AN IMPROVED BONFERRONI PROCEDURE FOR MULTIPLE TESTS OF SIGNIFICANCE
AN IMPROVED BONFERRONI PROCEDURE FOR MULTIPLE TESTS OF SIGNIFICANCE
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DOI：
10.2307/2336545
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发表时间：
1986-12-01
期刊：
影响因子：
2.7
通讯作者：
SIMES, RJ
中科院分区：
文献类型：
--
作者：
SIMES, RJ
提出了一种修正的Bonferroni检验多个假设的过程。该方法基于个体检验的有序p值，比经典Bonferroni程序保守性更低，但仍然易于应用。模拟研究表明，该过程的I类错误的概率不超过正常显著性水平α，用于各种多元正态和多元伽马检验统计量。对于独立测试，该过程具有等于α的I类错误概率。当涉及到几个高度相关的检验统计量时，该方法比经典的Bonferroni程序显得特别有利。
A modification of the Bonferroni procedure for testing multiple hypotheses is presented. The method, based on the ordered p-values of the individual tests, is less conservative than the classical Bonferroni procedure but is still simple to apply. A simulation study shows that the probability of a type I error of the procedure does not exceed the normal significance level, .alpha., for a variety of multivariate normal and multivariate gamma test statistics. For independent tests the procedure has type I error probability equal to .alpha.. The method appears particularly advantageous over the classical Bonferroni procedure when several highly-correlated test statistics are involved.