Probabilities for separating sets of order statistics.
Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution functions. The probability that these order statistics fall in disjoint, ordered intervals and that of the smallest statistics, a certain number come from the first populations is given in terms of the two distribution functions. The result is applied to computing the joint probability of the number of rejections and the number of false rejections for the Benjamini-Hochberg false discovery rate procedure.
Department of Preventive Medicine and Biometrics, University of Colorado Denver, Campus Box B119, 4200 East Ninth Avenue, Denver, CO 80262, USA.
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Glueck
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Karimpour-Fard
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Mandel
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Muller
Commun Stat Theory Methods. 2008 Jan 1;37(18):2815-2824
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Commun Stat Theory Methods. 2008 Jan;37(12):1855-1866
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