Using the Fast Fourier Transform to Compute Some Multiple Comparisons Critical Values

Jason C. Hsu and W. C. Soong
Additional contact information
Jason C. Hsu: The Ohio State University, Department of Statistics
W. C. Soong: National Chung Hsing University, Department of Statistics

A chapter in Computing Science and Statistics, 1992, pp 370-373 from Springer

Abstract: Abstract Multiple comparison methods are heavily used. For balanced designs, to obtain the critical value of a multiple comparison method at a given confidence level, a double integral equation must be solved. Current computer implementations that the authors are aware of evaluate one double integral for each candidate critical value using Gaussian quadrature. For multiple comparisons with the best, subset selection, and one-sided multiple comparison with a control, the effort of repeated double Gaussian quadratures during iterative refinement of the critical value can be reduced. For these multiple comparison procedures, if one regards the inner integral as a function of the outer integration variable, then this function is a convolution which can be approximated by discrete convolution using the Fast Fourier Transform (FFT). Exploiting the fact that this function need not be re-evaluated during iterative refinement of the critical value, the FFT method can obtain critical values at least four times as accurate and two to five times as fast as the Gaussian quadrature method.

Keywords: Fast Fourier Transform; Discrete Fourier Transform; Gaussian Quadrature; Subset Selection; Multiple Comparison Procedure (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2856-1_56

Ordering information: This item can be ordered from
http://www.springer.com/9781461228561

DOI: 10.1007/978-1-4612-2856-1_56

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().