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On the Benjamini-Hochberg Method

J. A. Ferreira and A. H. Zwinderman
The Annals of Statistics
Vol. 34, No. 4 (Aug., 2006), pp. 1827-1849
Stable URL: http://www.jstor.org/stable/25463486
Page Count: 23
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On the Benjamini-Hochberg Method
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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.

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