Article ID Journal Published Year Pages File Type
1153719 Statistics & Probability Letters 2008 9 Pages PDF
Abstract

We show that bounds for the probability of a union involving either lower order binomial moments or lower order probabilities of events may be considerably improved in the presence of supplementary information such as a bound on the number of events that can occur simultaneously or bounds on their probabilities. An example shows how such additional information often may be provided naturally. We also prove the Fréchet optimality of these bounds using linear programming.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, ,