AI engineering glossary · Statistics inference
What is bonferroni correction?
Bonferroni correction: A simple adjustment for many tests: divide the significance level by the number of tests, or equivalently multiply each p-value by that number. It controls the family-wise error rate but can be too strict when there are many tests.
Bonferroni correction: an example
Testing 5 metrics at an overall level of 0.05 means judging each one against 0.05 / 5 = 0.01.
Related terms
More Statistics inference terms
- Bootstrap
- Causal graph
- Causal inference
- Chi-square goodness-of-fit test
- Chi-square test of independence
- Cohen's d
- Confidence interval
- Confidence level
Where you learn it
Bonferroni correction is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.