Multiple testing correction

Multiple testing correction refers to re-calculating probabilities obtained from a statistical test which was repeated multiple times. Different ways of recalculating include the:

• Bonferroni correction
• Holm-Bonferroni method
• Westfall-Young step-down approach of Westfall and Young
• method of Benjamini and Hochberg

The relevant terms are also Family-wise error rate and False discovery rate.

A large part of this topic is covered in Multiple comparisons.