Some Results on Generalized Familywise Error Rate Controlling Procedures Under Dependence

ABSTRACT The topic of multiple hypotheses testing now has a potpourri of novel theories and ubiquitous applications in diverse scientific fields. However, the universal utility of this field often hinders the possibility of having a generalized theory that accommodates every scenario. This trade‐off is better reflected through the lens of dependence, a central piece behind the theoretical and applied developments of multiple testing. Although omnipresent in many scientific avenues, the nature and extent of dependence vary substantially with the context and complexity of the particular scenario. Positive dependence is the norm in testing many treatments versus a single control or in spatial statistics. On the contrary, negative dependence arises naturally in tests based on split samples and in cyclical, ordered comparisons. In GWAS, the SNP markers are generally weakly dependent. Generalized familywise error rate (‐FWER) control has been one of the prominent frequentist approaches in simultaneous inference. However, the performances of ‐FWER controlling procedures are yet unexplored under different dependencies. This paper revisits the classical testing problem of normal means in different correlated frameworks. We establish upper bounds on the generalized familywise error rates under each dependence, consequently giving rise to improved testing procedures. Towards this, we present improved probability inequalities, which are of independent theoretical interest.