This is the probability that a randomly Type I error rate: chosen sample (of the given size, satisfying the appropriate model assumptions) will give a Type I error for of the at least one hypothesis tests performed. The joint Type I error rate is also known as the overall Type I or or the error rate, joint significance level, simultaneous Type I or the (FWER), or the error rate, family-wise error rate etc. experiment-wise error rate, The acronym FWER is becoming more and more common, so will be used in the sequel, often along with another name for the concept as well.
Type I error rate: This is the probability that a randomly chosen sample (of the given size, satisfying the appropriate model assumptions) will give a Type I error for at least one of the hypothesis tests performed. The joint Type I error rate is also known as the overall Type I error rate, or joint significance level, or the simultaneous Type I error rate, or the family-wise error rate (FWER), or the experiment-wise error rate, etc. The acronym FWER is becoming more and more common, so will be used in the sequel, often along with another name for the concept as well.
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