Comparison-wise Type I Error
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Comparison Wise Error Rate
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Experiment Wise Error Anova
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the experimentwise error rate is: where αew http://www.ncbi.nlm.nih.gov/pubmed/1184817 is experimentwise error rate αpc is the per-comparison error rate, and c is the number of comparisons. For example, if 5 independent comparisons http://davidmlane.com/hyperstat/A43646.html were each to be done at the .05 level, then the probability that at least one of them would result in a Type I error is: 1 - (1 - .05)5 = 0.226. If the comparisons are not independent then the experimentwise error rate is less than . Finally, regardless of whether the comparisons are independent, αew ≤ (c)(αpc) For this example, .226 < (5)(.05) = 0.25.
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