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 α
then means that if all the null hypotheses are true, the probability is α that any of the tests rejects its null hypothesis.
If you perform 2 tests and want to use the α = 5% significance level, Bonferroni says to require a P-value of 0.05/2 =
0.025 to declare either one of the tests significant. In general, if you perform k tests and want protection at level α, use α/k as your cutoff for statistical significance for each test.
You perform 6 tests and obtain individual P-values of 0.476, 0.032, 0.241, 0.008, 0.010, and 0.001. Which of these are statistically significant using the Bonferroni procedure with α = 0.05?
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