Extend the Bonferroni procedure described in the last problem to simultaneous testing. That is, suppose we have
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Extend the Bonferroni procedure described in the last problem to simultaneous testing. That is, suppose we have m hypotheses of interest: H0i versus H1i, i = 1, . . . , m. For testing H0i versus H1i, let Ci,α be a critical region of size α and assume H0i is rejected if Xi ∈ Ci,α, for a sample Xi. Determine a rule so that we can simultaneously test these m hypotheses with a Type I error rate less than or equal to α.
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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