On the Simes inequality and its generalization

DOI10.1214/193940307000000167arXiv0805.2322MaRDI QIDQ6209533FDOQ6209533

Publication date: 15 May 2008

Abstract: The Simes inequality has received considerable attention recently because of its close connection to some important multiple hypothesis testing procedures. We revisit in this article an old result on this inequality to clarify and strengthen it and a recently proposed generalization of it to offer an alternative simpler proof.

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)

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