The Interval Property in Multiple Testing of Pairwise Differences

作者：Cohen Arthur^*; Sackrowitz Harold

来源：Statistical Science, 2012, 27(2): 294-307.

DOI：10.1214/11-STS372

• All pairwise differences
• change point
• multinomial distributions
• multivariate normal distributions
• rank tests
• step-down procedure
• step-up procedure
• stochastic order
• treatments versus control

The usual step-down and step-up multiple testing procedures most often lack an important intuitive, practical, and theoretical property called the interval property. In short, the interval property is simply that for an individual hypothesis, among the several to be tested, the acceptance sections of relevant statistics are intervals. Lack of the interval property is a serious shortcoming. This shortcoming is demonstrated for testing various pairwise comparisons in multinomial models, multivariate normal models and in nonparametric models.
Residual based stepwise multiple testing procedures that do have the interval property are offered in all these cases.

• 出版日期2012-5