Add error message on password protected page

I protected a page with password. I’d like to add a short error message when the inserted password is incorrect.

How can I do this?

I add this code to show and customize the form on my page.

My functions.php

add_filter( 'the_password_form', 'custom_password_form' );
function custom_password_form() {
global $post;
$label="pwbox-".( empty( $post->ID ) ? rand() : $post->ID );
$o = '<form class="protected-post-form" action="' . get_option('siteurl') . '/wp-pass.php" method="post">' . 
'<p class="glossar-form-p">Alle weiteren Glossarbeiträge sind durch ein Passwort geschützt. </p>' . 
' <label for="' . $label . '">' . ' </label><input name="post_password" id="' . $label . '" type="password" size="20" />
<input type="submit" name="Submit" value="' . esc_attr__( "Login" ) . '" />
</form>
';
return $o;
}

The latest entered password is stored as a secure hash in a cookie named 'wp-postpass_' . COOKIEHASH.

When the password form is called, that cookie has been validated already by WordPress. So you just have to check if that cookie exists: If it does and the password form is displayed, the password was wrong.

add_filter( 'the_password_form', 'wpse_71284_custom_post_password_msg' );

/**
 * Add a message to the password form.
 *
 * @wp-hook the_password_form
 * @param   string $form
 * @return  string
 */
function wpse_71284_custom_post_password_msg( $form )
{
    // No cookie, the user has not sent anything until now.
    if ( ! isset ( $_COOKIE[ 'wp-postpass_' . COOKIEHASH ] ) )
        return $form;

    // Translate and escape.
    $msg = esc_html__( 'Sorry, your password is wrong.', 'your_text_domain' );

    // We have a cookie, but it doesn’t match the password.
    $msg = "<p class="custom-password-message">$msg</p>";

    return $msg . $form;
}