منابع مشابه
Binary segmentation and Bonferroni-type bounds
−∞ φ(t− ξ) · Φ(νt) dt, where φ and Φ are the pdf and cdf of N(0, 1), respectively. We derive two recurrence formulas for the effective computation of its values. We show that with an algorithm for this function, we can efficiently compute the second-order terms of Bonferroni-type inequalities yielding the upper and lower bounds for the distribution of a max-type binary segmentation statistic in...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 1985
ISSN: 0167-7152
DOI: 10.1016/0167-7152(85)90048-3