This paper reviews important concepts and methods that are useful for hypothesis testing.First, we discuss the Neyman-Pearson framework. Various approaches to optimalityare presented, including finite-sample and large-sample optimality. Then, some of the mostimportant methods are summarized, as...

Consider the problem of testing s hypotheses simultaneously. In order to deal with themultiplicity problem, the classical approach is to restrict attention to procedures that controlthe familywise error rate (FWE). Typically, it is known how to construct tests of the individualhypotheses, and...