在一般的逐步多重检验程序中霍尔姆程序的最优性。
Optimality of the Holm procedure among general step-down multiple testing procedures.
作者信息
Gordon Alexander Y, Salzman Peter
机构信息
Department of Mathematics and Statistics, University of North Carolina at Charlotte, 9201 University City Blvd, Charlotte, NC 28223, USA; E-mail:
出版信息
Stat Probab Lett. 2008 Sep 15;78(13):1878-1884. doi: 10.1016/j.spl.2008.01.055.
We study the class of general step-down multiple testing procedures, which contains the usually considered procedures determined by a nondecreasing sequence of thresholds (we call them threshold step-down, or TSD, procedures) as a parametric subclass. We show that all procedures in this class satisfying the natural condition of monotonicity and controlling the family-wise error rate (FWER) at a prescribed level are dominated by one of them - the classical Holm procedure. This generalizes an earlier result pertaining to the subclass of TSD procedures (Lehmann and Romano, Testing Statistical Hypotheses, 3rd ed., 2005). We also derive a relation between the levels at which a monotone step-down procedure controls the FWER and the generalized FWER (the probability of k or more false rejections).
我们研究了一般的逐步多重检验程序类，其中包含通常所考虑的由非递减阈值序列确定的程序（我们称它们为阈值逐步下降程序，或TSD程序）作为一个参数子类。我们表明，该类中所有满足单调性自然条件并在规定水平上控制族错误率（FWER）的程序都被其中一个程序——经典的霍尔姆程序所主导。这推广了早期关于TSD程序子类的一个结果（Lehmann和Romano，《检验统计假设》，第3版，2005年）。我们还推导了单调逐步下降程序控制FWER的水平与广义FWER（k个或更多错误拒绝的概率）之间的关系。
Zotero 插件