Abstract

When a large number of tests are made, possibly on the same data, it is proposed to base a simultaneous evaluation of all the tests on a plot of cumulative P-values using the observed significance probabilities. The points corresponding to true null hypotheses should form a straight line, while those for false null hypotheses should deviate from this line. The line may be used to estimate the number of true hypotheses. The properties of the method are studied in some detail for the problems of comparing all pairs of means in a one-way layout, testing all correlation coefficients in a large correlation matrix, and the evaluation of all 2×2 subtables in a contingency table. The plot is illustrated on real data.

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