What is the probability of making a Type I error in any family of tests when the null hypothesis is true in each case?

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Multiple Choice

What is the probability of making a Type I error in any family of tests when the null hypothesis is true in each case?

Explanation:
This is about the familywise error rate. When you perform multiple hypothesis tests and the null hypothesis is true for every test, the chance of making at least one Type I error (falsely rejecting a true null) across the whole set of tests is called the familywise error rate (FWER). If you have m tests and each test uses the same per-test significance level alpha, and the tests are independent, the probability of no false rejections is (1 − alpha)^m, so the probability of at least one false rejection is 1 − (1 − alpha)^m. This is the FWER. In practice we often aim to control the FWER at a desired level (like 0.05) by adjusting the per-test alphas (Bonferroni, Holm, etc.). The other terms listed aren’t about controlling error rates across a family of tests: a fixed coefficient is a parameter concept, Fisher's exact test is a specific test for 2x2 contingency tables, and a factor transformation matrix relates to factor analysis. The correct concept here is the familywise error rate.

This is about the familywise error rate. When you perform multiple hypothesis tests and the null hypothesis is true for every test, the chance of making at least one Type I error (falsely rejecting a true null) across the whole set of tests is called the familywise error rate (FWER).

If you have m tests and each test uses the same per-test significance level alpha, and the tests are independent, the probability of no false rejections is (1 − alpha)^m, so the probability of at least one false rejection is 1 − (1 − alpha)^m. This is the FWER. In practice we often aim to control the FWER at a desired level (like 0.05) by adjusting the per-test alphas (Bonferroni, Holm, etc.).

The other terms listed aren’t about controlling error rates across a family of tests: a fixed coefficient is a parameter concept, Fisher's exact test is a specific test for 2x2 contingency tables, and a factor transformation matrix relates to factor analysis. The correct concept here is the familywise error rate.

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