Multiple comparisons

There are various ways to adjust p-values to compensate for the simultaneous or sequential testing of hypotheses. Of particular interest is how to simultaneously control the overall error rate, preserve statistical power, and incorporate the dependence between tests into the adjustment. These issues are especially relevant when the number of simultaneous tests can be very large, as is increasingly the case in the analysis of data from DNA microarrays.

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Source: List of unsolved problems in statistics (CC BY-SA 4.0)