Approximate Power and Sample Size Calculations with the Benjamini-Hochberg Method

José António Ferreira, AMC - University of Amsterdam
Aeilko H. Zwinderman, University of Amsterdam

Abstract

We provide a method for calculating the sample size required to attain a given average power (the ratio of rejected hypotheses to the number of false hypotheses) and a given false discovery rate (the number of incorrect rejections divided by the number of rejections) in adaptive versions of the Benjamini-Hochberg method of multiple testing. The method works in an asymptotic sense as the number of hypotheses grows to infinity and under quite general conditions, and it requires data from a pilot study. The consistency of the method follows from several results in classical areas of nonparametric statistics developed in a new context of "weak" dependence.

Recommended Citation

Ferreira, José António and Zwinderman, Aeilko H. (2006) "Approximate Power and Sample Size Calculations with the Benjamini-Hochberg Method," The International Journal of Biostatistics: Vol. 2 : Iss. 1, Article 8.
Available at: http://www.bepress.com/ijb/vol2/iss1/8

 
 
 
 

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