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Results tagged with p-value
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user 109785
In frequentist hypothesis testing, the $p$-value is the probability of a result as extreme (or more) than the observed result, under the assumption that the null hypothesis is true.
3
votes
Is Bonferroni correction too anti-conservative/liberal for some dependent hypotheses?
Bonferroni can't be liberal, regardless of dependence, if your p-values are computed correctly.
Let A be the event of Type I error in one test and let B be the event of Type I error in another test. …
- 311
3
votes
What is the intuition for dependence assumption in Benjamini and Hochberg (1995)?
Gung is incorrect that Dunn-Sidak should be used under independence and Bonferroni must be used under dependence. In fact, Dunn-Sidak controls the FWER not only under independence, but also under posi …
- 311