Behaviour of FWER in Normal Distributions

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 t...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2022-01
Main Author: Dey, Monitirtha
Format: Article
Language:English
Subjects:
Asymptotic methods
Asymptotic properties
Error analysis
Upper bounds
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
ISSN:2331-8422