The Annals of Statistics

Some probability inequalities for ordered $\rm MTP\sb 2$ random variables: a proof of the Simes conjecture

Sanat K. Sarkar

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Abstract

Some new probability inequalities involving the ordered components of an $MTP_2$ random vector are derived, which provide an analytical proof of an important conjecture in the field of multiple hypothesis testing. This conjecture has been mostly validated so far using simulation.

Article information

Source
Ann. Statist., Volume 26, Number 2 (1998), 494-504.

Dates
First available in Project Euclid: 31 July 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1028144846

Digital Object Identifier
doi:10.1214/aos/1028144846

Mathematical Reviews number (MathSciNet)
MR1626047

Zentralblatt MATH identifier
0929.62065

Subjects
Primary: 62H15: Hypothesis testing 62H99: None of the above, but in this section

Keywords
$P$-values Simes test positive dependence

Citation

Sarkar, Sanat K. Some probability inequalities for ordered $\rm MTP\sb 2$ random variables: a proof of the Simes conjecture. Ann. Statist. 26 (1998), no. 2, 494--504. doi:10.1214/aos/1028144846. https://projecteuclid.org/euclid.aos/1028144846


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