Summary
Two-sided test procedures fork real parameters should point out in the case of rejection whether the left or the right alternative can be assumed. This sets up a multiple testing problem fork pairs of one-sided hypotheses. Holm's (1979, Scandinavian Journal of Statistics 6:65–70) sequentially rejective test provides a solution the critical levels of which are slightly improved. Considerable improvement is obtained when the hypotheses are redefined to be disjoint in pairs.
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References
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Bauer, P., Hackl, P., Hommel, G. et al. Multiple testing of pairs of one-sided hypotheses. Metrika 33, 121–127 (1986). https://doi.org/10.1007/BF01894737
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DOI: https://doi.org/10.1007/BF01894737