In Example 9.1.7, verify that the stepdown procedure based on the maximum of X j / j,j improves upon the Holm procedure. By Theorem 9.1.3,

In Example 9.1.7, verify that the stepdown procedure based on the maximum of X j /

√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.