Bonferroni family-wise error control
When testing m≥1 hypotheses, reject each only at a valid individual level α/m.
Key knowledge
When testing m≥1 hypotheses, reject each only at a valid individual level α/m. The union bound gives probability at most α of rejecting any true null, regardless of dependence among tests or how many nulls are true.
Conditions and scope
- The family and m are specified; each test must control its own null error.
- Family-wise error differs from the expected fraction of false discoveries among rejections.
Sources · 1
References
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Evidence and review
Lecture 11 slides 8–15 Bonferroni, FWER definition and union-bound verification.
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