Multiple comparison procedures based on the maximal component of the cumulative chi-squared statistic

Abstract

SUMMARY Multiple comparison procedures based on the maximal component of the cumulative chi-squared statistic are discussed. The Markov properties for the successive components of the cumulative chi-squared statistic are proved and applied for obtaining the p - value of the maximal component in each of the one-way and the two-way analysis of variance models and the two-way contingency table. The power of the multiple comparison procedure is compared with those for some well-known procedures in the setting of Williams (1971) for detecting the change point from the zero level.