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Some correlations in intersection-union tests and their relationship with complete power

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  • Liu, Fang

Abstract

We explore the relationship between some correlations and complete power in intersection-union tests. We invalidate the approach of using the product of individual powers from testing each individual hypothesis as a lower bound estimate of the complete power, assuming nonnegative correlations.

Suggested Citation

  • Liu, Fang, 2011. "Some correlations in intersection-union tests and their relationship with complete power," Statistics & Probability Letters, Elsevier, vol. 81(4), pages 518-523, April.
  • Handle: RePEc:eee:stapro:v:81:y:2011:i:4:p:518-523
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    References listed on IDEAS

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    1. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549, October.
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