False Discovery Control with a Tuning Parameter

Music City Center 

Multiple testing procedures that control the false discovery rate (FDR) have been widely adopted for testing large number of hypotheses. The Benjamini and Hochberg multiple testing procedure (the BH procedure) was the first procedure introduced to control the FDR. However, as the total number of false null hypotheses increases, the BH procedure becomes overly conservative and thus lacks power. In this paper, we present a Two-Stage BH procedure with a tuning parameter. In stage I, this procedure estimates the total number of true null hypotheses m₀, which is then used to adjust the level of significance when applying the BH procedure in stage II. The proposed procedure incorporates a tuning parameter providing tighter control of the FDR and enhancing statistical power. Theoretical properties of the proposed procedure and its power performance will be presented.

False discovery rate

Multiple testing procedures

Benjamini-Hochberg

Tuning parameter 

Section on Statistical Computing