Finds the boundary points of the rejection region for the BJ statistic when
all elements in a set are independent.
Usage
set_BJ_bounds(alpha, J)
Arguments
alpha
Type I error of test.
J
Number of elements in set.
Value
A J*1 vector of bounds on the magnitudes of the test statistics, where
the first element is the bound for |Z|_(1) and the last element is the bound for |Z|_(J).