Math 2.0

Statistics Hypothesis testing Concept

Family-wise error rate

Summary

When several hypothesis tests are done together, the family-wise error rate is the probability of at least one type I error among them. Controlling it at level α\alpha protects against any false rejection in the whole family. The Bonferroni correction is the simplest procedure that controls it.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Family-wise_error_rate
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