Open Access
Translator Disclaimer
July, 1973 Events which are Almost Independent
R. L. Dykstra, John E. Hewett, W. A. Thompson Jr.
Ann. Statist. 1(4): 674-681 (July, 1973). DOI: 10.1214/aos/1176342462

Abstract

Often, the probability of the simultaneous occurrence of dependent events can be well approximated by assuming them to be independent. Here, we discuss bounds on the error in using this procedure and conditions when under (or over) estimates occur. An inequality involving expectations of conditionally independent random variables is proven. Applications treat extreme values of exchangeable random variables and error probabilities for simultaneous inference. Bivariate dependence concepts treated by Lehmann are generalized to the multivariate case in such a way that relations valid for the bivariate case continue to hold.

Citation

Download Citation

R. L. Dykstra. John E. Hewett. W. A. Thompson Jr.. "Events which are Almost Independent." Ann. Statist. 1 (4) 674 - 681, July, 1973. https://doi.org/10.1214/aos/1176342462

Information

Published: July, 1973
First available in Project Euclid: 12 April 2007

zbMATH: 0264.62004
MathSciNet: MR397815
Digital Object Identifier: 10.1214/aos/1176342462

Rights: Copyright © 1973 Institute of Mathematical Statistics

JOURNAL ARTICLE
8 PAGES


SHARE
Vol.1 • No. 4 • July, 1973
Back to Top