An extended Simes' test

Yosef Hochberg; Uri Liberman

doi:10.1016/0167-7152(94)90216-X

An extended Simes' test

Yosef Hochberg^*, Uri Liberman

^*Corresponding author for this work

School of Mathematical Sciences

Tel Aviv University

Research output: Contribution to journal › Article › peer-review

19 Scopus citations

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 α.

Original language	English
Pages (from-to)	101-105
Number of pages	5
Journal	Statistics and Probability Letters
Volume	21
Issue number	2
DOIs	https://doi.org/10.1016/0167-7152(94)90216-X
State	Published - 23 Sep 1994

Keywords

Intersection null hypothesis
Multiple comparisons
Non-identical uniform variables
Order statistics
Weights for component hypotheses

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10.1016/0167-7152(94)90216-X

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KW - Multiple comparisons

KW - Non-identical uniform variables

KW - Order statistics

KW - Weights for component hypotheses

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An extended Simes' test

Abstract

Keywords

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