benjamini hochberg procedure

How Does the Benjamini-Hochberg Procedure Work?

The Benjamini-Hochberg procedure involves the following steps:
1. List all p-values: Arrange the p-values from your multiple tests in ascending order.
2. Rank the p-values: Assign a rank (i) to each p-value, with the smallest p-value getting a rank of 1.
3. Calculate the critical value: Compute the critical value 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 chosen FDR level.
4. Identify significant p-values: Compare each p-value to its corresponding critical value. The largest p-value that is less than or equal to its critical value, along with all smaller p-values, are considered significant.

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