls remain at that step, so its cutoff is at most . The union bound on their marginally valid p-values gives familywise error rate at most . This proves strong control under arbitrary dependence, and super-uniformity suffices.
Hochberg procedure Created 2026-10-05 Updated 2026-10-06
Order p-values and reject the first hypotheses, where , with for an empty set. Under independent valid true-null p-values, this step-up procedure controls the familywise error rate. One proof embeds its rejections in the closed testing procedure with Simes tests: every intersection containing a rejected hypothesis passes its local Simes test, so closed-testing control of the familywise error rate applies.
Intersection hypothesis 2026-10-06
For a nonempty finite index set , this hypothesis asserts that every member is true simultaneously. A valid local test must have its stated size under every parameter satisfying the entire intersection. The Bonferroni correction within always supplies such a test from valid elementary p-values.