The multivariate- distribution and the Simes inequality

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2013 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 83, pages 227-232 (issn: 0167-7152,

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Authors: Henry W. Block; Thomas H. Savits; Jie Wang; Sanat K. Sarkar;

doi: 10.1016/j.spl.2012.08.013

The multivariate- distribution and the Simes inequality

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Abstract

Abstract Sarkar (1998) showed that certain positively dependent ( MTP 2 ) random variables satisfy the Simes inequality. The multivariate- t distribution does not satisfy this ( MTP 2 ) property, so other means are necessary. A corollary was given in Sarkar (1998) to handle this distribution, but there is an error. In this paper a direct proof is given to show the multivariate- t does satisfy the Simes inequality.

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