In Example 9.1.7, verify that the stepdown procedure based on the maximum of X j / j,j
Question:
In Example 9.1.7, verify that the stepdown procedure based on the maximum of X j /
√σj,j improves upon the Holm procedure. By Theorem 9.1.3, the procedure has FWER ≤ α. Compare the two procedures in the case σi,i = 1, σi,j = ρ
if i = j; consider ρ = 0 and ρ → 1.
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Related Book For 
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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