This paper considers the classical simultaneous inference problem of testing several means in a general correlated framework. We establish an upper bound on the family-wise error rate(FWER) of Bonferroni's procedure for equicorrelated test statistics (under general distributional assumptions)....

Stepwise multiple testing procedures have attracted several statisticians for decades and are also quite popular with statistics users because of their technical simplicity. The Bonferroni procedure has been one of the earliest and most prominent testing rules for controlling the familywise...