Multiple testing correction
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Multiple testing correction refers to re-calculating probabilities obtained from a statistical test which was repeated multiple times. Different ways of recalculating include the:
- Bonferroni correction
- Holm-Bonferroni method
- Westfall-Young step-down approach of Westfall and Young
- method of Benjamini and Hochberg
The relevant terms are also Family-wise error rate and False discovery rate.
A large part of this topic is covered in Multiple comparisons.
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