The application of hunters inequality in simultaneous testing
Bauer, P.; Hackl, P.
Biometrical Journal 27(1): 25-38
1985
ISSN/ISBN: 0323-3847
DOI: 10.1002/bimj.4710270104
Accession: 006602308
Using the inequality given by Hunter (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.