An Extension of the Bivariate Method of Polynomials and a Reduction Formula for Bonferroni-Type Inequalities
LetA1,A2, ..., ANandB1, B2, ..., BMbe two sequences of events, and let[nu]N(A) and[nu]M(B) be the number of thoseAiandBj, respectively, that occur. We prove that Bonferroni-type inequalities forP([nu]N(A)[greater-or-equal, slanted]u,[nu]M(B)[greater-or-equal, slanted]v), whereuandvare positive integers, are valid if and only if they are valid for a two dimensional triangular array of independent eventsAiandBj, withP(Ai)=p1andP(Bj)=p2for alliandj. This result allows to derive a formula from which arbitrary Bonferroni-type inequalities of the above type are reduced to the special case of no events occurring. Such methods for proof and similar reduction formula were so far available only for the case of exactlyuandvevents occurring. Several new inequalities are obtained by using our results.
Year of publication: |
1999
|
---|---|
Authors: | Simonelli, Italo |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 69.1999, 1, p. 1-9
|
Publisher: |
Elsevier |
Subject: | bivariate method of polynomials | Bonferroni-type inequalities |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Convergence and symmetry of infinite products of independent random variables
Simonelli, Italo, (2001)
-
Galambos, Janos, (1996)
-
Naumov, Pavel, (2022)
- More ...