holm-bonferroni method
http://en.wikipedia.org/wiki/Holm%E2%80%93Bonferroni_method Here is an example. Four null hypotheses are tested with α = 0.05. The four unadjusted p-values are 0.005, 0.01, 0.03 and 0.04. The smallest of these is 0.005. Since this is less than 0.05/4, null hypothesis four is rejected (meaning some alternative hypothesis likely explains the data). The next smallest p-value is..
