On bounding the union probability using partial weighted information

Jun Yang, Fady Alajaji and Glen Takahara

Statistics & Probability Letters, 2016, vol. 116, issue C, 38-44

Abstract: Lower bounds on the finite union probability are established in terms of the individual event probabilities and a weighted sum of the pairwise event probabilities. The lower bounds have at most pseudo-polynomial computational complexity and generalize recent analytical bounds.

Keywords: Probability of a finite union of events; Lower and upper bounds; Optimal bounds; Linear programming (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.04.017

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