(i) Under the assumptions of Theorem 9.1.1, suppose also that the p-values are mutually independent. Then, the...

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(i) Under the assumptions of Theorem 9.1.1, suppose also that the p-values are mutually independent. Then, the procedure which rejects any Hi for which ˆpi < c(α, s)=1 − (1 − α)

1/s controls the FWER.

(i) Compare α/s with c(α, s) and show lims→∞

c(α, s)

(α/s) = − log(1 − α)

α .

For α = .05, this limiting value to 3 decimals is 1.026, so the increase in cutoff value is not substantial.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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