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Biometrika 1990 77(3):663-665; doi:10.1093/biomet/77.3.663
© 1990 by Biometrika Trust
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Miscellanea

A sequentially rejective test procedure based on a modified Bonferroni inequality

DROR M. ROM

Rorer Central Research 800 Business Center Drive, Horsham, Pennsylvania 19044, U.S.A.

A sharper Bonferroni procedure for multiple tests of significance is derived. This procedure is an improvement of Hochberg's (1988) procedure which contrasts the individual P-values with corresponding critical points. It is shown that Hochberg's original procedure is conservative, and can be made more powerful by enlarging the rejection region so that the type-one error is exactly at the nominal level. It is also shown that the modified procedure retains all the desired properties of the original procedure.

Key Words: Consonant test • Multiple tests of significance • Strong control of family-wise error rate.


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