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Šidák correction for t-test : ウィキペディア英語版
Šidák correction for t-test
One of the application of Student's t-test is to test the location of one sequence of independent and identically distributed random variables. If we want to test the locations of multiple sequences of such variables, Šidák correction should be applied in order to calibrate the level of the Student's t-test. Moreover, if we want to test the locations of nearly infinitely many sequences of variables, then Šidák correction should be used, but with caution. More specifically, the validity of Šidák correction depends on how fast the number of sequences goes to infinity.
==Introduction of Šidák correction==

Suppose we are interested in different null hypotheses, H_,...,H_ , and would like to check if all of them are true. Now the hypothesis test scheme becomes
: H_ : all of H_ are true;
: H_: at least one of H_ is false.
Let \alpha be the level of this test, that is, the probability that we falsely reject H_ when it is true. Now we aim to design a test with certain level \alpha . Suppose when testing each null hypothesis H_, the statistic we use is t_. If these t_'s are independent, then a test for H_ can be developed by the following procedures, known as Šidák correction.
:Step 1, we test each of null hypotheses at level 1-(1-\alpha)^\frac .
:Step 2, if any of these null hypotheses is rejected, we reject H_ .

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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