Show the Bonferroni procedure, while generally conservative, can have FWER = by exhibiting a joint distribution

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Show the Bonferroni procedure, while generally conservative, can have FWER = α by exhibiting a joint distribution for (ˆp1,..., pˆs) and satisfying

(9.4) such that P{mini pˆi ≤ α/s} = α.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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