AI engineering glossary · Statistics inference
What is Benjamini-Hochberg procedure?
Benjamini-Hochberg procedure (also called BH procedure): A step-up method that controls the false discovery rate. Sort the p-values from smallest to largest, find the largest rank k where p(k) <= (k / m) * q, and reject all hypotheses up to that rank.
Benjamini-Hochberg procedure: an example
With 100 tests and q = 0.05, the 10th smallest p-value is compared against 10/100 * 0.05 = 0.005.
Related terms
More Statistics inference terms
- Bias of an estimator
- Bonferroni correction
- Bootstrap
- Causal graph
- Causal inference
- Chi-square goodness-of-fit test
- Chi-square test of independence
- Cohen's d
Where you learn it
Benjamini-Hochberg procedure is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.