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Inferential Statisticshard
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Consider the Benjamini-Hochberg (BH) procedure for controlling the False Discovery Rate (FDR). If we have m=20m=20m=20 tests and we wish to control the FDR at level α=0.10\alpha = 0.10α=0.10, given ordered p-values p(1)≤p(2)≤⋯≤p(20)p_{(1)} \le p_{(2)} \le \dots \le p_{(20)}p(1)​≤p(2)​≤⋯≤p(20)​, what is the condition to reject the hypothesis H(j)H_{(j)}H(j)​?