Сравнение методов

	Поправка Бонферрони	Коррекция Холма (Холма-Бонферрони)
Область	Статистика	Статистика
Семейство	Hypothesis test	Hypothesis test
Год появления	1961	1979
Автор метода	Carlo Emilio Bonferroni; formalized for multiple comparisons by Olive Jean Dunn	Sture Holm
Тип	Family-wise error rate (FWER) correction	Family-wise error rate (FWER) correction
Основополагающий источник	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.	Holm, S. (1979). A simple sequentially rejective multiple test procedure. Scandinavian Journal of Statistics, 6(2), 65–70.
Другие названия	Bonferroni adjustment, Bonferroni method, Bonferroni procedure, FWER correction	Holm-Bonferroni method, Holm step-down procedure, Holm's sequentially rejective procedure, Holm düzeltmesi
Связанные	5	3
Сводка	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.