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 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.
University of Colorado Denver,  deborah.glueck@uchsc.edu.
Deborah H
DH
Glueck
Jan
J
Mandel
Anis
A
Karimpour-Fard
Lawrence
L
Hunter
Keith E
KE
Muller
D056808:Biostatistics / Q000379:methods*; D001943:Breast Neoplasms / Q000000981:diagnostic imaging; D005189:False Positive Reactions; D005260:Female; D006801:Humans; D008327:Mammography / Q000706:statistics & numerical data; D015233:Models, Statistical; D011856:Radiographic Image Enhancement
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