Some probability inequalities for ordered MTP2 random variables:: A proof of the Simes conjecture

• 成果类型: Article
• 署名作者: Sarkar, SK
• 署名单位: Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 494-504
• 关键词: IMPROVED BONFERRONI PROCEDURE; multiple tests; distributions; orderings

摘要

Some new probability inequalities involving the ordered components of an MTP2 random vector are derived, which provide an analytical proof of an important conjecture in the field of multiple hypothesis testing. This conjecture has been mostly validated so far using simulation.