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Visual Guides/Multiple Testing & False Discovery
Statistics

Multiple Testing & False Discovery

Run 20 jelly bean tests on pure noise. Watch false positives appear at α=0.05. Apply corrections to control them.

Simulation run
Corrections applied: 0/2
Assumptions checked: 0/4
Tests count adjusted

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Jelly Bean Study

A researcher tests whether eating jelly beans of each of 20 colors is associated with acne. Each test compares the mean acne-severity score of a jelly-bean group against a control group (a two-sample test of means), but there is no real effect. All differences are pure noise.

Number of jelly bean colors tested (M)

Sample size per test (n)100
30200

Expected false positives under H₀:

M × α = 20 × 0.05 = 1.0

Even with no real effect, we expect ~1.0 tests to appear significant by chance.

Test Results

Run the simulation to see results here.

Multiple Comparison Corrections

Bonferroni Correction

Divide the significance threshold by the number of tests. Each test must now meet a much stricter standard to be called significant. Controls the family-wise error rate (FWER): the probability of making even one false positive.

α_adjusted = α / M = 0.05 / 20 = 0.0025

Caveat

Most conservative: very low false positive rate, but high false negative rate. Can miss true effects when M is large.

Run simulation first to apply corrections.

Assumption Checklist

0/4 checked
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4 assumptions remaining. Expand each to learn more.

Family-Wise Error Rate

FWER is the probability of making at least one false positive across all tests. Bonferroni and Holm control FWER at α.

False Discovery Rate

FDR is the expected proportion of false positives among all significant results. BH controls FDR at α (more lenient).

p-Hacking

Running many tests without correction and reporting only significant ones inflates the false positive rate. Pre-registration helps.

← Statistical Power & Effect Sizet-Tests & Proportion Tests →