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Biometrika Advance Access published online on October 12, 2009

Biometrika, doi:10.1093/biomet/asp048
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© 2009 Biometrika Trust

Miscellanea

A note on adaptive Bonferroni and Holm procedures under dependence

Wenge Guo

Department of Mathematical Sciences, New Jersey Institute of Technology, University Heights, New Jersey 07102-1982, U.S.A. wenge.guo{at}gmail.com

Received for publication 1 March 2008. Revision received 1 March 2009.
   Abstract

Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini’s adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.

Key Words: Bonferroni procedure • Conditional dependence • Familywise error rate • Holm procedure • Multiple testing • Step-down procedure


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