For hypotheses of which are true, the family-wise error rate (FWER) of a procedure is the probability that it rejects at least one true null. The Bonferroni correction rejects when . The Holm procedure orders the -values and rejects , where is the last index with for every .
Quantitative Finance · Glosarium
Apa itu Family-wise error rate, Bonferroni correction, Holm procedure?
Dikenal juga sebagai: family-wise error rate · Bonferroni correction · Holm procedure