Bonferroni Inequalities
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Bonferroni Inequalities
In probability theory, Boole's inequality, also known as the union bound, says that for any finite or countable set of events, the probability that at least one of the events happens is no greater than the sum of the probabilities of the individual events. This inequality provides an upper bound on the probability of occurrence of at least one of a countable number of events in terms of the individual probabilities of the events. Boole's inequality is named for its discoverer George Boole. Formally, for a countable set of events ''A''1, ''A''2, ''A''3, ..., we have :\left(\bigcup_^ A_i \right) \le \sum_^ (A_i). In measure-theoretic terms, Boole's inequality follows from the fact that a measure (and certainly any probability measure) is ''σ''- sub-additive. Proof Proof using induction Boole's inequality may be proved for finite collections of n events using the method of induction. For the n=1 case, it follows that :\mathbb P(A_1) \le \mathbb P(A_1). For the case n, we ...
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Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ...
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Upper Bound
In mathematics, particularly in order theory, an upper bound or majorant of a subset of some preordered set is an element of that is greater than or equal to every element of . Dually, a lower bound or minorant of is defined to be an element of that is less than or equal to every element of . A set with an upper (respectively, lower) bound is said to be bounded from above or majorized (respectively bounded from below or minorized) by that bound. The terms bounded above (bounded below) are also used in the mathematical literature for sets that have upper (respectively lower) bounds. Examples For example, is a lower bound for the set (as a subset of the integers or of the real numbers, etc.), and so is . On the other hand, is not a lower bound for since it is not smaller than every element in . The set has as both an upper bound and a lower bound; all other numbers are either an upper bound or a lower bound for that . Every subset of the natural numbers has a lowe ...
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Springer-Verlag
Springer Science+Business Media, commonly known as Springer, is a German multinational publishing company of books, e-books and peer-reviewed journals in science, humanities, technical and medical (STM) publishing. Originally founded in 1842 in Berlin, it expanded internationally in the 1960s, and through mergers in the 1990s and a sale to venture capitalists it fused with Wolters Kluwer and eventually became part of Springer Nature in 2015. Springer has major offices in Berlin, Heidelberg, Dordrecht, and New York City. History Julius Springer founded Springer-Verlag in Berlin in 1842 and his son Ferdinand Springer grew it from a small firm of 4 employees into Germany's then second largest academic publisher with 65 staff in 1872.Chronology
". Springer Science+Business Media.
In 1964, Springer expanded its business internationally, o ...
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Pairwise Independence
In probability theory, a pairwise independent collection of random variables is a set of random variables any two of which are independent. Any collection of mutually independent random variables is pairwise independent, but some pairwise independent collections are not mutually independent. Pairwise independent random variables with finite variance are uncorrelated. A pair of random variables ''X'' and ''Y'' are independent if and only if the random vector (''X'', ''Y'') with joint cumulative distribution function (CDF) F_(x,y) satisfies :F_(x,y) = F_X(x) F_Y(y), or equivalently, their joint density f_(x,y) satisfies :f_(x,y) = f_X(x) f_Y(y). That is, the joint distribution is equal to the product of the marginal distributions. Unless it is not clear in context, in practice the modifier "mutual" is usually dropped so that independence means mutual independence. A statement such as " ''X'', ''Y'', ''Z'' are independent random variables" means that ''X'', ''Y'', ''Z'' are mutua ...
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Fréchet Inequalities
In probabilistic logic, the Fréchet inequalities, also known as the Boole–Fréchet inequalities, are rules implicit in the work of George BooleBoole, G. (1854). ''An Investigation of the Laws of Thought, On Which Are Founded the Mathematical Theories of Logic and Probability.'' Walton and Maberly, London. See Boole's "major" and "minor" limits of a conjunction on page 299.Hailperin, T. (1986). ''Boole's Logic and Probability''. North-Holland, Amsterdam. and explicitly derived by Maurice FréchetFréchet, M. (1935). Généralisations du théorème des probabilités totales. ''Fundamenta Mathematicae'' 25: 379–387.Fréchet, M. (1951). Sur les tableaux de corrélation dont les marges sont données. ''Annales de l'Université de Lyon. Section A: Sciences mathématiques et astronomie'' 9: 53–77. that govern the combination of probabilities about logical propositions or events logically linked together in conjunctions (AND operations) or disjunctions ( OR operations) as in Boolea ...
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Schuette–Nesbitt Formula
In mathematics, the Schuette–Nesbitt formula is a generalization of the inclusion–exclusion principle. It is named after Donald R. Schuette and Cecil J. Nesbitt. The probabilistic version of the Schuette–Nesbitt formula has practical applications in actuarial science, where it is used to calculate the net single premium for life annuities and life insurances based on the general symmetric status. Combinatorial versions Consider a set and subsets . Let denote the number of subsets to which belongs, where we use the indicator functions of the sets . Furthermore, for each , let denote the number of intersections of exactly sets out of , to which belongs, where the intersection over the empty index set is defined as , hence . Let denote a vector space over a field such as the real or complex numbers (or more generally a module over a ring with multiplicative identity). Then, for every choice of , where denotes the indicator function of the set of all ...
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Diluted Inclusion–exclusion Principle
Dilution may refer to: * Reducing the concentration of a chemical * Serial dilution, a common way of going about this reduction of concentration * Homeopathic dilution * Dilution (equation), an equation to calculate the rate a gas dilutes *Trademark dilution, a type of unlawful trademark use outside of the relevant market *Stock dilution, the result of new shares of stock being issued by a company, thereby diminishing the percent ownership represented by previously existing shares * Dilution gene, a gene that lightens the coat color of certain living things * ''Expectational Dilution'', the second album by the metalcore band Overcast * Dilution ratio * Hemodynamics#Hemodilution, in blood See also * Dilation (other) Dilation (or dilatation) may refer to: Physiology or medicine * Cervical dilation, the widening of the cervix in childbirth, miscarriage etc. * Coronary dilation, or coronary reflex * Dilation and curettage, the opening of the cervix and surgic ... {{disa ...
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Inclusion–exclusion Principle
In combinatorics, a branch of mathematics, the inclusion–exclusion principle is a counting technique which generalizes the familiar method of obtaining the number of elements in the union of two finite sets; symbolically expressed as : , A \cup B, = , A, + , B, - , A \cap B, where ''A'' and ''B'' are two finite sets and , ''S'', indicates the cardinality of a set ''S'' (which may be considered as the number of elements of the set, if the set is finite). The formula expresses the fact that the sum of the sizes of the two sets may be too large since some elements may be counted twice. The double-counted elements are those in the intersection of the two sets and the count is corrected by subtracting the size of the intersection. The inclusion-exclusion principle, being a generalization of the two-set case, is perhaps more clearly seen in the case of three sets, which for the sets ''A'', ''B'' and ''C'' is given by :, A \cup B \cup C, = , A, + , B, + , C, - , A \cap B, ...
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Even And Odd Numbers
In mathematics, parity is the property of an integer of whether it is even or odd. An integer is even if it is a multiple of two, and odd if it is not.. For example, −4, 0, 82 are even because \begin -2 \cdot 2 &= -4 \\ 0 \cdot 2 &= 0 \\ 41 \cdot 2 &= 82 \end By contrast, −3, 5, 7, 21 are odd numbers. The above definition of parity applies only to integer numbers, hence it cannot be applied to numbers like 1/2 or 4.201. See the section "Higher mathematics" below for some extensions of the notion of parity to a larger class of "numbers" or in other more general settings. Even and odd numbers have opposite parities, e.g., 22 (even number) and 13 (odd number) have opposite parities. In particular, the parity of zero is even. Any two consecutive integers have opposite parity. A number (i.e., integer) expressed in the decimal numeral system is even or odd according to whether its last digit is even or odd. That is, if the last digit is 1, 3, 5, 7, or 9, then it is odd; otherw ...
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Carlo Emilio Bonferroni
Carlo Emilio Bonferroni (28 January 1892 – 18 August 1960) was an Italian mathematician who worked on probability theory. Biography Bonferroni studied piano and conducting in Turin Conservatory and at University of Turin under Giuseppe Peano and Corrado Segre, where he obtained his laurea. During this time he also studied at University of Vienna and ETH Zurich. During World War I, he was an officer among the engineers. Bonferroni held a position as assistant professor at the Polytechnic University of Turin, and in 1923 took up the chair of financial mathematics at the Economics Institute of the University of Bari. In 1933 he transferred to University of Florence, where he held his chair until his death. Bonferroni is best known for the Bonferroni inequalities (a generalization of the union bound), and for the Bonferroni correction in statistics (which he did not invent, but which is related to the Bonferroni inequalities). See also * Bonferroni inequalities * Bonferroni co ...
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Finite Unions
In set theory, the union (denoted by ∪) of a collection of sets is the set of all elements in the collection. It is one of the fundamental operations through which sets can be combined and related to each other. A refers to a union of zero (0) sets and it is by definition equal to the empty set. For explanation of the symbols used in this article, refer to the table of mathematical symbols. Union of two sets The union of two sets ''A'' and ''B'' is the set of elements which are in ''A'', in ''B'', or in both ''A'' and ''B''. In set-builder notation, :A \cup B = \. For example, if ''A'' = and ''B'' = then ''A'' ∪ ''B'' = . A more elaborate example (involving two infinite sets) is: : ''A'' = : ''B'' = : A \cup B = \ As another example, the number 9 is ''not'' contained in the union of the set of prime numbers and the set of even numbers , because 9 is neither prime nor even. Sets cannot have duplicate elements, so the union of the sets and is . Multip ...
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Probability Space
In probability theory, a probability space or a probability triple (\Omega, \mathcal, P) is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models the throwing of a die. A probability space consists of three elements:Stroock, D. W. (1999). Probability theory: an analytic view. Cambridge University Press. # A sample space, \Omega, which is the set of all possible outcomes. # An event space, which is a set of events \mathcal, an event being a set of outcomes in the sample space. # A probability function, which assigns each event in the event space a probability, which is a number between 0 and 1. In order to provide a sensible model of probability, these elements must satisfy a number of axioms, detailed in this article. In the example of the throw of a standard die, we would take the sample space to be \. For the event space, we could simply use the set of all subsets of the sample ...
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