A Uniform Improvement of Bonferroni-Type Tests by Sequential Tests
通过序贯检验一致改进 Bonferroni 类检验
We propose a new method to uniformly improve cutoff tests (as, e.g., the Bonferroni test) by replacing them with a sequential testing procedure. The proposed procedure provides a uniform improvement—that is, it rejects the null hypothesis at least in all cases where the original procedure does, has level α, and never requires a sample size larger than that of the original procedure. Information on the often-unknown joint distribution of the test statistics across the…