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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...

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Published in:arXiv.org 2022-01
Main Author: Dey, Monitirtha
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description 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.
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subjects Asymptotic methods
Asymptotic properties
Error analysis
Upper bounds
title Behaviour of FWER in Normal Distributions
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