Tag: bonferroni

Interview Questions

• How likely is even one false positive across 20 tests?
• A hundred signals at the 1% level
• Šidák versus Bonferroni
• Twenty signals, one spurious discovery
• Twenty backtests, one hit at p < 0.05
• How many false positives across many null tests
• Šidák vs Bonferroni: the slightly sharper correction