Multiple testing
Hochberg step-up
Implemented
multiple-testing.hochbergDefinition
Step-up procedure controlling the family-wise error rate under independence or certain positive dependence.
Formula
Reject H₍₁₎…H₍ₖ₎ for the largest k with p₍ₖ₎ ≤ α / (m − k + 1)
Inputs and outputs
- p_values
- alpha
Returns: adjusted p-values, reject flags
Assumptions
No assumptions beyond valid, aligned inputs of the documented types.
Limitations
No metric-specific limitations are documented yet. Interpret the value alongside the task, data, and other metrics.
Python API
import evalsuite as es
es.adjust_pvalues(p_values, method="hochberg")References
- Hochberg, Y. (1988). A sharper Bonferroni procedure for multiple tests of significance. Biometrika, 75(4), 800–802.