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What is the formula for changing a p-value using the Holm correction?

What is the formula for changing a p-value using the Holm correction?

Math   Statistics-And-Probability   
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Answer #1

Let m be the number of p-values

First we arrange all p values in ascending order i.e. from smallest to largest.

If the first p value is greater than or equal to

We stop the process and no p-values are significant.

Otherwise we proceed.

The 1st p-value is declared significant so the 2nd p-value is compared to

If the 2nd p-value is greater than or equal to

,

the procedure is stopped and no further p-values are significant.

Otherwise we go on...

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