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Bonferroni 보정×Holm 보정 (Holm-Bonferroni)×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도19611979
창시자Carlo Emilio Bonferroni; formalized for multiple comparisons by Olive Jean DunnSture Holm
유형Family-wise error rate (FWER) correctionFamily-wise error rate (FWER) correction
원전Bonferroni, 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 ↗
별칭Bonferroni adjustment, Bonferroni method, Bonferroni procedure, FWER correctionHolm-Bonferroni method, Holm step-down procedure, Holm's sequentially rejective procedure, Holm düzeltmesi
관련53
요약The 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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