Say you are testing hundreds of hypotheses, each with a t-test. What considerations would you take into account when doing this?
Question: Say you are testing hundreds of hypotheses, each with a t-test. What considerations would you take into account when doing this?
Running many hypothesis tests increases the chance of Type I errors (false positives).
For example, with tests at , we expect around false positives just by chance.
To control for this, we apply Bonferroni correction, where the significance threshold becomes (e.g., ). While this reduces Type I error, it increases Type II error (false negatives), especially when many hypotheses are tested.
Bonferroni is best used when only a few comparisons are expected to be significant. Other corrections like False Discovery Rate () may be used to balance sensitivity and specificity better.