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 .