Generalizations of the Familywise Error Rate

@inproceedings{Lehmann2005GeneralizationsOT,
  title={Generalizations of the Familywise Error Rate},
  author={Erich L. Lehmann and Joseph P. Romano},
  year={2005}
}
Consider the problem of simultaneously testing null hypotheses H1,. .. , Hs. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of even one false rejection. In many applications, particularly if s is large, one might be willing to tolerate more than one false rejection provided the number of such cases is controlled, thereby increasing the ability of the procedure to detect false null… CONTINUE READING
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