A Model of Multiple Hypothesis Testing
多重假设检验的经济模型
Abstract Multiple hypothesis testing (MHT) practices vary widely, without consensus on which are appropriate when. This article provides an economic foundation for these practices designed to capture leading examples, such as regulatory approval on the basis of clinical trials. MHT adjustments are appropriate in our framework to the extent that research costs are invariant to the number of hypotheses. Control of average size, as for example via a Bonferroni correction,…