Multiple Testing.Get Bonferroni Effective Significance Level Method
Calculates the Bonferroni effective significance level.
Definition
Namespace: Numerics.NET.Statistics.Tests
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.2
C#
The adjusted significance level using the Bonferroni correction.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.2
public static double GetBonferroniEffectiveSignificanceLevel(
double significanceLevel,
int numberOfTests
)
Parameters
- significanceLevel Double
- The original significance level.
- numberOfTests Int32
- The number of hypothesis tests.
Return Value
DoubleThe adjusted significance level using the Bonferroni correction.
Remarks
This method divides the original significance level by the number of tests to control the family-wise error rate. It is valid when tests are independent or positively correlated. Be cautious as it may be overly conservative for large numbers of tests.