English

On the Simes inequality and its generalization

Statistics Theory 2008-12-18 v1 Statistics Theory

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.

Keywords

Cite

@article{arxiv.0805.2322,
  title  = {On the Simes inequality and its generalization},
  author = {Sanat K. Sarkar},
  journal= {arXiv preprint arXiv:0805.2322},
  year   = {2008}
}

Comments

Published in at http://dx.doi.org/10.1214/193940307000000167 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)

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