Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150818 | Statistical Methodology | 2015 | 15 Pages |
Abstract
Sequential methods are developed for conducting a large number of simultaneous tests while controlling the Type I and Type II generalized familywise error rates. Namely, for the chosen values of α, β, k, and m, we derive simultaneous tests of d individual hypotheses, based on sequentially collected data, that keep the probability of at least k Type I errors not exceeding level α and the probability of at least m Type II errors not greater than β. This generalization of the classical notions of familywise error rates allows substantial reduction of the expected sample size of the multiple testing procedure.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shyamal K. De, Michael Baron,