  In this paper, we have attempted to study the behaviour of the family wise
error rate (FWER) for Bonferroni's procedure and false discovery rate (FDR) of
the Benjamini-Hodgeberg procedure for simultaneous testing problem with
equicorrelated normal observations. By simulation study, we have shown that
F.W.E.R. is a concave function for small no. of hypotheses and asymptotically
becomes a convex function of the correlation. The plots of F.W.E.R. and F.D.R.
confirms that if non-negative correlation is present, then these procedures
control the type-I error rate at a much smaller rate than the desired level of
significance. This confirms the conservative nature of these popular methods
when correlation is present and provides a scope for improvement in power by
appropriate adjustment for correlation.
