  Familywise error rate (FWER) has been a cornerstone in simultaneous inference
for decades, and the classical Bonferroni method has been one of the most
prominent frequentist approaches for controlling FWER. The present article
studies the behavior of the FWER for Bonferroni procedure in a multiple testing
problem. We establish upper bounds on FWER for Bonferroni method under the
equicorrelated and general normal setups in nonasymptotic case.
