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Holm-Bonferroni Step-Down Procedure

The Holm-Bonferroni step-down procedure, introduced by Sture Holm in 1979, is a sequentially rejective multiple-testing method that strongly controls the family-wise error rate at level α\alpha while being uniformly more powerful than the single-step Bonferroni correction. Given mm hypotheses with p-values p1,,pmp_1, \dots, p_m, sort them in ascending order as p(1)p(2)p(m)p_{(1)} \leq p_{(2)} \leq \dots \leq p_{(m)} with corresponding hypotheses H(1),,H(m)H_{(1)}, \dots, H_{(m)}. For i=1,2,,mi = 1, 2, \dots, m in turn, compare p(i)αmi+1p_{(i)} \leq \frac{\alpha}{m - i + 1}. If the inequality holds, reject H(i)H_{(i)} and proceed to step i+1i+1. At the first index ii where the inequality fails, stop and retain H(i),,H(m)H_{(i)}, \dots, H_{(m)}. The thresholds increase from α/m\alpha/m at step 1 to α\alpha at step mm, so any hypothesis rejected by Bonferroni is also rejected by Holm, but Holm can reject additional hypotheses once earlier ones have been rejected. The procedure controls FWERα\mathrm{FWER} \leq \alpha strongly under any joint distribution of the test statistics.

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Updated 2026-06-24

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