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Hervé Abdi:

The Bonferonni and Šidák Corrections

a simpler approximation which is known as the Bonferonni (the most popular name), or Boole, or even Dunn approximation. Tech- nically, it is the first (linear) term of a Taylor expansion of the Šidàk equation. This approximation gives

α[P F ] α[PT ] C

.

Šidàk and Bonferonni are linked to each other by the inequality

α[PT ] = 1 (1 α[PF ])1/C α[PF ] . C

They are, in general, very close to each other but the Bonferonni approximation is pessimistic (it always does worse than Šidàk equa- tion). Probably because it is easier to compute, the Bonferonni ap- proximation is more well known (and cited more often) than the exact Šidàk equation.

The Šidàk-Bonferonni equations can be used to find the value of α[PT ] when α[PF ] is fixed. For example, suppose that you want to perform 4 independent tests, and you want to limit the risk of making at least one Type I error to an overall value of α[PF ] = .05, you will consider a test significant if its associated probability is

smaller than

α[PT ] = 1 (1 α[PF ])1/C

= 1 (1 .05)1/4

= .0127 .

With the Bonferonni approximation, a test reaches significance if its associated probability is smaller than

α[PT ] = α[PF ] = .05 = .0125 , C4

which is very close to the exact value of .0127.

2.4 Correction for non-independent tests

The Šidàk equation is derived assuming independence of the tests. When they are not independent, it gives a lower bound (cf. Šidàk, 1967; Games, 1977), and then:

α[PF ] 1 (1 α[PT ])C

.

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