Bonferroni correction 2026-09-24
The Bonferroni correction tests each of hypotheses at level . The union bound then controls the familywise error rate by under arbitrary dependence.
Holm–Bonferroni method 2026-09-24
The Holm–Bonferroni method orders p-values and compares the th smallest with , stopping at the first failed comparison. It controls the familywise error rate under arbitrary dependence.
Let and . Each with is a valid p-value by the argument in part c. If the Holm step-down procedure selects any index from , let be the rank of the first such index. All earlier selections belong to , so
Selection through rank implies
Consequently
Thus the procedure controls the familywise error rate without requiring independence among the p-values.
Under the intersection null, every rejection is false, so the false-discovery proportion is and its expectation is the familywise error rate. Because the p-values are independent and exactly uniform, every super-uniform inequality in part (b) is an equality. Here , and therefore
Equivalently, the order-statistic identity in the hint gives the same equality by induction on .