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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 mm hypotheses H1,,HmH_1, \dots, H_m are tested simultaneously. Each individual test is conducted at the reduced significance level

αper-test=αm,\alpha_{\text{per-test}} = \frac{\alpha}{m},

so a null hypothesis HiH_i is rejected when its p-value satisfies piα/mp_i \leq \alpha/m. By Boole's (Bonferroni's) inequality, Pr ⁣(i:Hi true{piα/m})α\Pr\!\left(\bigcup_{i: H_i \text{ true}} \{p_i \leq \alpha/m\}\right) \leq \alpha, so the procedure strongly controls FWER\mathrm{FWER} at level α\alpha under any joint distribution of the test statistics. Its drawback is that it uses the same constant threshold α/m\alpha/m 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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