On the Simes inequality and its generalization

Mathematics – Statistics Theory

Scientific paper

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Published in at http://dx.doi.org/10.1214/193940307000000167 the IMS Collections (http://www.imstat.org/publications/imscollec

Scientific paper

10.1214/193940307000000167

The Simes inequality has received considerable attention recently because of
its close connection to some important multiple hypothesis testing procedures.
We revisit in this article an old result on this inequality to clarify and
strengthen it and a recently proposed generalization of it to offer an
alternative simpler proof.

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