Table 5.

Simulation Results for the Correlated Models with ρ = 0.3

			FDR				Power
n	m1	δ	P-val	P-adm	Convex	Pareto	P-val	P-adm	Convex	Pareto
10	50	1.0	4.9	3.2	3.1	3.0	2.2	3.0	2.9	3.0
		1.2	5.3	3.4	3.1	3.1	7.7	9.0	9.1	9.5
		1.4	4.8	2.8	2.8	2.7	20.3	21.9	22.4	23.1
		1.6	5.2	3.1	3.2	3.0	41.0	43.1	43.9	44.9
		1.8	4.7	2.8	3.0	2.9	61.3	63.6	64.3	65.3
		2.0	4.9	3.0	3.2	3.3	77.4	79.9	80.5	81.2
		2.5	4.9	4.5	4.6	4.9	96.4	97.9	98.0	98.1
		3.0	4.7	5.0	4.9	5.1	99.7	99.9	99.9	99.9
	100	1.0	4.6	3.0	2.8	3.0	3.8	4.5	4.5	4.7
		1.2	5.1	2.6	2.6	2.6	14.1	15.1	15.4	16.0
		1.4	4.7	2.8	3.0	2.9	33.1	34.3	34.9	35.6
		1.6	4.8	2.8	3.0	3.0	56.7	58.3	59.0	59.6
		1.8	4.5	2.8	2.9	2.9	74.5	76.3	76.9	77.4
		2.0	4.6	3.1	3.3	3.3	86.6	88.4	88.8	89.2
		2.5	4.5	4.2	4.4	4.7	98.4	99.2	99.3	99.3
		3.0	4.6	5.0	5.0	5.2	99.9	100.0	100.0	100.0
15	50	1.0	5.0	4.0	3.7	3.8	13.7	14.9	15.2	15.6
		1.2	4.8	3.3	3.4	3.5	36.7	38.3	38.9	39.6
		1.4	4.5	3.1	3.3	3.3	61.5	63.3	64.0	64.8
		1.6	4.8	3.6	3.7	3.9	82.3	84.0	84.8	85.1
		1.8	4.9	4.2	4.4	4.7	93.1	94.4	94.9	94.9
		2.0	4.8	5.0	5.0	5.4	97.6	98.5	98.5	98.6
		2.5	4.5	4.8	4.7	5.1	99.9	100.0	100.0	100.0
		3.0	4.7	5.1	4.9	5.2	100.0	100.0	100.0	100.0
15	100	1.0	4.6	3.3	3.2	3.2	22.5	23.4	23.9	24.5
		1.2	4.4	3.1	3.3	3.3	49.6	50.7	51.4	51.8
		1.4	4.6	3.2	3.5	3.4	74.0	75.5	75.9	76.3
		1.6	4.3	3.3	3.5	3.6	89.0	90.3	90.6	90.9
		1.8	4.5	4.1	4.3	4.6	96.1	97.0	97.1	97.2
		2.0	4.5	4.5	4.6	4.9	98.9	99.4	99.4	99.4
		2.5	4.4	5.1	5.1	5.2	100.0	100.0	100.0	100.0
		3.0	4.4	5.1	5.1	5.2	100.0	100.0	100.0	100.0

The average FDR and power estimates are same as in Table 4.