Template:Classification of multiple hypothesis tests: Difference between revisions

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Latest revision as of 05:28, 11 March 2024

The following table defines the possible outcomes when testing multiple null hypotheses. Suppose we have a number m of null hypotheses, denoted by: Template:Math Using a statistical test, we reject the null hypothesis if the test is declared significant. We do not reject the null hypothesis if the test is non-significant. Summing each type of outcome over all Hi  yields the following random variables:

Null hypothesis is true (H0) Alternative hypothesis is true (HA) Total
Template:Rh | Test is declared significant Template:Mvar Template:Mvar Template:Mvar
Template:Rh | Test is declared non-significant Template:Mvar Template:Mvar mR
Template:Rh | Total m0 mm0 Template:Mvar

In Template:Mvar hypothesis tests of which m0 are true null hypotheses, Template:Mvar is an observable random variable, and Template:Mvar, Template:Mvar, Template:Mvar, and Template:Mvar are unobservable random variables. Template:Documentation