Open Access
VOL. 1 | 2008 On the Simes inequality and its generalization
Sanat K. Sarkar

Editor(s) N. Balakrishnan, Edsel A. Peña, Mervyn J. Silvapulle

Inst. Math. Stat. (IMS) Collect., 2008: 231-242 (2008) DOI: 10.1214/193940307000000167


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.


Published: 1 January 2008
First available in Project Euclid: 1 April 2008

Digital Object Identifier: 10.1214/193940307000000167

Primary: 62G30 , 62H15

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

Rights: Copyright © 2008, Institute of Mathematical Statistics

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