Multiple testing correction

Multiple testing correction

Multiple testing correction refers to re-calculating probabilities obtained from a statistical test which was repeated multiple times. Different ways of recalculating include the:
*Bonferroni correction
*Holm-Bonferroni method
*Westfall-Young step-down approach of [http://www.amazon.com/dp/0471557617/ Westfall and Young]
*method of [http://www.math.tau.ac.il/~ybenja/ Benjamini] and [http://www.math.tau.ac.il/~dms/STAT-OR/hochberg.htm Hochberg] The relevant terms are also Family-wise error rate and False discovery rate.

A large part of this topic is covered in Multiple comparisons.


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