Bonferroni Inequalities

Janos Galambos
Source: Ann. Probab. Volume 5, Number 4 (1977), 577-581.

Abstract

Let $A_1, A_2, \cdots, A_n$ be events on a probability space. Let $S_{k,n}$ be the $k$th binomial moment of the number $m_n$ of those $A$'s which occur. An estimate on the distribution $y_t = P(m_n \geqq t)$ by a linear combination of $S_{1,n}, S_{2,n}, \cdots, S_{n,n}$ is called a Bonferroni inequality. We present for proving Bonferroni inequalities a method which makes use of the following two facts: the sequence $y_t$ is decreasing and $S_{k,n}$ is a linear combination of the $y_t$. By this method, we significantly simplify a recent proof for the sharpest possible lower bound on $y_1$ in terms of $S_{1,n}$ and $S_{2,n}$. In addition, we obtain an extension of known bounds on $y_t$ in the spirit of a recent extension of the method of inclusion and exclusion.

First Page:
Primary Subjects: 60C05
Secondary Subjects: 60E05
Full-text: Open access

Permanent link to this document: http://projecteuclid.org/euclid.aop/1176995765
Digital Object Identifier: doi:10.1214/aop/1176995765
Mathematical Reviews number (MathSciNet): MR448478
Zentralblatt MATH identifier: 0369.60018