Unimprovability of the Bonferroni procedure in the class of general step-up multiple testing procedures

Alexander Y. Gordon

Statistics & Probability Letters, 2007, vol. 77, issue 2, 117-122

Abstract: We introduce the class of general step-up multiple testing procedures (step-up MTPs), which contains the usually considered Benjamini-Hochberg type procedures (we call them threshold step-up MTPs) as a parametric subclass. We show that, under the natural condition of monotonicity, the Bonferroni procedure cannot be improved on, while controlling the family-wise error rate (FWER) at the same level, in the class of step-up procedures. This is in contrast to the class of step-down MTPs, where the Holm procedure is a classic example of such an improvement.

Keywords: Multiple; hypothesis; testing; p-value; Step-up; procedure; Step-down; procedure; Bonferroni; procedure; Holm; procedure; Family-wise; error; rate (search for similar items in EconPapers)
Date: 2007
References: View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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