The Annals of Statistics

Optimum Significance Levels for Multistage Comparison Procedures

E. L. Lehmann and Juliet Popper Shaffer

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Abstract

The framework for multistage comparison procedures in the present paper is roughly that introduced by Duncan and treated more fully by Tukey. In the present paper we consider the problem of finding the optimum allocation of nominal significance levels for successive stages. The optimum procedure we obtain when the number $s$ of treatments is odd, and the compromise procedure we propose for even $s$, essentially agree with a procedure suggested by Tukey. The agreement is exact when $s$ is even and close when $s$ is odd. The results of the present paper apply among others to the problem of distinguishing normal distributions with known variances, multinomial distributions, Poisson distributions, and distributions in certain nonparametric settings. However, they do not apply exactly to the comparison of normal distributions with a common unknown variance. When the variances are completely unknown, the method applies in principle but faces the difficulty that no exact test is then available for testing the homogeneity of a set of means.

Article information

Source
Ann. Statist. Volume 7, Number 1 (1979), 27-45.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344553

Digital Object Identifier
doi:10.1214/aos/1176344553

Mathematical Reviews number (MathSciNet)
MR515682

Zentralblatt MATH identifier
0401.62057

JSTOR
links.jstor.org

Subjects
Primary: 62F99: None of the above, but in this section
Secondary: 62G99: None of the above, but in this section 62J15: Paired and multiple comparisons

Keywords
Multistage comparison procedures optimal significance levels multiple comparisons maximum error probability power

Citation

Lehmann, E. L.; Shaffer, Juliet Popper. Optimum Significance Levels for Multistage Comparison Procedures. Ann. Statist. 7 (1979), no. 1, 27--45. doi:10.1214/aos/1176344553. https://projecteuclid.org/euclid.aos/1176344553


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