Constrained Bayesian Method for Testing Multiple Hypotheses in Sequential Experiments

Abstract

A sequential method based on constrained Bayesian methods is developed for testing multiple hypotheses. It controls the family-wise error rate and the family-wise power in a more accurate form than the Bonferroni or intersection scheme using the ideas of step-up and step-down methods for multiple comparisons of sequential designs. The new method surpasses the existing testing methods proposed earlier in a substantial reduction of the expected sample size.

Keywords:

• Bonferroni scheme
• Constrained Bayesian method
• Family-wise error rate
• Intersection scheme
• Multiple hypotheses
• Sequential method

Subject Classifications:

• 62F15
• 62F03

ACKNOWLEDGMENTS

I thank the Editor, Associate Editor, and referee(s) for their substantial help in revising this article.

Notes

Recommended by Wolfgang Schmid