Characterization of Bayes Procedures for Multiple Endpoint Problems and Inadmissibility of the Step-up Procedure 1

@inproceedings{Cohen2005CharacterizationOB,
title={Characterization of Bayes Procedures for Multiple Endpoint Problems and Inadmissibility of the Step-up Procedure 1},
author={Arthur Cohen and Harold Sackrowitz},
year={2005}
}

The problem of multiple endpoint testing for k endpoints is treated as a 2 k finite action problem. The loss function chosen is a vector loss function consisting of two components. The two components lead to a vector risk. One component of the vector risk is the false rejection rate (FRR), that is, the expected number of false rejections. The other component is the false acceptance rate (FAR), that is, the expected number of acceptances for which the corresponding null hypothesis is false. This… CONTINUE READING