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Multiple comparisons problem

The multiple comparisons problem is that testing many metrics or variants raises the chance of at least one false positive.

Written by Reflective Data experts · updated Oct 5, 2026

If you look at twenty metrics at a 5 percent level, one will probably look significant by chance. Corrections such as Bonferroni or controlling the false discovery rate keep errors in check.

Name one primary metric in advance and treat the rest as secondary.

related

Guardrail metricStatistical significanceType I and type II errors

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