Choose the statement that is true about the level of significance when performing several hypothesis tests at the same time. Choose (d) if all statements are true.
A)The overall significance level is always smaller than the significance level for any one of the individual tests.
B)The overall level of significance is the probability of mistakenly rejecting the null hypothesis in at least one of several hypothesis tests.
C)The overall level of significance is found by adding the significance levels of each of the several hypothesis tests.
D)All of the above statements are true.

Question

Quizplus · Accepted Answer

The overall level of significance in the context of multiple hypothesis testing refers to the probability of making at least one Type I error (incorrectly rejecting a true null hypothesis) across all the tests being conducted. This concept is crucial in understanding the cumulative risk of error when performing multiple comparisons. Statement B accurately describes this concept, while A and C contain misconceptions about how the overall significance level is determined.

Choose the Statement That Is True About the Level of Significance