Fig. 1.

Total number of samples for sequential MC and MCFDR, respectively, as a function of the number of true H1. When the proportion of true H1 is low, most tests are stopped by the sequential MC criterion, resulting in a similar number of samples for both schemes. At larger proportions of true H1, the multiple testing correction becomes milder, and thus fewer samples are needed to reach the FDR threshold. Thus, for the MCFDR scheme the total number of needed samples decreases with higher true H1 proportions. In contrast, for the sequential MC scheme, the number of needed samples increases linearly with increasing proportion of true H1. For standard MC, a large, constant number of samples is needed.