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| ボンフェローニ補正× | Holm補正(Holm-Bonferroni法)× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Hypothesis test | Hypothesis test |
| 提唱年≠ | 1961 | 1979 |
| 提唱者≠ | Carlo Emilio Bonferroni; formalized for multiple comparisons by Olive Jean Dunn | Sture Holm |
| 種類 | Family-wise error rate (FWER) correction | Family-wise error rate (FWER) correction |
| 原典≠ | Bonferroni, C. E. (1936). Teoria statistica delle classi e calcolo delle probabilità. Pubblicazioni del R Istituto Superiore di Scienze Economiche e Commerciali di Firenze, 8, 3–62. link ↗ | Holm, S. (1979). A simple sequentially rejective multiple test procedure. Scandinavian Journal of Statistics, 6(2), 65–70. link ↗ |
| 別名≠ | Bonferroni adjustment, Bonferroni method, Bonferroni procedure, FWER correction | Holm-Bonferroni method, Holm step-down procedure, Holm's sequentially rejective procedure, Holm düzeltmesi |
| 関連≠ | 5 | 3 |
| 概要≠ | The Bonferroni correction is a conservative, universally applicable method for controlling the family-wise error rate (FWER) when conducting multiple simultaneous hypothesis tests. Grounded in Bonferroni's 1936 probability inequality and formalized for multiple comparisons by Olive Jean Dunn in 1961, the procedure divides the target significance level α by the number of tests m, ensuring that the probability of making even one false rejection across the entire family of tests does not exceed α. | The Holm correction, introduced by Sture Holm in 1979, is a step-down multiple-comparison procedure that controls the family-wise error rate (FWER) at level α while rejecting at least as many hypotheses as the classical Bonferroni correction. It orders the observed p-values from smallest to largest and compares each against a threshold that starts strict and relaxes as testing proceeds, making it uniformly more powerful than Bonferroni at the same level of error control. |
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