Abstract
The Simes inequality has received considerable attention recently because of its close connection to some important multiple hypothesis testing procedures. We revisit in this article an old result on this inequality to clarify and strengthen it and a recently proposed generalization of it to offer an alternative simpler proof.
Information
Published: 1 January 2008
First available in Project Euclid: 1 April 2008
Digital Object Identifier: 10.1214/193940307000000167
Subjects:
Primary:
62G30
,
62H15
Keywords:
multivariate totally positive of order two
,
positive dependence through stochastic ordering
,
Probability inequalities
,
Simes test
,
symmetric multivariate normal
,
symmetric multivariate t
Rights: Copyright © 2008, Institute of Mathematical Statistics
