False discovery rate control for multiple testing based on discrete p-values

For multiple testing based on discrete p-values, we propose a false discovery rate (FDR) procedure "BH+" with proven conservativeness. BH+ is at least as powerful as the BH (i.e., Benjamini-Hochberg) procedure when they are applied to superuniform p-values. Further, when applied to mid-p-values, BH+ can be more powerful than it is applied to conventional p-values. An easily verifiable necessary and sufficient condition for this is provided. BH+ is perhaps the first conservative FDR procedure applicable to mid-p-values and to p-values with general distributions. It is applied to multiple testing based on discrete p-values in a methylation study, an HIV study and a clinical safety study, where it makes considerably more discoveries than the BH procedure. In addition, we propose an adaptive version of the BH+ procedure, prove its conservativeness under certain conditions, and provide evidence on its excellent performance via simulation studies.