An extended Simes' test

Yosef Hochberg*, Uri Liberman

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)101-105
Number of pages5
JournalStatistics and Probability Letters
Volume21
Issue number2
DOIs
StatePublished - 23 Sep 1994

Keywords

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

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