Journal of Probability and Statistics / 2016 / Article / Alg 1

Research Article

Estimating the Proportion of True Null Hypotheses in Multiple Testing Problems

Algorithm 1

EM iteration.
  Input: transformed from the observed -values
  Output: Estimate of
(1) begin
(2)  Initialization: Set .
(3)  repeat
(4)     Set be the sth (current) approximation.
       Compute
           ,
               
(5)  until  ;
(6) Then .

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