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On the Critical Value Behaviour of Multiple Decision Procedures
Author(s) -
Finner H.,
Roters M.
Publication year - 2000
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00207
Subject(s) - mathematics , confidence interval , statistics , statistical hypothesis testing , value (mathematics) , multiple comparisons problem , econometrics
In this paper we investigate the asymptotic critical value behaviour of certain multiple decision procedures as e.g. simultaneous confidence intervals and simultaneous as well as stepwise multiple test procedures. Supposing that n hypotheses or parameters of interest are under consideration we investigate the critical value behaviour when n increases. More specifically, we answer e.g. the question by which amount the lengths of confidence intervals increase when an additional parameter is added to the statistical analysis. Furthermore, critical values of different multiple decision procedures as for instance step‐down and step‐up procedures will be compared. Some general theoretic results are derived and applied for various distributions.