On the Simes inequality and its generalization
Sanat K. Sarkar
Abstract
The Simes inequality has received considerable attention recently because of its close connection to some important multiple hypothesis testing procedures. We revisit in this article an old result on this inequality to clarify and strengthen it and a recently proposed generalization of it to offer an alternative simpler proof.
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Primary Subjects: 62G30, 62H15
Keywords: multivariate totally positive of order two; positive dependence through stochastic ordering; probability inequalities; Simes test; symmetric multivariate normal; symmetric multivariate t
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Permanent link to this document: http://projecteuclid.org/euclid.imsc/1207058276
Digital Object Identifier: doi:10.1214/193940307000000167
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