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Bonferroni correction concept

DefinitionDividing the significance threshold by the number of tests, which holds the family-wise error rate at or below the original threshold whatever the dependence among the tests, at the price of being conservative. Primer S, equation S.16. Also Bonferroni.
ExampleForty tests at 0.05 become forty tests at 0.00125.
BookData Mining as Observation, draft 0.2, commit f3914f0; entry id bonferroni-correction, kind concept.
Statusno ledger row names this entry. Corrections: none recorded.
Defining equation

Book equation S.16.

Assumptions and scopenone
Prior artnone recorded
Evidencenone
Reviewedsemantic review 2026-09-09; generated 2026-09-10 from records at the commits on the provenance page.

Equation

Book equation S.16.

\[\Pr[\text{at least one false alarm}]\le m\,\alpha,\qquad \alpha_{\mathrm{Bonf}}=\frac{\alpha}{m}.\]

Conditions

none

Ledger

none

First stated

Primer S section S.8 of Data Mining as Observation, added in draft 0.3 (2026-09-09) for the ECE 514 readers whose first courses are far behind. The idea is standard and TSK Appendix C covers it at length.

Measurements

none

Failures and corrections

none

Invariance envelope

none declared

Machine checked

none

Used in

Data Mining as Observation primer S, chapters 5, 8.

Related

family-wise error rate; multiple comparisons.

See also

none

Status

Generated 2026-09-10 by encyclopedia/generate.py; book at observation-data-mining f3914f0; the commit of every record is listed in the encyclopedia’s provenance.

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