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Bonferroni Single-Step Multiple-Comparison Correction
The Bonferroni correction is the simplest single-step procedure for controlling the family-wise error rate when hypotheses are tested simultaneously. Each individual test is conducted at the reduced significance level
so a null hypothesis is rejected when its p-value satisfies . By Boole's (Bonferroni's) inequality, , so the procedure strongly controls at level under any joint distribution of the test statistics. Its drawback is that it uses the same constant threshold for every hypothesis, which makes it conservative and motivates step-down refinements such as Holm's procedure.
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Updated 2026-05-16
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