词条 | Šidák correction |
释义 |
In statistics, the Šidák correction, or Dunn–Šidák correction, is a method used to counteract the problem of multiple comparisons. It is a simple method to control the familywise error rate. When all null hypotheses are true, the method provides familywise error control that is exact for tests that are stochastically independent, is conservative for tests that are positively dependent, and is liberal for tests that are negatively dependent. It is credited to a 1967 paper [1] by the statistician and probabilist Zbyněk Šidák.[2] Usage
Proof{{Expand section|date=September 2013}}The Šidák correction is derived by assuming that the individual tests are independent. Let the significance threshold for each test be ; then the probability that at least one of the tests is significant under this threshold is (1 - the probability that none of them are significant). Since it is assumed that they are independent, the probability that all of them are not significant is the product of the probabilities that each of them are not significant, or . Our intention is for this probability to equal , the significance level for the entire series of tests. By solving for , we obtain Šidák correction for t-test{{main|Šidák correction for t-test}}See also
References1. ^{{Cite journal | last1 = Šidák | first1 = Z. K. | title = Rectangular Confidence Regions for the Means of Multivariate Normal Distributions | doi = 10.1080/01621459.1967.10482935 | journal = Journal of the American Statistical Association | volume = 62 | issue = 318 | pages = 626–633 | year = 1967 | pmid = | pmc = }} 2. ^{{Cite journal | last1 = Seidler | first1 = J. | last2 = Vondráček | first2 = J. Í. | last3 = Saxl | first3 = I. | journal = Applications of Mathematics | volume = 45 | issue = 5 | pages = 321 | year = 2000 | doi = 10.1023/A:1022238410461 | pmid = | pmc = |title=The life and work of Zbyněk Šidák (1933–1999)}} External links
1 : Multiple comparisons |
随便看 |
|
开放百科全书收录14589846条英语、德语、日语等多语种百科知识,基本涵盖了大多数领域的百科知识,是一部内容自由、开放的电子版国际百科全书。