Hypothesis Testing
What is the difference between Hypothesis Testing and Classification?
Neymann-Pearson Paradigm
Multiple Hypothesis Testing
Multiple Testing Problem
FWER Control
The family-wise error rate (FWER) is the probability of falsely rejecting at least one true null hypothesis,
\[\PP (V\geq 1).\]A procedure controls FWER at level $\alpha$ if $\PP(V\geq 1)\leq \alpha$, regardess of the number of true null hypothesis $n_0$.