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Holm–Bonferroni method
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Holm–Bonferroni method : ウィキペディア英語版
Holm–Bonferroni method
In statistics, the Holm–Bonferroni method is a method used to counteract the problem of multiple comparisons. It is intended to control the Familywise error rate and offers a simple test uniformly more powerful than the Bonferroni correction. It is one of the earliest usages of stepwise algorithms in simultaneous inference.
It is named after Sture Holm, who invented the method in 1978, and Carlo Emilio Bonferroni.
==Introduction==
When considering several hypotheses, the problem of multiplicity arises: the more hypotheses we check, the higher the probability of a Type I error (false positive). The Holm–Bonferroni method is one of many approaches that control the family-wise error rate (the probability of witnessing one or more Type I errors) by adjusting the rejection criteria of each of the individual hypotheses or comparisons.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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