2019/06/04 by Xiongzhi Chen, Chen, Xiongzhi, Sanat K. Sarkar +1
Decision Sciences · Mathematics · #62F03 #62H15 #FOS: Computer and information sciences #Methodology (stat.ME) #Optimal Experimental Design Methods #Statistical Methods and Bayesian Inference #Statistical Methods in Clinical Trials
paper · pdf · doi:10.48550/arxiv.1906.01701
openalex publication_date 2019/06/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochberg (BH) procedure, often used in such settings, being developed originally for p-values with continuous distributions, are too conservative, and so may not be as powerful as one would hope for. Therefore, improving the BH procedure by suitably adapting it to discrete p-values without losing its FDR control is currently an important path of research. This paper studies the FDR control of the BH procedure when it is applied to mid p-values and derive conditions under which it is conservative. Our simulation study reveals that the BH procedure applied to mid p-values may be conservative under much more general settings than characterized in this work, and that an adaptive version of the BH procedure applied to mid p-values is as powerful as an existing adaptive procedure based on randomized p-values.