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The Application of Hunter's Inequality in Simultaneous Testing
Author(s) -
Bauer P.,
Hackl P.
Publication year - 1985
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710270104
Subject(s) - bivariate analysis , mathematics , bonferroni correction , statistics , inequality , statistical hypothesis testing , econometrics , power (physics) , mathematical analysis , thermodynamics , physics
Using the inequality given by H UNTER (1976) critical limits are derived on the basis of bivariate distributions of the respective statistics for various situations of simultaneous hypothesis testing. The gain in power as compared to the widely used Bonferroni‐inequality can be considerable if at least some of the simultaneously investigated test‐statistics are highly correlated. In such situations, the loss in power as compared to the use of the exact critical limits might be negligible for practical purposes, the exact limits often being hardly accessible.