Yan Naung Oak A0068391 ST5214 Presentation Proposal

Applications of Bonferroni Inequalities in Multiple Comparison Tests

Although the Bonferroni Inequality has been known since the early development of formal probability theory, it offers very tight bounds for predictions of probabilities for many applications. One of these is in the field of optimization. When we are conducting multiple comparison tests, wherein instead of a simple pairwise comparison between the null and the alternative hypothesis, there are multiple candidates for the argument of an objective function that we are trying to minimize. The

use of Bonferroni Inequalities and improvements thereupon provide a way to convert the difficult to compute joint probabilities that occur in these problems into easier to handle marginal probabilities. The first part of the presentation will elaborate on how the Bonferroni inequality can be applied to multiple comparison tests (Spall, 2003). The second part of the presentation will look at two improvements that can be made to the Bonferroni Inequality. The first is a paper by (Naiman & Wynn, 1992) which makes an improvement over the Bonferroni Inequality via the introduction of joint probability information, and provides a combinatorial proof. The second is a paper by (Nakayama, 1997) which uses time series methods to construct confidence intervals that are shorter than those obtained using the Bonferroni method.

Works Cited
Naiman, D. Q., & Wynn, H. P. (1992). Inclusion-Exclusion-Bonferroni Identities and Inequalities for Discrete Tube-Like Problems via Euler Characteristics. The Annals of Statistics , 43-76. Nakayama, M. K. (1997). Multiple-Comparison Procedures for Steady-State Simulations. The Annals of Statistics , 2433-2450. Spall, J. C. (2003). Introduction to Stochastic Search and Optimization. Wiley-Interscience.