Apply this function over 1:J to calculate each portion of the integral we need for the lower bound.
performIntegralLower1(j, muVec, sigMat, lBounds1, uBounds1, lBounds2, uBounds2)
Apply over this integer, the element that will be the largest in magnitude.
Mean vector of test statistics under the alternative (assuming it's MVN).
Covariance matrix of test statistics under the alternative (assuming it's MVN).
A 2J-1 vector of lower bounds for the first integral (see paper).
A 2J-1 vector of upper bounds for the second integral (see paper).
A 2J-1 vector of lower bounds for the first integral (see paper).
A 2J-1 vector of upper bounds for the second integral (see paper).
The value of the integration.