Correction Factor of FWER for Normal Distribution in Nearly Independent Setup

06/18/2023

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by   Nabaneet Das, et al.

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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 <cit.>. We have provided a suitable correction factor for deviation from independence and approximated the FWER under this nearly independent setup.