| Abstract: | Based on the concept of the multiple level of significance two criteria for assessing the performance of multiple tests are proposed: The simultaneous power is defined as the probability of rejecting all false null hypotheses. The probability of a correct decision is defined as the probability of correctly rejecting all false null hypotheses and accepting all true ones. Both criteria are discussed for nonstagewise and stagewise procedures in case of independent test statistics. For the example of 5 independently and normally distributed test statistics the values of the two criteria are calcutated under reasonably simple alternatives. |
