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Bonferroni inequalities and deviations of discrete distributions

Part of: Distribution theory - Probability

Published online by Cambridge University Press:  14 July 2016

Tamás F. Móri
Tamás F. Móri*
Affiliation:
Eötvös Loránd University
*
∗Postal address: Department of Probability Theory and Statistics, Eötvös Loránd University, Budapest, Múzeum krt.6–8, H-1088 Hungary. E-mail: moritamas@ludens.elte.hu
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Abstract

In the paper we first show how to convert a generalized Bonferroni-type inequality into an estimation for the generating function of the number of occurring events, then we give estimates for the deviation of two discrete probability distributions in terms of the maximum distance between their generating functions over the interval [0, 1].

Keywords

BONFERRONI INEQUALITIESPROBABILITY GENERATING FUNCTIONS

MSC classification

Primary: 60E15: Inequalities; stochastic orderings
Secondary: 60E10: Characteristic functions; other transforms
Type
Research Papers
Information
Journal of Applied Probability , Volume 33 , Issue 1 , March 1996 , pp. 115 - 121
Copyright
Copyright © Applied Probability Trust 1996 

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Footnotes

Research supported by the Hungarian National Foundation for Scientific Research, Grant N° 1405.

References

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