What is False discovery rate, Benjamini–Hochberg procedure?

Example 12.13 (Five $p$-values)

Take $p = (0.005, 0.01, 0.03, 0.04, 0.2)$ and $\alpha = q = 5\%$. Bonferroni’s threshold $0.01$ rejects two. Holm compares them in order with $0.05/5, 0.05/4, 0.05/3, \dots$: $0.005 \le 0.01$ and $0.01 \le 0.0125$, then $0.03 > 0.0167$ stops it at two. Benjamini–Hochberg compares with $0.01, 0.02, 0.03, 0.04, 0.05$: the largest $k$ with $p_{(k)} \le 0.01k$ is $k = 4$, so it rejects four. As adjusted $p$-values (the smallest level at which each is rejected): Bonferroni $(0.025, 0.05, 0.15, 0.2, 1)$, Holm $(0.025, 0.04, 0.09, 0.09, 0.2)$, Benjamini–Hochberg $(0.025, 0.025, 0.05, 0.05, 0.2)$.