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The Application of Hunter's Inequality in Simultaneous Testing
Authors:P. Bauer  P. Hackl
Abstract: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.
Keywords:Hunter's inequality  Bonferroni's inequality  simultaneous testing  overall hypothesis testing  multiple hypothesis testing  sequentially rejective test  repeated significance test  change-point detection  Dunnett-test
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