FWER
The underlying problem
ProblemP(≥ 1 FP) = 1 − (1 − α)ᵏ
The probability of committing at least one false positive grows rapidly with the number of simultaneous tests k. For large k, per-test control is no longer enough.
Bonferroni
Classical FWER control
Strictα' = α / m
Divides the threshold α by the number of hypotheses m. Robust under any dependence structure. Ideal for confirmatory analyses with few pre-specified hypotheses, at the cost of reduced power.
Benjamini–Hochberg
FDR control
BalanceP(i) ≤ (i / m) · α
Orders p-values from smallest to largest and accepts more rejections in exchange for controlling the expected false discovery proportion. Modern standard in omics discovery.
α = nominal threshold · m = number of hypotheses · k = number of tests · i = rank of ordered p-value