Template:Classification of multiple hypothesis tests
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 | |
| Template:Rh | Total | Template:Mvar |
- Template:Mvar is the total number hypotheses tested
- is the number of true null hypotheses, an unknown parameter
- is the number of true alternative hypotheses
- Template:Mvar is the number of false positives (Type I error) (also called "false discoveries")
- Template:Mvar is the number of true positives (also called "true discoveries")
- Template:Mvar is the number of false negatives (Type II error)
- Template:Mvar is the number of true negatives
- is the number of rejected null hypotheses (also called "discoveries", either true or false)
In Template:Mvar hypothesis tests of which 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