What the Bonferroni correction does
When you run more than one hypothesis test on the same data, the chance of getting at least one false positive (a Type I error) grows with every extra test. The Bonferroni correction is the simplest and most widely taught fix: it lowers the significance threshold each individual test must clear so that the family-wise error rate — the probability of making even one false rejection across the whole family of tests — stays at or below your target α.
The formula
Divide your chosen family-wise significance level by the number of tests:
αadjusted = α / m
Here α is the overall error rate you are willing to tolerate (typically 0.05) and m is the number of hypothesis tests, comparisons, or endpoints in the family. You then reject an individual null hypothesis only when its p-value is smaller than α/m. An equivalent form multiplies each raw p-value by m (capping at 1) and compares the adjusted p-value against the original α.
Why it is needed
Suppose each of m independent tests uses α = 0.05. The probability that all of them avoid a false positive is (1 − 0.05)m, so the probability of at least one false positive is 1 − 0.95m. That climbs to about 23% at m = 5, roughly 40% at m = 10, and above 92% at m = 50. Testing 20 outcomes and reporting only the "significant" ones almost guarantees a spurious finding. Bonferroni counters this by shrinking each per-test threshold: with m = 10 and α = 0.05, every test must now beat p < 0.005.
Common reference points
- α = 0.05, m = 2 → adjusted threshold 0.025.
- α = 0.05, m = 5 → adjusted threshold 0.01.
- α = 0.05, m = 10 → adjusted threshold 0.005.
- α = 0.05, m = 20 → adjusted threshold 0.0025.
- α = 0.01, m = 4 → adjusted threshold 0.0025.