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On the Critical Value Behaviour of Multiple Decision Procedures

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  • H. Finner
  • M. Roters

Abstract

In this paper we investigate the asymptotic critical value behaviour of certain multiple decision procedures as e.g. simultaneous confidence intervals and simultaneous as well as stepwise multiple test procedures. Supposing that n hypotheses or parameters of interest are under consideration we investigate the critical value behaviour when n increases. More specifically, we answer e.g. the question by which amount the lengths of confidence intervals increase when an additional parameter is added to the statistical analysis. Furthermore, critical values of different multiple decision procedures as for instance step‐down and step‐up procedures will be compared. Some general theoretic results are derived and applied for various distributions.

Suggested Citation

  • H. Finner & M. Roters, 2000. "On the Critical Value Behaviour of Multiple Decision Procedures," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(3), pages 563-573, September.
    • Handle: RePEc:bla:scjsta:v:27:y:2000:i:3:p:563-573
    DOI: 10.1111/1467-9469.00207
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