The Bonferroni correction is a multiple-comparison correction used when several dependent or independent statistical tests are being performed simultaneously (since while a given alpha value may be appropriate for each individual comparison, it is not for the set of all comparisons). In order to avoid a lot of spurious positives, the alpha value needs to be lowered to account for the number of comparisons being performed.
The simplest and most conservative approach is the Bonferroni correction, which sets the alpha value for the entire set of comparisons equal to by taking the alpha value for each comparison equal to . Explicitly, given tests for hypotheses () under the assumption that all hypotheses are false, and if the individual test critical values are , then the experiment-wide critical value is . In equation form, if
for , then
which follows from the Bonferroni inequalities.