An extended Simes' test

Yosef Hochberg and Uri Liberman

Statistics & Probability Letters, 1994, vol. 21, issue 2, 101-105

Abstract: Simes' (1986) procedure for testing an intersection null hypothesis in terms of the individual p-values corresponding to the component hypotheses is extended to allow the allotment of different weights to the different component hypotheses. Preliminary necessary results on distributions of statistics based on the ordered values of independent non-identically distributed uniform random variables are obtained and used to prove (by induction) that the extended procedure controls the type-I error probability exactly at [alpha].

Keywords: Intersection; null; hypothesis; Multiple; comparisons; Weights; for; component; hypotheses; Order; statistics; Non-identical; uniform; variables (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (2)

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