Explain multiple testing correction with an example

Last updated: March 18, 2026

Quick Overview

Explain multiple testing correction in simple terms and provide a concrete example.

Microsoft
Statistics & Math
Data Scientist
Microsoft
March 18, 2026
Data Scientist
Phone Screen
Statistics & Math
Easy

129

5

4,402 solved


Explain multiple testing correction in simple terms and provide a concrete example.

Microsoft values data-driven decision making. This Phone Screen question assesses whether you can design experiments, interpret results correctly, and avoid common statistical pitfalls like p-hacking or Simpson's paradox.

What the Interviewer Expects
  • State the correct formula or theorem with clear definitions
  • Apply the concept to the given scenario step by step
  • Interpret the result in plain language
  • Identify assumptions and when they might be violated
Key Topics to Cover
Central Limit Theorem
Bayesian vs frequentist inference
Regression analysis
Probability distributions
How to Approach This
  1. Define your hypotheses (H0 and H1) clearly before performing any test.
  2. Calculate required sample size BEFORE running an experiment, using power analysis.
  3. Remember the Central Limit Theorem: sample means become approximately normal with large n.
  4. Watch for Simpson's paradox. Always segment data by key dimensions.
  5. Distinguish between statistical significance and practical significance.
Possible Follow-up Questions
  • What if the sample size is very small?
  • How would you design a follow-up experiment based on these results?
  • How would you explain this result to a non-technical audience?
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Sample Answer
Problem Formulation

When conducting multiple hypothesis tests, such as testing the effect of different features on user engagement in a software application, the risk of Type I errors (false positives) increases with the...

Solution Approach

To correct for multiple testing, we commonly use the Bonferroni correction method. This method adjusts the significance level by dividing α\alpha by the number of tests performed:

[ \alpha_{adj...


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