A note on step-up test in orthogonal saturated designs

Abstract: Let be the th order statistic of for , where ''s follow independent normal distributions with respective means and common variance . In this paper, we provide a stochastic ordering of the random vector as the ''s change for any given . With this result and the assumption of effect sparsity, we construct a step-up simultaneous testing procedure that strongly controls experimentwise error rate for a sequence of null hypotheses regarding the number of negligible effects (zero ''s) in orthogonal saturated designs. [Copyright &y& Elsevier]