Tukey's range test

Tukey's range test, also known as Tukey's test, Tukey method, Tukey's honest significance test, or Tukey's HSD (honestly significant difference) test, is a single-step multiple comparison procedure and statistical test. It can be used to correctly interpret the statistical significance of the difference between means that have been selected for comparison because of their extreme values. The method was initially developed and introduced by John Tukey for use in Analysis of Variance (ANOVA), and usually has only been taught in connection with ANOVA. However, the studentized range distribution used to determine the level of significance of the differences considered in Tukey's test has vastly broader application: It is useful for researchers who have searched their collected data for remarkable differences between groups, but then cannot validly determine how significant their discovered stand-out difference is using standard statistical distributions used for other conventional statistical tests, for which the data must have been selected at random. Since when stand-out data is compared it was by definition not selected at random, but rather specifically chosen because it was extreme, it needs a different, stricter interpretation provided by the likely frequency and size of the studentized range; the modern practice of "data mining" is an example where it is used.