Exact Calculations of Average Power for the Benjamini-Hochberg Procedure

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

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.

Recommended Citation

Glueck, Deborah H.; Mandel, Jan; Karimpour-Fard, Anis; Hunter, Lawrence; and Muller, Keith E. (2008) "Exact Calculations of Average Power for the Benjamini-Hochberg Procedure," The International Journal of Biostatistics: Vol. 4 : Iss. 1, Article 11.
Available at: http://www.bepress.com/ijb/vol4/iss1/11

 
 
 
 

ISSN: 1557-4679 ©1999-2008 The Berkeley Electronic Press™ All rights reserved.

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