benjamini hochberg procedure

How Does the Procedure Work?

The Benjamini-Hochberg procedure ranks the p-values obtained from multiple tests in ascending order. Each p-value is then compared against a calculated threshold that balances the FDR. Here’s a simplified version of the steps involved:
1. Rank all p-values in ascending order.
2. Calculate the threshold for each p-value using the formula: (i/m)Q, where 'i' is the rank, 'm' is the total number of tests, and 'Q' is the desired FDR.
3. Identify the largest p-value that is less than or equal to its corresponding threshold.
4. Declare all tests with p-values less than or equal to this identified p-value as significant.

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