Helmut Finner (Deutsches Diabetes-Forschungsinstitut an der Heinrich-Heine-Universität Düsseldorf, Germany),

Markus Roters (Universität Potsdam, Germany)

Multiple hypotheses testing and expected type I errors

In this paper we investigate the behaviour of the expected number of type I errors EVn (say) of multiple test procedures for n hypotheses H1, ..., Hn, where the random variable Vn denotes the number of type I errors. Special attention will be focussed on procedures controlling a multiple level and the case that all hypotheses are true. We consider (i) single-step, step-down and step-up procedures based on independent p-values, (ii) test procedures based on exchangeable test statistics and (iii) test procedures based on the range statistics. The behaviour of EVn will be studied especially for the case that n tends to infinity.

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