A simple sequentially rejective multiple test procedure

S Holm�- Scandinavian journal of statistics, 1979 - JSTOR
S Holm
Scandinavian journal of statistics, 1979JSTOR
This paper presents a simple and widely applicable multiple test procedure of the
sequentially rejective type, ie hypotheses are rejected one at a time until no further
rejections can be done. It is shown that the test has a prescribed level of significance
protection against error of the first kind for any combination of true hypotheses. The power
properties of the test and a number of possible applications are also discussed.
This paper presents a simple and widely applicable multiple test procedure of the sequentially rejective type, i.e. hypotheses are rejected one at a time until no further rejections can be done. It is shown that the test has a prescribed level of significance protection against error of the first kind for any combination of true hypotheses. The power properties of the test and a number of possible applications are also discussed.
JSTOR