Correction Factor of FWER for Normal Distribution in Nearly Independent Setup
Statistics Theory
2023-06-21 v1 Statistics Theory
Abstract
In this paper, we have attempted to study the behaviour of the family wise error rate (FWER) for Bonferroni's procedure in a nearly independent setup for normal distribution. In search for a suitable correlation penalty, it has been noted that the root mean square (RMS) of correlations is not appropriate under this setup as opposed to the study of \cite{efron2007correlation}. We have provided a suitable correction factor for deviation from independence and approximated the FWER under this nearly independent setup.
Keywords
Cite
@article{arxiv.2306.10546,
title = {Correction Factor of FWER for Normal Distribution in Nearly Independent Setup},
author = {Nabaneet Das and Subir K. Bhandari},
journal= {arXiv preprint arXiv:2306.10546},
year = {2023}
}