Some probability inequalities for ordered $\rm MTP\sb 2$ random variables: a proof of the Simes conjecture
Sarkar, Sanat K.
Ann. Statist., Tome 26 (1998) no. 3, p. 494-504 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Some new probability inequalities involving the ordered components of an $MTP_2$ random vector are derived, which provide an analytical proof of an important conjecture in the field of multiple hypothesis testing. This conjecture has been mostly validated so far using simulation.
Publié le : 1998-04-14
Classification:  $P$-values,  Simes test,  positive dependence,  62H15,  62H99 
@article{1028144846,
     author = {Sarkar, Sanat K.},
     title = {Some probability inequalities for ordered $\rm MTP\sb 2$ random variables: a proof of the Simes conjecture},
     journal = {Ann. Statist.},
     volume = {26},
     number = {3},
     year = {1998},
     pages = { 494-504},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1028144846}
}

Sarkar, Sanat K. Some probability inequalities for ordered $\rm MTP\sb 2$ random variables: a proof of the Simes conjecture. Ann. Statist., Tome 26 (1998) no. 3, pp.  494-504. http://gdmltest.u-ga.fr/item/1028144846/