Bonferroni inequality

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An inequality concerning the joint probabilities of occurrence of combinations of events. Let E1, E2,…, Em be m events, with Ej denoting the complementary event to the event Ej , for j=1, 2,…, m. Bonferroni developed various bounds and the inequality that is most often cited is . The most usual context has the event Ej defined as ‘hypothesis test j produces a non-significant result’.

Subjects: Probability and Statistics.

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