Bonferroni-type bounds of degree three

Abstract

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.

Keywords

Bonferroni-type bounds; Cholesky decomposition; trivariate normal

Published in

Communications in Statistics - Simulation and Computation
2003, volume: 32, number: 3, pages: 857-872
Publisher: MARCEL DEKKER INC

SLU Authors

• von Rosen, Dietrich

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    

UKÄ Subject classification

Fish and Aquacultural Science
Horticulture
Forest Science

Publication identifier

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

Permanent link to this page (URI)

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