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On the Simes inequality and its generalization

Sanat K. Sarkar

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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.

Chapter information

Source
N. Balakrishnan, Edsel A. Peña and Mervyn J. Silvapulle, eds., Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2008), 231-242

Dates
First available in Project Euclid: 1 April 2008

Permanent link to this document
http://projecteuclid.org/euclid.imsc/1207058276

Digital Object Identifier
doi:10.1214/193940307000000167

Subjects
Primary: 62G30: Order statistics; empirical distribution functions 62H15: Hypothesis testing

Keywords
multivariate totally positive of order two positive dependence through stochastic ordering probability inequalities Simes test symmetric multivariate normal symmetric multivariate t

Citation

Sarkar, Sanat K. On the Simes inequality and its generalization. Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen, 231--242, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2008. doi:10.1214/193940307000000167. http://projecteuclid.org/euclid.imsc/1207058276.


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