Inclusion-exclusion-Bonferroni identities and inequalities for discrete tube-like problems via Euler characteristics (Q1192958): Difference between revisions
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English | Inclusion-exclusion-Bonferroni identities and inequalities for discrete tube-like problems via Euler characteristics |
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Inclusion-exclusion-Bonferroni identities and inequalities for discrete tube-like problems via Euler characteristics (English)
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27 September 1992
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Let \(A_ 1,A_ 2,\dots,A_ n\) be events and let \(m_ n\) be the number of those \(A_ j\) which occur. A Bonferroni-type inequality is an estimate on the distribution of \(m_ n\) by linear combinations of the binomial moments of \(m_ n\). When the binomial moments of \(m_ n\) are replaced by a selected number of the probabilities of intersections, we speak of restrictive sieves or inequalities related to Bonferroni- types. The first such inequalities were obtained by \textit{A. Rényi} [Magyar Tud. Akad. Mat. Fiz. Tud. Oszt. Közl. 11, 79-105 (1961; Zbl 0141.165)] and \textit{A. Rényi} and the reviewer [Stud. Sci. Math. Hungar. 3, 351- 358 (1968; Zbl 0162.489)], who make the selection of intersections in the estimates by an arbitrary graph. Independently, selection via a tree was proposed by \textit{D. Hunter} [J. Appl. Probab. 13, 597-603 (1976; Zbl 0349.60007)], which was rediscovered by \textit{K. J. Worsley} [Biometrica 69, 297-302 (1982; Zbl 0497.62027)]. All these restrictive inequalities are valid on any probability space and whatever the events \(A_ j\) are. The authors here propose a deviation from such general inequalities and establish restrictive sieves which are valid only when the \(A_ j\) satisfy some structural restrictions. They show that such structures naturally appear in some problems of statistical inference and to such situations applications of the new inequalities are given.
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inclusion-exclusion identity
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linear combination of indicator functions
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critical probabilities for multiple-comparisons procedures
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computer program
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simultaneous confidence intervals
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discrete tubes
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Bonferroni- type inequality
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binomial moments
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probabilities of intersections
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restrictive sieves
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