Exact Calculations of Average Power for the Benjamini-Hochberg Procedure

Glueck Deborah H, Mandel Jan, Karimpour-Fard Anis, Hunter Lawrence and Muller Keith E
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Glueck Deborah H: University of Colorado Denver
Mandel Jan: University of Colorado Denver
Karimpour-Fard Anis: University of Colorado Denver
Hunter Lawrence: University of Colorado Denver
Muller Keith E: University of Florida

The International Journal of Biostatistics, 2008, vol. 4, issue 1, 22

Abstract: 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 functions of the p-values of the hypotheses. An example of analytic evaluation of the average power is given. The result is confirmed by numerical experiments and applied to a meta-analysis of three clinical studies in mammography.

Keywords: hypothesis testing; multiple comparisons; false discovery; distribution of rejections; meta-analysis (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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DOI: 10.2202/1557-4679.1103

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