Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 205 1 Solution 2026-10-03
A procedure controls the familywise error rate at level when, for every configuration of true nulls ,Let . The step-down procedure can reject any true null only if it reaches and rejects , which requires . Since a valid p-value under its null satisfies , the procedure controls FWER without any assumption on dependence among the p-values.
A distribution has the global Markov property for a directed acyclic graph when every D-separation statement implies the corresponding conditional independence under .
If has nonadjacent vertices , choose a topological ordering. Suppose precedes . Then is a non-descendant and non-parent of , so the directed local Markov property givesThe reversed ordering case is analogous. HenceUse the intersection-union test: reject exactly when for every . Under , at least one is true, soThis is nontrivial because it rejects whenever every tested conditional independence is rejected.