On correlated z z -values distribution in hypothesis testing
This paper studies the impact of correlation on the multitesting problem. An approximation for the distribution of the proportion rejections is provided. This approximation is used to develop multitesting adjusting procedures. The obtained results suggest that the proposed methodology gets a good compromise between Type I and Type II errors.
false discovery rate multiplicity problem sgof strategy tail probability of proportion of false positives z z -values z z z z z