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

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

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.