Question: More than one test. A P-value based on a single test is misleading if you perform several tests. The Bonferroni procedure gives a significance level
More than one test. A P-value based on a single test is misleading if you perform several tests.
The Bonferroni procedure gives a significance level for several tests together. Level a then means that if all the null hypotheses are true, the probability is a that any of the tests rejects its null hypothesis.
If you perform two tests and want to use the a 5 5%
significance level, Bonferroni says to require a P-value of 0.05y2 5 0.025 to declare either one of the tests significant. In general, if you perform k tests and want protection at level
a, use ayk as your cutoff for statistical significance for each test.
You perform six tests and obtain individual P-values of 0.376, 0.037, 0.009, 0.007, 0.004, and
,0.001. Which of these are statistically significant using the Bonferroni procedure with a 5 0.05?
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