Control of the False Discovery Proportion for Independently Tested Null Hypotheses

Figure 4

The probability distribution of 𝑍^∗𝑛 is computed with 10⁶ Monte Carlo simulations. The interval [𝑡₀,𝑡^0] takes value of [0.01/𝑛,0.05], and interval [𝜆₀,𝜆^0] takes value of [0.80,0.95]. The curves from the top to the bottom correspond to 𝑛=1,10,10²,10³,10⁴, and 10⁵.