If we run a Kruskal wallis test at alpha = 0.05, we mean that the probability of occuring a type 1 error is 5%. If we run multiple Mann Whitney tests, the probability for a type 1 error increases. Hence, we should apply a Bonferroni correction to the significance level used.
If m pairwise tests are done in total, then the significance level used for each test should be alpha/m. Here, m = 15 and alpha = 0.05, therefore each test should be checked for significance at the level of 0.05/15 = 0.0033. The rationale for the suggestion is that if we take a 5% probability of type 1 error for each test, overall we are increasing the likelihood if we perform multiple such tests. Hence, on an average, the significance level used should be alpha/m.
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