Institute of Mathematical Statistics Lecture Notes - Monograph Series

Compatible confidence intervals for intersection union tests involving two hypotheses

Klaus Strassburger, Frank Bretz, and Yosef Hochberg

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The intersection union test is a standard test in situations where the rejection of all elements of a set of $k$ hypotheses is required. In particular, the intersection union test is known to be uniformly most powerful within a certain class of monotone level$-\alpha$ tests. In this article we consider the special case of $k=2$. We consider the problem of deriving simultaneous confidence intervals which are compatible with the associated test decisions. We apply the general partitioning principle of Finner and Strassburger (2002) to derive a general method to construct confidence intervals which are compatible to a given test. Several examples of partitioning the two-dimensional parameter space are given and their characteristics are discussed in detail. The methods in this paper are illustrated by two gold standard clinical trials, where a new treatment under investigation is compared to both a placebo group and a standard therapy.

Chapter information

Y. Benjamini, F. Bretz and S. Sarkar, eds., Recent Developments in Multiple Comparison Procedures (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2004), 129-142

First available in Project Euclid: 28 November 2007

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Digital Object Identifier

Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62F03: Hypothesis testing
Secondary: 62J15: Paired and multiple comparisons

multiple hypotheses testing min-test partitioning principle gold standard clinical trials stepwise testing

Copyright © 2004, Institute of Mathematical Statistics


Strassburger, Klaus; Bretz, Frank; Hochberg, Yosef. Compatible confidence intervals for intersection union tests involving two hypotheses. Recent Developments in Multiple Comparison Procedures, 129--142, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2004. doi:10.1214/lnms/1196285631.

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