TY - JOUR
T1 - Multiple hypothesis tests based On conditional differences in means
AU - Wörz, Sascha
AU - Bernhardt, Heinz
AU - Gräff, Anja
AU - Stefan, Huber
N1 - Publisher Copyright:
© 2018, © 2018 Taylor & Francis Group, LLC.
PY - 2019/2/16
Y1 - 2019/2/16
N2 - Many hypothesis tests are univariate tests and cannot cope with multiple hypothesis without an auxiliary procedure as e. g. the Bonferroni-Holm-procedure. At the same time, there is an urgent need for testing multiple hypothesis due to the very simple existing methods as the Bonferroni-correction or the Bonferroni-Holm-procedure, which suffers from a very small local significance level to detect statistical inferences or the drawback that logical and statistical dependencies among the test statistics are not used, whereby its detection is NP-hard. In honour of this occasion, we present a multiple hypothesis test for i.i.d. random variables based on conditional differences in means, which is capable to cope with multiple hypothesis and does not suffer on such drawbacks as the Bonferroni-correction or the Bonferroni-Holm-procedure. Thereby, the computation time can be neglected.
AB - Many hypothesis tests are univariate tests and cannot cope with multiple hypothesis without an auxiliary procedure as e. g. the Bonferroni-Holm-procedure. At the same time, there is an urgent need for testing multiple hypothesis due to the very simple existing methods as the Bonferroni-correction or the Bonferroni-Holm-procedure, which suffers from a very small local significance level to detect statistical inferences or the drawback that logical and statistical dependencies among the test statistics are not used, whereby its detection is NP-hard. In honour of this occasion, we present a multiple hypothesis test for i.i.d. random variables based on conditional differences in means, which is capable to cope with multiple hypothesis and does not suffer on such drawbacks as the Bonferroni-correction or the Bonferroni-Holm-procedure. Thereby, the computation time can be neglected.
KW - Conditional Differences In Means
KW - Multiple Hypothesis Testing
KW - Statistical Inferences in Multivariate Data
UR - http://www.scopus.com/inward/record.url?scp=85043385732&partnerID=8YFLogxK
U2 - 10.1080/03610926.2018.1425452
DO - 10.1080/03610926.2018.1425452
M3 - Article
AN - SCOPUS:85043385732
SN - 0361-0926
VL - 48
SP - 1033
EP - 1041
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 4
ER -