Bonferroni-type bounds of degree three

Sammanfattning

In this article, a pair of new lower and upper Bonferroni bounds of degree three are presented. Cholesky decomposition is employed to calculate trivariate normal probabilities so that the sharper lower and upper Bonferrom bounds can be used under an assumption of an underlying normal distribution. Moreover, a small simulation study with these new bounds is presented.

Nyckelord

Bonferroni-type bounds; Cholesky decomposition; trivariate normal

Publicerad i

Communications in Statistics - Simulation and Computation
2003, volym: 32, nummer: 3, sidor: 857-872
Utgivare: MARCEL DEKKER INC

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Fisk- och akvakulturforskning
Trädgårdsvetenskap/hortikultur
Skogsvetenskap

Publikationens identifierare

• DOI: https://doi.org/10.1081/SAC-120017865

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/4522