A variety of statistical procedures are commonly employed when testing for genetic differentiation. In a typical situation two or more samples of individuals have been genotyped at several gene loci by molecular or biochemical means, and in a first step a statistical test for allele frequency homogeneity is performed at each locus separately, using, e.g. the contingency chi-square test, Fisher’s exact test, or some modification thereof. In a second step the results from the separate tests are combined for evaluation of the joint null hypothesis that there is no allele frequency difference at any locus, corresponding to the important case where the samples would be regarded as drawn from the same statistical and, hence, biological population. Presently, there are two conceptually different strategies in use for testing the joint null hypothesis of no difference at any locus. One approach is based on the summation of chi-square statistics over loci. Another method is employed by investigators applying the Bonferroni technique (adjusting the P-value required for rejection to account for the elevated alpha errors when performing multiple tests simultaneously) to test if the heterogeneity observed at any particular locus can be regarded significant when considered separately. Under this approach the joint null hypothesis is rejected if one or more of the component single locus tests is considered significant under the Bonferroni criterion. We used computer simulations to evaluate the statistical power and realized alpha errors of these strategies when evaluating the joint hypothesis after scoring multiple loci. We find that the ‘extended’ Bonferroni approach generally is associated with low statistical power and should not be applied in the current setting. Further, and contrary to what might be expected, we find that ‘exact’ tests typically behave poorly when combined in existing procedures for joint hypothesis testing. Thus, while exact tests are generally to be preferred over approximate ones when testing each particular locus, approximate tests such as the traditional chi-square seem preferable when addressing the joint hypothesis.