On the Benjamini--Hochberg method

Abstract

We investigate the properties of the Benjamini--Hochberg method for multiple testing and of a variant of Storey's generalization of it, extending and complementing the asymptotic and exact results available in the literature. Results are obtained under two different sets of assumptions and include asymptotic and exact expressions and bounds for the proportion of rejections, the proportion of incorrect rejections out of all rejections and two other proportions used to quantify the efficacy of the method.

Published at http://dx.doi.org/10.1214/009053606000000425 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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• In silico prediction of protein-protein interactions in human macrophages
• Higher criticism for detecting sparse heterogeneous mixtures
• A stochastic process approach to false discovery control
• False discovery and false nondiscovery rates in single-step multiple testing procedures

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