Behaviour of FWER in Normal Distributions
Statistics Theory
2022-01-27 v2 Probability
Statistics Theory
Abstract
Familywise error rate (FWER) has been a cornerstone in simultaneous inference for decades, and the classical Bonferroni method has been one of the most prominent frequentist approaches for controlling FWER. The present article studies the behavior of the FWER for Bonferroni procedure in a multiple testing problem. We establish upper bounds on FWER for Bonferroni method under the equicorrelated and general normal setups in nonasymptotic case.
Keywords
Cite
@article{arxiv.2107.00146,
title = {Behaviour of FWER in Normal Distributions},
author = {Monitirtha Dey},
journal= {arXiv preprint arXiv:2107.00146},
year = {2022}
}
Comments
12 pages, 2 figures