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Computational Statistics

, Volume 16, Issue 1, pp 165–171 | Cite as

An algorithm for construction of multiple hypothesis testing

  • Koon-Shing Kwong
Article

Summary

Recently, the Simes method for constructing multiple hypothesis tests involving multivariate distributions of the test statistics with a particular form of positive dependence has been proved to strongly control the Type I familywise error rate. In this paper, an algorithm is provided so that distributions of ordered test statistics with certain correlation structures can be exactly and efficiently evaluated. Therefore, in some multiple hypothesis testing we can apply the algorithm to obtain tests which are more powerful than the conservative tests based on the Simes method. An example of how to apply the algorithm to the step-up multiple test procedure with a control treatment is presented.

Keywords

Familywise error rate Multiple comparisons with a control Multivariate t distribution 

Notes

Acknowledgments

The author is grateful to the associate editor for those helpful comments.

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Copyright information

© Physica-Verlag 2001

Authors and Affiliations

  • Koon-Shing Kwong
    • 1
  1. 1.Department of Statistics and Applied ProbabilityNational University of SingaporeSingaporeSingapore

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