For any given and , |
Compute of (3.15) for some pre-specified βs, say , for . |
Compute . This is the UCB for . |
βIf exceeds , replace it by . |
Sort the observed -values such that , and use (3.8) to compute the |
βsimultaneous UPBs for the false discovery proportion , that is, for , |
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βIf exceeds 1, replace it by 1. |
Compute , |
βreject the hypotheses whose -values are no greater than , |
βwhich ensures that the false discovery proportion is not exceeding with probability . |