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. Author manuscript; available in PMC: 2013 Aug 28.
Published in final edited form as: J Am Stat Assoc. 2012 Jan 24;106(496):1345–1360. doi: 10.1198/jasa.2011.ap10599

Figure 3.

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).