FWER goes to zero for correlated normal

Article Type

Research Article

Publication Title

Statistics and Probability Letters

Abstract

We study the limiting behavior of Bonferroni FWER in a multiple testing problem as the number of hypotheses grows to infinity. We establish that in the equicorrelated normal setup with positive equicorrelation, Bonferroni FWER tends to zero asymptotically. We extend this result for generalized familywise error rates and to arbitrarily correlated Normal setup.

DOI

https://10.1016/j.spl.2022.109700

Publication Date

2-1-2023

Comments

Open Access, Green

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