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Conceptmultiple testing

Multiple Testing

A statistical concept referring to performing hypothesis tests repeatedly on the same data, which inflates the false positive rate. It is a common pitfall in quantitative research.

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Oct 14

In the multiple testing problem, if each independent test produces a false positive with a 5% probability at the 5% significance level, then after 20 independent attempts the probability of at least one false positive is about 64%.

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