In Example 9.3.1, suppose the multiple testing problem specifies Hi : i = 0 against H j : i > 0, with known. As in

In Example 9.3.1, suppose the multiple testing problem specifies Hi : μi = 0 against H

j : μi > 0, with known. As in the example, assume all components of are nonnegative. Define p-values by pˆi = 1 − (Xi /σi), where

σ2 i = i,i = V ar(Xi) is assumed positive. Show that the joint distribution of pvalues is PRDS on I, the index set where μi = 0.