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Zbl 0613.62067
Simes, R.J.
An improved Bonferroni procedure for multiple tests of significance. (English)
[J] Biometrika 73, 751-754 (1986). ISSN 0006-3444; ISSN 1464-3510/e

A modification of the Bonferroni procedure for testing multiple hypotheses is presented. The method, based on the ordered p-values of the individual tests, is less conservative than the classical Bonferroni procedure but is still simple to apply. A simulation study shows that the probability of a type I error of the procedure does not exceed the nominal significance level, $\alpha$, for a variety of multivariate normal and multivariate gamma test statistics. For independent tests the procedure has type I error probability equal to $\alpha$. The method appears particularly advantageous over the classical Bonferroni procedure when several highly-correlated test statistics are involved.

MSC 2000:: *62H15 Multivariate hypothesis testing
65C99 Numerical simulation
62J15 Multiple comparisons

Keywords: Bonferroni inequality; modified Bonferroni procedure; power comparisons; testing multiple hypotheses; ordered p-values; simulation study; multivariate normal; multivariate gamma; highly-correlated test statistics

Cited in: Zbl 1162.62068 Zbl 1173.62036 Zbl 1152.62357 Zbl 1146.62312 Zbl 1138.62040 Zbl 1156.62049 Zbl 1125.62076 Zbl 1109.62065 Zbl 1099.62075 Zbl 1026.62057 Zbl 1014.62015 Zbl 0985.62056 Zbl 1063.62523 Zbl 1063.62559 Zbl 1054.62507 Zbl 0978.62057 Zbl 0929.62065 Zbl 0912.62079 Zbl 0885.62020 Zbl 0851.62054 Zbl 0803.62058

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