Example: Bonferroni inequality is often used in simultaneous statistical inference, known as Bonferroni confidence intervals. Suppose A, is a confidence interval for a parameter 0, i =1,2,3 We are interested in simultaneous coverage of the parameters so that the probability of all the components of & falling into the corresponding confidence intervals P( AnAnA, )21-a, where 1-a is the specified confidence level. Using Bonferroni inequality, if we let P( A, ) =? then P(AnAnA) 21-a. Question 18: Replace the question mark above with the correct expression = a/3 - 1 - a - 1 - a/3 - none of the above