A Bayesian perspective on the Bonferroni adjustment
A Bayesian perspective on the Bonferroni adjustment
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DOI：
10.1093/biomet/84.2.419
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发表时间：
1997-06-01
期刊：
影响因子：
2.7
通讯作者：
Utts, JM
中科院分区：
文献类型：
--
作者：
Westfall, PH;Johnson, WO;Utts, JM
Bayes/frequentist correspondences between the p-value and the posterior probability of the null hypothesis have been studied in univariate hypothesis testing situations. This paper extends these comparisons to multiple testing and in particular to the Bonferroni multiple testing method, in which p-values are adjusted by multiplying by k, the number of tests considered. In the Bayesian setting, prior assessments may need to be adjusted to account for multiple hypotheses, resulting in corresponding adjustments to the posterior probabilities. Conditions are given for which the adjusted posterior probabilities roughly correspond to Bonferroni adjusted p-values.
