On the Assessment of the Performance of Multiple Test Procedures

作者: P. Bauer

DOI: 10.1002/BIMJ.4710290803

关键词:

摘要: Based on the concept of multiple level significance two criteria for assessing performance tests are proposed: The simultaneous power is defined as probability rejecting all false null hypotheses. a correct decision correctly hypotheses and accepting true ones. Both discussed nonstagewise stagewise procedures in case independent test statistics. For example 5 independently normally distributed statistics values calcutated under reasonably simple alternatives.

参考文章(7)
Peter Bauer, Peter Hackl, Multiple testing in a set of nested hypotheses Statistics. ,vol. 18, pp. 345- 349 ,(1987) , 10.1080/02331888708802026
E. L. Lehmann, A Theory of Some Multiple Decision Problems. II Annals of Mathematical Statistics. ,vol. 28, pp. 621- 645 ,(1957) , 10.1007/978-1-4614-1412-4_53
Juliet Popper Shaffer, Control of Directional Errors with Stagewise Multiple Test Procedures Annals of Statistics. ,vol. 8, pp. 1342- 1347 ,(1980) , 10.1214/AOS/1176345205
P. Bauer, P. Hackl, G. Hommel, E. Sonnemann, Multiple testing of pairs of one-sided hypotheses Metrika. ,vol. 33, pp. 121- 127 ,(1986) , 10.1007/BF01894737
RUTH MARCUS, PERITZ ERIC, K. R. GABRIEL, On closed testing procedures with special reference to ordered analysis of variance Biometrika. ,vol. 63, pp. 655- 660 ,(1976) , 10.1093/BIOMET/63.3.655
Emil Spjotvoll, On the Optimality of Some Multiple Comparison Procedures Annals of Mathematical Statistics. ,vol. 43, pp. 398- 411 ,(1972) , 10.1214/AOMS/1177692621