Figure 3.
Comparing type I error rates (a),(b) and power (c),(d) of competing tests at 0.05 p-value cutoff. (a) and (c) are for Simulation 2: p = 20, n = 50. (b) and (d) are for Simulation 3: p = 20, n = 10. In both Simulation 2 and 3, the correlation matrix Σ has diagonal elements: σii = 1, and off diagonal elements: σij = ρ (i, j = 1,…,p).