I have 30 classification models. I am checking whether their mean error rates are equal(null hypothesis H0) or whether there is some model which is different(atleast one mean isnt equal, H1).
My significance level is 0.05. Do i need to account for the fact that i have 30 models and correct it to 0.5/30 although I am only testing 1 hypothesis?
I have done 5 fold cross validation and fed the data to stats.f_oneway
function in python