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Holm-Bonferroni Family-Wise Error Rate Correction

The Holm-Bonferroni procedure (Holm, 1979) is a step-down sequentially rejective multiple-testing method that controls the family-wise error rate (FWER) at level α\alpha for any joint distribution of the test statistics, and is uniformly at least as powerful as the single-step Bonferroni correction. Given mm raw pp-values, sort them in ascending order p(1)p(2)p(m)p_{(1)} \leq p_{(2)} \leq \dots \leq p_{(m)} with associated hypotheses H(1),,H(m)H_{(1)}, \dots, H_{(m)}. Starting at i=1i = 1, reject H(i)H_{(i)} if p(i)αmi+1p_{(i)} \leq \frac{\alpha}{m - i + 1} and proceed to i+1i+1; at the first index where the inequality fails, stop and retain all remaining hypotheses H(i),,H(m)H_{(i)}, \dots, H_{(m)}. The cascade of thresholds α/m,α/(m1),,α/1\alpha/m, \alpha/(m-1), \dots, \alpha/1 replaces Bonferroni's flat α/m\alpha/m threshold while preserving strong FWER control, so within a pre-specified comparison family only the surviving rejections are claimed as significant.

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Updated 2026-05-18

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