For the tough ones [Surveys]

posted by Helmut Homepage – Vienna, Austria, 2014-10-24 16:54 (3465 d 11:50 ago) – Posting: # 13801
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Hi ElMaestro,

❝ to round this off, can it be mathematically proven that upper type 1 error asymptotes exist


Yes. At least this is what my stats friends told me. Note that Bonferroni is the most conservative method in adjusting for multiplicity.*
IMHO, you could gain a little solving the quadratic equation \(\small{1-(1-x)^2=\alpha}\), which leads for α 0.05 to \(\small{(2-\sqrt{4-4\alpha})/2=0.02532057\ldots}\)
Others (f.i. Holm, Hochberg) are less conservative but may lead to a CI which doesn’t include the PE any more. Counterintuitive, but my stats friends just smile about it. See also EMA’s 2012 workshop on multiplicity. If you – really! – have nothing better to do, watch the six (‼) hours of video.

❝ for any level of common alpha smaller than 1?


Smaller than one?

❝ I bet that should be possible, too. I'd love to see how. I imagine that to deliver the proof one would have to one way or another get aorund to Owen's Q and non-central t. So I am very certain that would improve yours truly's understanding of statistics for BE.


Yep. People are working on it (for three years now)…



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