Glueck D H, Karimpour-Fard A, Mandel J, Muller K E
Department of Preventive Medicine and Biometrics, University of Colorado Denver, Campus Box B119, 4200 East Ninth Avenue, Denver, CO 80262, USA.
Statistics (Ber). 2010 Apr 1;44(2):145-153. doi: 10.1080/02331880902986984.
Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution functions. The probability that these order statistics fall in disjoint, ordered intervals and that of the smallest statistics, a certain number come from the first populations is given in terms of the two distribution functions. The result is applied to computing the joint probability of the number of rejections and the number of false rejections for the Benjamini-Hochberg false discovery rate procedure.
考虑一组顺序统计量,它们来自对两个不同总体的样本进行排序,每个总体都有其自身可能不同的分布函数。这些顺序统计量落在不相交的有序区间内的概率,以及最小统计量中一定数量来自第一个总体的概率,是根据这两个分布函数给出的。该结果被应用于计算本雅明尼 - 霍赫伯格错误发现率程序中拒绝数和错误拒绝数的联合概率。