Title

Multiple testing and simultaneous confidence intervals: Calculation of constants

Authors

Authors

P. N. Somerville

Comments

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Abbreviated Journal Title

Comput. Stat. Data Anal.

Keywords

multiple testing; multiple comparisons; simultaneous confidence; intervals; multivariate integral; Monte Carlo; numerical integration; interactive computing; Computer Science, Interdisciplinary Applications; Statistics &; Probability

Abstract

A methodology has been developed which makes it possible to calculate efficiently, in an interactive mode, the constants required for a large class of multiple hypotheses tests and simultaneous confidence interval estimates. The method is a mixture of Monte Carlo and numerical integration, taking into account the special structure of the (acceptance) regions. An interactive Fortran 90 program, QINTER2, and a batch program QBATCH2 have been written to implement the methodology. Sample results are given. (C) 1997 Elsevier Science B.V.

Journal Title

Computational Statistics & Data Analysis

Volume

25

Issue/Number

2

Publication Date

1-1-1997

Document Type

Article

Language

English

First Page

217

Last Page

233

WOS Identifier

WOS:A1997XN78300007

ISSN

0167-9473

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