Holm–Bonferroni method (source code)

= Holm–Bonferroni method
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= Holm step-down procedure
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The <Holm–Bonferroni method> orders <p-values> and compares the $j$th smallest with $\alpha/(m-j+1)$, stopping at the first failed comparison. It controls the <familywise error rate> under arbitrary dependence.