An improved Hochberg procedure for multiple tests of significance

We propose a simple modification of Hochberg's step‐up Bonferroni procedure for multiple tests of significance. The proposed procedure is always more powerful than Hochberg's procedure for more than two tests, and is more powerful than Hommel's procedure for three and four tests. A numerical analysis of the new procedure indicates that its Type I error is controlled under independence of the test statistics, at a level equal to or just below the nominal Type I error. Examination of various non‐null configurations of hypotheses shows that the modified procedure has a power advantage over Hochberg's procedure which increases in relationship to the number of false hypotheses.