# An improved Bonferroni procedure for multiple tests of significance

@article{Simes1986AnIB, title={An improved Bonferroni procedure for multiple tests of significance}, author={Robert John Simes}, journal={Biometrika}, year={1986}, volume={73}, pages={751-754} }

SUMMARY A modification of the Bonferroni procedure for testing multiple hypotheses is presented. The method, based on the ordered p-values of the individual tests, is less conservative than the classical Bonferroni procedure but is still simple to apply. A simulation study shows that the probability of a type I error of the procedure does not exceed the nominal significance level, a, for a variety of multivariate normal and multivariate gamma test statistics. For independent tests the procedure…

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