AN IMPROVED BONFERRONI PROCEDURE FOR MULTIPLE TESTS OF SIGNIFICANCE
成果类型：
Article
署名作者：
SIMES, RJ
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2336545
发表日期：
1986
页码：
751754
关键词：
摘要：
A modification of the Bonferroni procedure for testing multiple hypotheses is presented. The method, based on the ordered p-values of the individual tests, is less conservative than the classical Bonferroni procedure but is still simple to apply. A simulation study shows that the probability of a type I error of the procedure does not exceed the normal significance level, .alpha., for a variety of multivariate normal and multivariate gamma test statistics. For independent tests the procedure has type I error probability equal to .alpha.. The method appears particularly advantageous over the classical Bonferroni procedure when several highly-correlated test statistics are involved.