UPPER BOUNDS FOR BIVARIATE BONFERRONI-TYPE INEQUALITIES USING CONSECUTIVE EVENTS

Upper Bounds for Bivariate Bonferroni-type Inequalities Using Consecutive Events

Let A1, A2, . . . , Am and B1, B2, . . . , Bn be two sequences of events on the same probability space. Let X = Xm(A) and Y = Yn(B), respectively, denote the numbers of those Ai’s and Bj ’s which occur. We establish new bivariate Bonferroni-type inequalities using consecutive events and deduce a known result.

Support Approximations Using Bonferroni-Type Inequalities

Bonferroni-type inequalities and binomially bounded functions

We present a unified approach to an important subclass of Bonferroni-type inequalities by considering so-called binomially bounded functions. Our main result associates with each binomially bounded function a Bonferroni-type inequality. By appropriately choosing this function, several well-known and new results are deduced.

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...

BONFERRONI-TYPE INEQUALITIES; CHEBYSHEV-TYPE INEQUALITIES FOR THE DISTRIBUTIONS ON [0, n]

Abs t rac t . An elementary "majorant-minorant method" to construct the most stringent Bonferroni-type inequalities is presented. These are essentially Chebyshev-type inequalities for discrete probability distributions on the set {0, 1 , . . . , n}, where n is the number of concerned events, and polynomials with specific properties on the set lead to the inequalities. All the known resuits are ...