Question: In Example 9.1.4, verify that the stepdown procedure based on the maximum of Xj/ j,j improves upon the Holm procedure. By Theorem 9.1.3, the procedure

In Example 9.1.4, verify that the stepdown procedure based on the maximum of Xj/

√σj,j improves upon the Holm procedure. By Theorem 9.1.3, the procedure has FWER ≤ α. Compare the two procedures in the case

σi,i = 1, σi,j = ρ if i = j; consider ρ = 0 and ρ → ±1.

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