Family-wise error rate of M tests

1 - (1 - alpha)^M for M independent level-alpha tests, the Bonferroni bound min(1, M alpha), and the per-test levels alpha / M and 1 - (1 - alpha)^(1/M) that hold the FWER at alpha (ESL sec 18.7.1).

Usage

morie_esl_fwer(alpha, M)

Arguments

alpha

Level in (0, 1).

M

Number of tests.

Value

Named list: fwer_independent, bonferroni_bound, per_test_bonferroni, per_test_sidak.

References

Hastie, Tibshirani & Friedman (2009), sec. 18.7.

Examples

morie_esl_fwer(0.05, 10)
#> $fwer_independent
#> [1] 0.4012631
#> 
#> $bonferroni_bound
#> [1] 0.5
#> 
#> $per_test_bonferroni
#> [1] 0.005
#> 
#> $per_test_sidak
#> [1] 0.005116197
#>