Bonferroni Correction Calculator
Calculate adjusted significance thresholds for multiple hypothesis testing to control the family-wise error rate.
📖 What is the Bonferroni Correction?
The Bonferroni correction is a statistical adjustment applied when multiple hypothesis tests are conducted simultaneously. When you perform many tests, the chance of obtaining at least one false positive result - a Type I error - increases substantially even if all null hypotheses are true. The Bonferroni correction addresses this by dividing your significance threshold α by the number of tests k, requiring each individual test to meet the stricter threshold of α/k to be declared significant.
The correction is named after Italian mathematician Carlo Emilio Bonferroni, whose 1936 inequality underlies the method. The Bonferroni inequality states that the probability of any one of k events occurring is at most the sum of their individual probabilities. If each test has false positive probability α/k, the probability of at least one false positive across all k tests is at most k × (α/k) = α - exactly the FWER you want to control.
Beyond the simple Bonferroni threshold, this calculator also computes the Šidák correction - the exact threshold for independent tests - and the Holm-Bonferroni step-down procedure, which is uniformly more powerful than simple Bonferroni. For a list of p-values sorted in ascending order, Holm compares the i-th smallest to α/(k−i+1), allowing more hypotheses to be rejected while still controlling FWER.
Multiple testing corrections are critical in genomics (GWAS tests millions of SNPs), clinical trials with multiple endpoints, psychological studies testing many outcomes, pairwise comparisons after ANOVA, and any analysis where you are fishing through many comparisons. Without correction, a researcher who tests 20 independent hypotheses would expect one false positive at the 5% level even if nothing is real - the replication crisis in psychology and medicine is partly attributed to widespread use of multiple comparisons without correction.
📐 Formulas
Šidák correction (exact for independent tests): α_Šidák = 1 − (1 − α)^(1/k)
Holm-Bonferroni step-down: Sort p-values p_(1) ≤ p_(2) ≤ … ≤ p_(k). Compare p_(i) to α/(k − i + 1). Reject H_(i) if p_(i) < α/(k − i + 1). Stop at the first non-rejection; declare all remaining as non-significant.
FWER (unadjusted, k independent tests): FWER = 1 − (1 − α)^k
Variables:
k - number of comparisons (hypothesis tests) in the family
α - desired family-wise error rate (typically 0.05)
α_adj - adjusted per-test significance threshold