If F is the number of false discoveries of some multiple testing procedure, then show the per-family

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If F is the number of false discoveries of some multiple testing procedure, then show the per-family error rate E(F) satisfies the crude inequalities P{F ≥ 1} ≤ E(F) ≤ s P{F ≥ 1} , where s is the number of hypotheses under test. Hence, if a method controls E(F)

at α, then it also controls the FWER at α. Show that the Bonferroni method controls both at α. What about the Holm method?

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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