Multiple hypothesis testing

Multiple hypothesis testing


Likely to see some significant results from random chance.

Family-Wise Error Rate (FWER)

What is the chance of making at least one false positive result?

Number of tests: \(m\)

Number of false positive results: \(V\)


False Discovery Rate (FDR)

The proportion of false discoveries is:


Where: \(V\) is the number of false positives

\(S\) is the number of true positives

The FRD is \(E[Q]\).

The Bonferroni correction

We change the significance level.

reject if \(p\le \frac{\alpha }{m}\)

If \(m=1\) this is the standard test.