On Optimality of Stepdown and Stepup Multiple Test Procedures

نویسندگان

  • E. L. Lehmann
  • Joseph P. Romano
  • Juliet Popper
چکیده

Consider the multiple testing problem of testing k null hypotheses , where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error rate in the strong sense and which satisfy a monotonicity condition. Under these assumptions, we prove certain maximin optimality results for some well-known step-down and stepup procedures.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Further Results on Controlling the False Discovery Proportion

The probability of false discovery proportion (FDP) exceeding γ ∈ [0,1), defined as γ-FDP, has received much attention as a measure of false discoveries in multiple testing. Although this measure has received acceptance due to its relevance under dependency, not much progress has been made yet advancing its theory under such dependency in a nonasymptotic setting, which motivates our research in...

متن کامل

Stepup Procedures for Control of Generalizations of the Familywise Error Rate

Consider the multiple testing problem of testing null hypotheses H1, . . . ,Hs. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of even one false rejection. But if s is large, control of the FWER is so stringent that the ability of a procedure that controls the FWER to detect fals...

متن کامل

Stepdown Procedures Controlling A Generalized False Discovery Rate

Often in practice when a large number of hypotheses are simultaneously tested, one is willing to allow a few false rejections, say at most k−1, for some fixed k > 1. In such a case, the ability of a procedure controlling an error rate measuring at least one false rejection can potentially be improved in terms of its ability to detect false null hypotheses by generalizing this error rate to one ...

متن کامل

Procedures controlling generalized false discovery rate

Procedures controlling error rates measuring at least k false rejections, instead of at least one, can potentially increase the ability of a procedure to detect false null hypotheses in situations where one seeks to control k or more false rejections having tolerated a few of them. The k-FWER, which is the probability of at least k false rejections and generalizes the usual familywise error rat...

متن کامل

Some Generalized Fwer Procedures

In a multiple testing problem where one is willing to tolerate a few false rejections, procedure controlling the familywise error rate (FWER) can potentially be improved in terms of its ability to detect false null hypotheses by generalizing it to control the k-FWER, the probability of falsely rejecting at least k null hypotheses, for some fixed k > 1. Simes’ test for testing the intersection n...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005