An Improved Bonferroni Inequality and Applications
提出一个改进的邦费罗尼不等式，用事件对的联合概率给出事件并集概率的上界，并应用于周期性、位置偏移检测、K-S检验和异常检测。
We present an improved Bonferroni inequality which gives an upper bound for the probability of the union of an arbitrary sequence of events. The bound is constructed in terms of the joint probability of pairs of events, which are represented by edges on a graph. Examples of applications to periodicity, location shift detection, Kolmogorov-Smirnov tests and outlier detection are given.