Modified estimator for the proportion of true null hypotheses under discrete setup with proven FDR control by the adaptive Benjamini-Hochberg procedure

Abstract: Some crucial issues about a recently proposed estimator for the proportion of true null hypotheses ($\pi_0$) under discrete setup are discussed. An estimator for $\pi_0$ is introduced under the same setup. The estimator may be seen as a modification of a very popular estimator for $\pi_0$, originally proposed under the assumption of continuous test statistics. It is shown that adaptive Benjamini-Hochberg procedure remains conservative with the new estimator for $\pi_0$ being plugged in.