Multiple testing adjustment of confidence levels, as proposed by Benjamini and Yekutieli.
Estimated fraction of tests that are consistent with the null hypothesis.
Unadjusted confidence level
The adjusted confidence level.
Benjamini, Yoav, and Daniel Yekutieli. False Discovery Rate–adjusted Multiple Confidence Intervals for Selected Parameters. Journal of the American Statistical Association 100, no. 469 (2005): 71–81.
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