Looking Elsewhere and Looking Everywhere (a.k.a. Multiple Testing ...
Looking Elsewhere and Looking Everywhere (a.k.a. Multiple Testing ...
Looking Elsewhere and Looking Everywhere (a.k.a. Multiple Testing ...
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WARNING: TEST STATISTICS VS P-VALUES<br />
In what follows, we assume that, under H0,t, the corresponding test<br />
statistic Wt has a distribution F , that is the same for all t<br />
(e.g. all individual tests are t-tests with the same degrees of freedom,<br />
or χ 2 tests with the same degrees of freedom)<br />
This is typically the case in the signal/background problem.<br />
Therefore, arranging these test statistics in decreasing order, will<br />
correspond to arranging them from most to least significant.<br />
If the test statistics are not identically distributed under H0, then we<br />
need to work with p-values, instead (arranging p-values in increasing<br />
order will correspond to arranging them from most to least<br />
significant).<br />
Victor M. Panaretos (EPFL) Progress on Statistical Issues in Searches SLAC – June 2012 7 / 25
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