Correction Factor of FWER for Normal Distribution in Nearly Independent Setup

Nabaneet Das; Subir K. Bhandari

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arXiv · 2306.10546

Correction Factor of FWER for Normal Distribution in Nearly Independent Setup

Nabaneet Das·Subir K. Bhandari

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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.

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Nabaneet Das, Subir K. Bhandari. 2023-06-18. Correction Factor of FWER for Normal Distribution in Nearly Independent Setup. https://arxiv.org/abs/2306.10546

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