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Bonferroni thresholds and the family error bound

Testing m hypotheses at per-test size at most alpha/m bounds the chance of any false rejection by alpha.

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Allocate the family budget

Let the family target be alpha and let m be the number of planned hypotheses. Give each test a rejection rule with true-null probability at most alpha/m. The union bound adds the false-rejection probabilities for the true nulls; their sum cannot exceed m × alpha/m = alpha. Independence is unnecessary for this inequality.

Use valid p-values consistently

pi≤αm,pi,adj=min⁡(1,mpi)p_i\le\frac{\alpha}{m},\quad p_{i,adj}=\min(1,mp_i)

Compare a valid raw p-value with the divided threshold, or the capped adjusted value with alpha.

Fictional family alpha = 0.05, m = 20
Raw pAdjusted pMeets adjusted rule?
0.0010.02Yes
0.0040.08No
0.21No

Do not divide the observed p-value

Dividing p by m would make rejection easier as more tests are added. The correction instead tightens the threshold or increases the adjusted probability. Preserve the stated p ≤ threshold convention and adequate numerical precision.

Check the inputs behind the bound

The bound requires valid individual tests and a properly defined family. It does not repair invalid p-values caused by ignored selection or violated assumptions. It can be conservative, so report the error target and method rather than claiming that the corrected findings must all be true.

Further references