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A Simple Sequentially Rejective Multiple Test Procedure

Sture Holm
Scandinavian Journal of Statistics
Vol. 6, No. 2 (1979), pp. 65-70
Stable URL: http://www.jstor.org/stable/4615733
Page Count: 6
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
A Simple Sequentially Rejective Multiple Test Procedure
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Abstract

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.

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