Cited by 2,396Statistical Methods in Clinical TrialsProbability and Statistical ResearchStatistical Methods and Applications

An improved Bonferroni procedure for multiple tests of significance

SIMES, R. J.·1986·Biometrika

Abstract

A modification of the Bonferroni procedure for testing multiple hypotheses is presented. The method, based on the ordered p-values of the individual tests, is less conservative than the classical Bonferroni procedure but is still simple to apply. A simulation study shows that the probability of a type I error of the procedure does not exceed the nominal significance level, α, for a variety of multivariate normal and multivariate gamma test statistics. For independent tests the procedure has type I error probability equal to α. The method appears particularly advantageous over the classical Bonferroni procedure when several highly-correlated test statistics are involved.

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Crossref · 10.1093/biomet/73.3.751

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Authors
SIMES, R. J.
Affiliations
The University of Sydney (AU)
Corresponding author
SIMES, R. J.
Venue
Biometrika
Published
1986
Volume
73
Issue
3
Pages
751-754
ISSN
  • 0006-3444 (ISSN-L)
  • 1464-3510
OpenAlex
W2099107563
Cited by
2,396
References
5
Citations by year
2026: 61 · 2025: 77 · 2024: 92 · 2023: 89 · 2022: 97 · 2021: 93 · 2020: 129 · 2019: 143 · 2018: 98 · 2017: 100 · 2016: 110 · 2015: 98 · 2014: 119 · 2013: 97 · 2012: 89
FWCI
10.84
Type
journal article
Language
en
Open access
closed
Locations
Biometrika (publishedVersion)
Funders
  • Medical Research Council
  • National Cancer Institute
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Clinical Trials
  • Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords
Bonferroni procedure, multiple comparisons, type I error probability

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