Improving the Power of Bonferroni Adjustments under Joint Normality and Exchangeability
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866918351200059392 |
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| author | Hiltunen, Caleb Rho, Yeonwoo |
| author_facet | Hiltunen, Caleb Rho, Yeonwoo |
| contents | Bonferroni's correction is a popular tool to address multiplicity but is notorious for its low power when tests are dependent. This paper proposes a practical modification of Bonferroni's correction when test statistics are jointly normal and exchangeable. This method is intuitive to practitioners and achieves higher power in sparse alternatives, as our simulations suggest. We also prove that this method successfully controls the family-wise error rate at any significance level. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_20118 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Improving the Power of Bonferroni Adjustments under Joint Normality and Exchangeability Hiltunen, Caleb Rho, Yeonwoo Methodology Bonferroni's correction is a popular tool to address multiplicity but is notorious for its low power when tests are dependent. This paper proposes a practical modification of Bonferroni's correction when test statistics are jointly normal and exchangeable. This method is intuitive to practitioners and achieves higher power in sparse alternatives, as our simulations suggest. We also prove that this method successfully controls the family-wise error rate at any significance level. |
| title | Improving the Power of Bonferroni Adjustments under Joint Normality and Exchangeability |
| topic | Methodology |
| url | https://arxiv.org/abs/2602.20118 |