Abstract #302382

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JSM 2003 Abstract #302382
Activity Number: 98
Type: Contributed
Date/Time: Monday, August 4, 2003 : 9:00 AM to 10:50 AM
Sponsor: IMS
Abstract - #302382
Title: Stepwise Rejective Procedure For Exchangeable Models
Author(s): Igor Melnykov*+
Companies: Bowling Green State University
Address: Dept. of Math & Stat., Bowling Green, OH, 43403-0001,
Keywords: simultaneous hypotheses ; p values ; exchangeable statistics
Abstract:

This paper discusses a step-down multiple test procedure with hypotheses Hi when test statistics Xi are exchangeable. Degree two upper bounds are used in the procedure. Due to the fact that test statistics are exchangeable, the amount of calculation required in testing is considerably reduced. In particular, the use of Hunter's inequality for the calculation of bounds can make the procedure very time-consuming in general case. However, with exchangeable events, this inequality simplifies substantially and still gives considerable improvement over the methods that use degree one bounds. The gain in test power over degree one methods is higher when test statistics are highly correlated. Two examples discussed in the paper show a situation where the use of degree two bounds leads to 57-68% increase when Xi follow the t-distribution with 4 degrees of freedom and 66.7% increase when Xi have Exp(1) distribution.

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