Some probability inequalities for ordered $\rm MTP\sb 2$ random variables: a proof of the Simes conjecture

Sanat K. Sarkar

Type: Article

Publication Date: 1998-04-01

Citations: 238

DOI: https://doi.org/10.1214/aos/1028144846

Abstract

Some new probability inequalities involving the ordered components of an $MTP_2$ random vector are derived, which provide an analytical proof of an important conjecture in the field of multiple hypothesis testing. This conjecture has been mostly validated so far using simulation.

Locations

The Annals of Statistics - View - PDF

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