13.7 Benjamini-Hochberg procedure

This procedure is to control FDP deciding which $H_0$ to reject while $FDR\approx{E(\frac{V}{R})}$

$$FDR={E(\frac{V}{R})}<q$$

Less than $q$, a specific value to use in the algorithm:

ordered p-values: $p_1<p_2<...<p_m$

$$L=max\{j:p_{j}<\frac{qj}{m}\}$$ reject $h_{0j}:p_{j}\leq{p_{(L)}}$

In conclusion, on average no more than a fraction of $q$ of rejected $H_0$ are FALSE POSITIVE.

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