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Biometrika 1975 62(2):441-444; doi:10.1093/biomet/62.2.441
© 1975 by Biometrika Trust
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A note on data-splitting for the evaluation of significance levels

D. R. COX

Department of Mathematics, Imperial College London

It has sometimes been suggested that to overcome difficulties arising in significance tests when the effects tested are selected in the light of the data, the data should be split randomly into two portions. The first portion is used to choose the hypothesis for test and the second portion for the evaluation of significance. After some general criticism of the idea, it is investigated theoretically on a simple problem about normal means. Recommendations are reached about the proportions into which the data should be divided and the theoretical efficiency of the procedure is assessed and found to be quite high.

Key Words: Data splitting • Jackknife • Multiple comparisons • Selection effects in significance tests


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