Simes' procedure is 'valid on average'

• 成果类型: Article
• 署名作者: Rodland, Einar Andreas
• 署名单位: University of Oslo; National Hospital Norway
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/93.3.742
• 发表日期: 2006
• 页码: 742746
• 关键词: bonferroni procedure; testing procedures; multiple tests

摘要

Although Simes' modification of the Bonferroni procedure tends to perform very well, albeit often being slightly liberal for negatively dependent hypotheses, there are special cases where it fails more dramatically. We prove that these special cases are indeed special, applying only to specific significance levels, and obtain a strong bound on the average deviation of the Simes corrected P-value from the true probability over any interval of P-values. From this, it is argued that Simes' procedure should be expected to perform well except for pathological examples.