An improved Bonferroni inequality and applications
An improved Bonferroni inequality and applications
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改进的Bonferroni不等式及其应用
DOI：
10.1093/biomet/69.2.297
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发表时间：
1982
期刊：
影响因子：
2.7
通讯作者：
K. Worsley
中科院分区：
文献类型：
--
作者：
K. Worsley
我们提出了一个改进的Bonferroni不等式，它给出了一个任意事件序列的联合概率的上界。边界是根据事件对的联合概率构造的，事件对由图上的边表示。给出了周期性、位置偏移检测、Kolmogorov-Smirnov检验和离群值检测的应用实例。
SUMMARY We present an improved Bonferroni inequality which gives an upper bound for the probability of the union of an arbitrary sequence of events. The bound is constructed in terms of the joint probability of pairs of events, which are represented by edges on a graph. Examples of applications to periodicity, location shift detection, KolmogorovSmirnov tests and outlier detection are given.