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JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.. American Statistical Association is collaborating with JSTOR to digitize, preserve and extend access to Journal of the American Statistical Association.Suppose that n hypotheses Hl, H2,. . . , Hn with associated test statistics Tl, T2,. . . , T, are to be tested by a procedure with experimentwise significance level (the probability of rejecting one or more true hypotheses) smaller than or equal to some specified value a. A commonly used procedure satisfying this condition is the Bonferroni (B) procedure, which consists of rejecting H, for any i, iff the associated test statistic Ti is significant at the level a' = aln. Holm (1979) introduced a modified Bonferroni procedure with greater power than the B procedure. Under Holm's sequentially rejective Bonferroni (SRB) procedure, if any hypothesis is rejected at the level a' = a/n, the denominator of a' for the next test is n -1, and the criterion continues to be modified in a stagewise manner, with the denominator of a' reduced by 1 each time a hypothesis is rejected, so that tests can be conducted at successively higher significance levels. Holm proved that the experimentwise significance level of the SRB procedure is

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