Bonferroni Inequlities and Intervals: Practical Aspects

Abstract

The first‐order Bonferroni inequality relates the probability that at least one of a series of events occurs to the sum of the probabilities of the individual events. In statistical applications, it provides an upper bound to the probability of falsely rejecting at least one of a series of true null hypotheses, and therefore, a possible correction to a significance level to account for multiplicity of hypotheses tested. Further developments include sequential rejection procedures and the use of higher‐order Bonferroni inequalities.