Bonferroni Correction¶
It is a multiple-comparison correction when several dependent or independent statistical tests are being performed simultaneously. (This is due that if we perform multiple comparisons it increases our change to accepting an false positive.) The basis of the correction is to lower the \(\alpha\) value to account for the number comparisons being performed.
In the Bonferroni correction the simplest and most conservative approach for correction. If we make \(n\) comparisons than each comparison, than the alpha value for each comparison is \(\alpha/n\).