Skip Navigation

Biometrika 1996 83(4):928-933; doi:10.1093/biomet/83.4.928
© 1996 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by SAMUEL-CAHN, E.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

MISCELLANEA

Is the Simes improved Bonferroni procedure conservative?

ESTER SAMUEL-CAHN

Department of Statistics, The Hebrew University of Jerusalem Jerusalem 91905, Israel

Simes (1986) proposed a modified Bonferroni procedure for conducting multiple tests of significance. He proved that, when the n test statistics are independent, his procedure has exact size {alpha}. Already Hommel(1983) had considered a similar procedure and shown that it need not be conservative. He gave an attainable upper bound for its anticonservativeness. Here we show that, for one-sided tests based on positively correlated bivariate normal test statistics, the procedure is conservative, and for negatively correlated such variables it is anticonservative. Two-sided tests based on bivariate normal variables are always conservative. Some numerical values are given, which show that for all practical purposes the nominal {alpha}-value can be used.

Key Words: Anticonservative test • Bivariate normal distribution • Conservative test • Modified Bonferroni procedure


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 BiometrikaHome page
A. C. Tamhane and L. Liu
On weighted Hochberg procedures
Biometrika, June 1, 2008; 95(2): 279 - 294.
[Abstract] [PDF]

Home page
 Br. J. PsychiatryHome page
E. A. Latimer, T. Lecomte, D. R. Becker, R. E. Drake, I. Duclos, M. Piat, N. Lahaie, M.-S. St-Pierre, C. Therrien, and H. Xie
Generalisability of the individual placement and support model of supported employment: results of a Canadian randomised controlled trial
The British Journal of Psychiatry, July 1, 2006; 189(1): 65 - 73.
[Abstract] [Full Text] [PDF]

Home page
 Behav EcolHome page
S. M. Durant
Living with the enemy: avoidance of hyenas and lions by cheetahs in the Serengeti
Behav. Ecol., November 1, 2000; 11(6): 624 - 632.
[Abstract] [Full Text] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.