Šidák correction

In statistics, the Šidák correction, or Dunn–Šidák correction, is a method used to counteract the problem of multiple comparisons. It is a simple method to control the family-wise error rate. When all null hypotheses are true, the method provides familywise error control that is exact for tests that are stochastically independent, conservative for tests that are positively dependent, and liberal for tests that are negatively dependent. It is credited to a 1967 paper by the statistician and probabilist Zbyněk Šidák. The Šidák method can be used to adjust alpha levels, p-values, or confidence intervals.

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