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 \cite{efron2007correlation}. We have provided a suitable correction factor for deviation from independence and approximated the FWER under this nearly independent setup.
翻译:本文研究了在正态分布近独立设定下,Bonferroni方法中族系误差率(FWER)的行为。在寻找合适的相关性惩罚项时,注意到与\cite{efron2007correlation}的研究不同,在此设定下相关系数的均方根(RMS)并不适用。我们针对偏离独立性的情况提出了一个合适的修正因子,并近似得到了该近独立设定下的FWER。