Modified estimator for the proportion of true null hypotheses under discrete setup with proven FDR control by the adaptive Benjamini-Hochberg procedure

09/08/2020

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by   Aniket Biswas, et al.

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Some crucial issues about a recently proposed estimator for the proportion of true null hypotheses (π_0) under discrete setup are discussed. An estimator for π_0 is introduced under the same setup. The estimator may be seen as a modification of a very popular estimator for π_0, originally proposed under the assumption of continuous test statistics. It is shown that adaptive Benjamini-Hochberg procedure remains conservative with the new estimator for π_0 being plugged in.