Name: Chen

Firstname: Jie

Title: Biometrician

Institution: Merck & Co., Inc.

Street: 770 Sumneytown Pike, WP37C-305

City: West Point

Zip-Code: 19486

Country: USA

Phone: (215)6529285

Fax: (215)652-3355

Email: jie_chen@merck.com

Authors: Jie Chen and Sanat K. Sarkar Merck Research Laboratories and Temple University

Title: A Bayesian Approach to Stepwise Simultaneous Testing

Abstract: We propose a Bayesian procedure for simultaneous testing of \textit{k} null hypotheses. This procedure starts with testing the intersection of all the null hypotheses by comparing the corresponding Bayes factor to a constant. If this intersection hypothesis is accepted the procedure stops by declaring all the hypotheses to be true; otherwise, it declares the hypothesis with the smallest posterior probability to be false and continues to the next step where the intersection of the alternatives to the rejected hypotheses with the remaining null hypotheses is tested using its Bayes factor. The procedure continues until an acceptance occurs or all the hypotheses are rejected. The hierarchical model structure is considered in general case. The stepwise Bayes factors are derived in a variety of situations, involving point null hypotheses as well as those arising in one-sided testing problems. Finally, the procedure is illustrated for testing the equality of normal means with known and unknown equal variance and the equality of normal variances as well as binomial proportions. The advantages and disadvantages of the procedure are discussed.\\ \\ Key Words: Hierarchical priors; Posterior probabilities of hypotheses; Bayes factor; Point null hypothesis; One-sided hypothesis.

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