1696统计简单derivationshort

Expected False Finalists After a Lookback Funnel

题目

A desk studies 30 genuinely null signals. For each signal it tries 4 lookback windows, advances the signal if any in-sample p-value is below 10%, and then requires a fresh holdout p-value below 5%. Assuming independence under the null, what is the expected number of false finalists?

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