Exact Calculations of Average Power for the Benjamini-Hochberg Procedure
Exact Calculations of Average Power for the Benjamini-Hochberg Procedure
Exact analytic expressions are developed for the average power of the Benjamini and Hochberg false discovery control procedure. The result is based on explicit computation of the joint probability distribution of the total number of rejections and the number of false rejections, and expressed in terms of the cumulative distribution …